# EDGAR Filing Document

**Accession Number:** 0000896435
**File Stem:** 0001193125-26-095915
**Filing Date:** 2026-3
**Character Count:** 315049
**Document Hash:** c7138d4a4d078c9c03be3b37b4365766
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-095915.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001193125-26-095915

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM 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:** 26729819

**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):** 2026-02-28

**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:** 26 days

- **WAL:** 111 days

- **Total Value of Portfolio Securities:** $241120048.18

- **Amortized Cost of Portfolio Securities:** $241084735.42

- **Cash:** $40253.97

- **Total Other Assets:** $1043679.17

- **Total Liabilities:** $760285.06

- **Net Assets of Series:** $241408383.50

- **Number of Shares Outstanding (Series):** 241518411.9700

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $109322367.09             | $179322037.92              | 44.7600%                  | 73.4200%                   |
| 2026-02-03 | $139194476.07             | $184194311.49              | 55.8800%                  | 73.9400%                   |
| 2026-02-04 | $119765418.22             | $188265418.22              | 47.3000%                  | 74.3600%                   |
| 2026-02-05 | $113160173.85             | $182660173.85              | 46.0800%                  | 74.3800%                   |
| 2026-02-06 | $113921208.23             | $182921208.23              | 46.3400%                  | 74.4000%                   |
| 2026-02-09 | $113575282.97             | $182575282.97              | 46.2600%                  | 74.3600%                   |
| 2026-02-10 | $140375353.71             | $184375353.71              | 56.7600%                  | 74.5500%                   |
| 2026-02-11 | $123493079.39             | $190493079.39              | 48.7300%                  | 75.1600%                   |
| 2026-02-12 | $115308169.05             | $182308169.05              | 47.0200%                  | 74.3300%                   |
| 2026-02-13 | $115514618.12             | $182514618.12              | 47.0600%                  | 74.3600%                   |
| 2026-02-17 | $136416451.64             | $178416451.64              | 56.5100%                  | 73.9100%                   |
| 2026-02-18 | $116778733.49             | $177778733.49              | 48.5100%                  | 73.8500%                   |
| 2026-02-19 | $116239658.73             | $177239658.73              | 48.3900%                  | 73.7800%                   |
| 2026-02-20 | $116752861.10             | $177752861.10              | 48.5000%                  | 73.8400%                   |
| 2026-02-23 | $115967758.39             | $176967758.39              | 48.3300%                  | 73.7500%                   |
| 2026-02-24 | $137244624.89             | $178244624.89              | 56.8900%                  | 73.8800%                   |
| 2026-02-25 | $127481654.97             | $182481654.97              | 52.7900%                  | 75.5600%                   |
| 2026-02-26 | $128326479.90             | $183326479.90              | 52.0900%                  | 74.4200%                   |
| 2026-02-27 | $124117671.61             | $179117671.61              | 51.2600%                  | 73.9700%                   |

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

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 0.9997                      |
|  |  |
| 2026-02-03 | 0.9997                      |
|  |  |
| 2026-02-04 | 0.9997                      |
|  |  |
| 2026-02-05 | 0.9997                      |
|  |  |
| 2026-02-06 | 0.9998                      |
|  |  |
| 2026-02-09 | 0.9997                      |
|  |  |
| 2026-02-10 | 0.9997                      |
|  |  |
| 2026-02-11 | 0.9997                      |
|  |  |
| 2026-02-12 | 0.9997                      |
|  |  |
| 2026-02-13 | 0.9998                      |
|  |  |
| 2026-02-17 | 0.9997                      |
|  |  |
| 2026-02-18 | 0.9997                      |
|  |  |
| 2026-02-19 | 0.9997                      |
|  |  |
| 2026-02-20 | 0.9997                      |
|  |  |
| 2026-02-23 | 0.9997                      |
|  |  |
| 2026-02-24 | 0.9997                      |
|  |  |
| 2026-02-25 | 0.9997                      |
|  |  |
| 2026-02-26 | 0.9997                      |
|  |  |
| 2026-02-27 | 0.9997                      |
|  |  |

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

### Class: Series II

- **Minimum Initial Investment:** $0.01

- **Net Assets of Class:** $19990.90

- **Number of Shares Outstanding:** 20000.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9997          |
|  |  |
| 2026-02-03 | 0.9997          |
|  |  |
| 2026-02-04 | 0.9997          |
|  |  |
| 2026-02-05 | 0.9997          |
|  |  |
| 2026-02-06 | 0.9997          |
|  |  |
| 2026-02-09 | 0.9997          |
|  |  |
| 2026-02-10 | 0.9997          |
|  |  |
| 2026-02-11 | 0.9997          |
|  |  |
| 2026-02-12 | 0.9997          |
|  |  |
| 2026-02-13 | 0.9997          |
|  |  |
| 2026-02-17 | 0.9997          |
|  |  |
| 2026-02-18 | 0.9997          |
|  |  |
| 2026-02-19 | 0.9997          |
|  |  |
| 2026-02-20 | 0.9997          |
|  |  |
| 2026-02-23 | 0.9997          |
|  |  |
| 2026-02-24 | 0.9997          |
|  |  |
| 2026-02-25 | 0.9997          |
|  |  |
| 2026-02-26 | 0.9997          |
|  |  |
| 2026-02-27 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $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   |
|:---|:---|
| 2026-02-02 | 2.8500%           |
| 2026-02-03 | 2.8600%           |
| 2026-02-04 | 2.8600%           |
| 2026-02-05 | 2.8500%           |
| 2026-02-06 | 2.8500%           |
| 2026-02-09 | 2.8400%           |
| 2026-02-10 | 2.8400%           |
| 2026-02-11 | 2.8300%           |
| 2026-02-12 | 2.8300%           |
| 2026-02-13 | 2.8300%           |
| 2026-02-17 | 2.8300%           |
| 2026-02-18 | 2.8300%           |
| 2026-02-19 | 2.8400%           |
| 2026-02-20 | 2.8400%           |
| 2026-02-23 | 2.8400%           |
| 2026-02-24 | 2.8400%           |
| 2026-02-25 | 2.8400%           |
| 2026-02-26 | 2.8300%           |
| 2026-02-27 | 2.8400%           |

### Class: Series I

- **Minimum Initial Investment:** $0.01

- **Net Assets of Class:** $241388392.60

- **Number of Shares Outstanding:** 241498411.9700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9997          |
|  |  |
| 2026-02-03 | 0.9997          |
|  |  |
| 2026-02-04 | 0.9997          |
|  |  |
| 2026-02-05 | 0.9997          |
|  |  |
| 2026-02-06 | 0.9997          |
|  |  |
| 2026-02-09 | 0.9997          |
|  |  |
| 2026-02-10 | 0.9997          |
|  |  |
| 2026-02-11 | 0.9997          |
|  |  |
| 2026-02-12 | 0.9997          |
|  |  |
| 2026-02-13 | 0.9997          |
|  |  |
| 2026-02-17 | 0.9997          |
|  |  |
| 2026-02-18 | 0.9997          |
|  |  |
| 2026-02-19 | 0.9997          |
|  |  |
| 2026-02-20 | 0.9997          |
|  |  |
| 2026-02-23 | 0.9997          |
|  |  |
| 2026-02-24 | 0.9997          |
|  |  |
| 2026-02-25 | 0.9997          |
|  |  |
| 2026-02-26 | 0.9997          |
|  |  |
| 2026-02-27 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $704148.91                | $87030.88               |
| 2026-02-03 | $67382.26                 | $185638.12              |
| 2026-02-04 | $168221.41                | $78256.42               |
| 2026-02-05 | $340291.45                | $33445.85               |
| 2026-02-06 | $280723.93                | $33598.62               |
| 2026-02-09 | $2453.27                  | $389919.23              |
| 2026-02-10 | $43215.25                 | $291517.43              |
| 2026-02-11 | $305611.85                | $158814.44              |
| 2026-02-12 | $28564.93                 | $197785.55              |
| 2026-02-13 | $237536.71                | $76661.92               |
| 2026-02-17 | $121314.16                | $312010.86              |
| 2026-02-18 | $77539.38                 | $743906.09              |
| 2026-02-19 | $8548.39                  | $560371.66              |
| 2026-02-20 | $573985.65                | $72154.71               |
| 2026-02-23 | $42758.48                 | $891380.62              |
| 2026-02-24 | $1431761.27               | $50607.08               |
| 2026-02-25 | $243279.96                | $31282.67               |
| 2026-02-26 | $995416.39                | $172976.73              |
| 2026-02-27 | $4765.89                  | $226163.68              |

**Total Gross Subscriptions (Month):** $5677519.54

**Total Gross Redemptions (Month):** $4593522.56

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.1000%           |
| 2026-02-03 | 3.1000%           |
| 2026-02-04 | 3.1000%           |
| 2026-02-05 | 3.1000%           |
| 2026-02-06 | 3.1000%           |
| 2026-02-09 | 3.0900%           |
| 2026-02-10 | 3.0800%           |
| 2026-02-11 | 3.0800%           |
| 2026-02-12 | 3.0800%           |
| 2026-02-13 | 3.0800%           |
| 2026-02-17 | 3.0700%           |
| 2026-02-18 | 3.0800%           |
| 2026-02-19 | 3.0800%           |
| 2026-02-20 | 3.0800%           |
| 2026-02-23 | 3.0900%           |
| 2026-02-24 | 3.0900%           |
| 2026-02-25 | 3.0800%           |
| 2026-02-26 | 3.0800%           |
| 2026-02-27 | 3.0800%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 90.1800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000428.33
- **C.18.a - Value (excl. sponsor support):** $1000428.33
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1999966.78
- **C.18.a - Value (excl. sponsor support):** $1999966.78
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500306.04
- **C.18.a - Value (excl. sponsor support):** $500306.04
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1501034.15
- **C.18.a - Value (excl. sponsor support):** $1501034.15
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3002369.61
- **C.18.a - Value (excl. sponsor support):** $3002369.61
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500405.14
- **C.18.a - Value (excl. sponsor support):** $500405.14
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000441.18
- **C.18.a - Value (excl. sponsor support):** $2000441.18
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000740.49
- **C.18.a - Value (excl. sponsor support):** $1000740.49
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000543.63
- **C.18.a - Value (excl. sponsor support):** $1000543.63
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250100.74
- **C.18.a - Value (excl. sponsor support):** $250100.74
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX48, C.4 - ISIN: US3133ERX488, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000638.01
- **C.18.a - Value (excl. sponsor support):** $1000638.01
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000382.50
- **C.18.a - Value (excl. sponsor support):** $1000382.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1499900.22
- **C.18.a - Value (excl. sponsor support):** $1499900.22
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2003730.64
- **C.18.a - Value (excl. sponsor support):** $2003730.64
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: 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: 3133ET3D7, C.4 - ISIN: US3133ET3D71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000274.78
- **C.18.a - Value (excl. sponsor support):** $2000274.78
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: 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: 3133ET3V7, C.4 - ISIN: US3133ET3V79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000248.20
- **C.18.a - Value (excl. sponsor support):** $1000248.20
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 17: 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: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2999932.56
- **C.18.a - Value (excl. sponsor support):** $2999932.56
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **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 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2999964.60
- **C.18.a - Value (excl. sponsor support):** $2999964.60
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5003192.80
- **C.18.a - Value (excl. sponsor support):** $5003192.80
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6000003.42
- **C.18.a - Value (excl. sponsor support):** $6000003.42
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250228.28
- **C.18.a - Value (excl. sponsor support):** $250228.28
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3499634.60
- **C.18.a - Value (excl. sponsor support):** $3499634.60
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999704.50
- **C.18.a - Value (excl. sponsor support):** $1999704.50
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500234.80
- **C.18.a - Value (excl. sponsor support):** $500234.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: 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: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999990.83
- **C.18.a - Value (excl. sponsor support):** $999990.83
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 26: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $500197.29
- **C.18.a - Value (excl. sponsor support):** $500197.29
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $500251.28
- **C.18.a - Value (excl. sponsor support):** $500251.28
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1000274.12
- **C.18.a - Value (excl. sponsor support):** $1000274.12
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1500620.36
- **C.18.a - Value (excl. sponsor support):** $1500620.36
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **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 30: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1504411.47
- **C.18.a - Value (excl. sponsor support):** $1504411.47
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **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):** $1499985.72
- **C.18.a - Value (excl. sponsor support):** $1499985.72
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 32: 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: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1999974.58
- **C.18.a - Value (excl. sponsor support):** $1999974.58
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 33: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497736.25
- **C.18.a - Value (excl. sponsor support):** $497736.25
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1480851.56
- **C.18.a - Value (excl. sponsor support):** $1480851.56
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: 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):** $4184757.78
- **C.18.a - Value (excl. sponsor support):** $4184757.78
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5985474.00
- **C.18.a - Value (excl. sponsor support):** $5985474.00
- **C.19 - Percentage of Net Assets:** 2.4800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $990680.94
- **C.18.a - Value (excl. sponsor support):** $990680.94
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3991157.24
- **C.18.a - Value (excl. sponsor support):** $3991157.24
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2492691.25
- **C.18.a - Value (excl. sponsor support):** $2492691.25
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5973985.02
- **C.18.a - Value (excl. sponsor support):** $5973985.02
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2982769.38
- **C.18.a - Value (excl. sponsor support):** $2982769.38
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1985857.20
- **C.18.a - Value (excl. sponsor support):** $1985857.20
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 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):** $2951909.28
- **C.18.a - Value (excl. sponsor support):** $2951909.28
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3960585.64
- **C.18.a - Value (excl. sponsor support):** $3960585.64
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $989477.29
- **C.18.a - Value (excl. sponsor support):** $989477.29
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1492687.50
- **C.18.a - Value (excl. sponsor support):** $1492687.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: 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):** $1001330.08
- **C.18.a - Value (excl. sponsor support):** $1001330.08
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: 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):** $1504638.29
- **C.18.a - Value (excl. sponsor support):** $1504638.29
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: 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):** $2013784.38
- **C.18.a - Value (excl. sponsor support):** $2013784.38
- **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 50: 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):** $2007734.38
- **C.18.a - Value (excl. sponsor support):** $2007734.38
- **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 51: 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):** $3510800.79
- **C.18.a - Value (excl. sponsor support):** $3510800.79
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.721000%
- **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):** $3001028.28
- **C.18.a - Value (excl. sponsor support):** $3001028.28
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 53: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | 0.0000% | $4449530.00        | $622469.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.0000%  | 0.0000% | $1000.00           | $104.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-12-01      | 6.5000%  | 0.0000% | $371783.00         | $2490.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $101.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-02-01      | 3.0000%  | 0.0000% | $3036.00           | $1007.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $336091.00         | $143418.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1528.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 6.0000%  | 0.0000% | $1040.00           | $895.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $789.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 5.0000%  | 0.0000% | $12186.00          | $9430.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $817.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $876.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $869.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.5000%  | 0.0000% | $1008.00           | $778.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $779.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $796.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1379.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $802.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $535.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $932.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1001.00           | $295.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $673.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $595.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1960.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $925.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $929.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $758.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $858.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $886.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.5000%  | 0.0000% | $146569.00         | $38481.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $460.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $551.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $17247.00          | $11167.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1024.00           | $739.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $2008.00           | $1392.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $806.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $788.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $793.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-25      | 4.9172%  | 0.0000% | $14272.00          | $11209.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7154%  | 0.0000% | $8700.00           | $8938.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-25      | 5.0000%  | 0.0000% | $1000.00           | $966.12            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 4.5000%  | 0.0000% | $41670.00          | $41620.86          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-11-01      | 5.5000%  | 0.0000% | $1000.00           | $14.36             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 4.0600%  | 0.0000% | $53839.00          | $54350.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-06-25      | 2.9030%  | 0.0000% | $1000.00           | $976.63            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 4.9672%  | 0.0000% | $18191.00          | $13129.27          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-03-01      | 6.0000%  | 0.0000% | $4087.00           | $9.30              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 5.0000%  | 0.0000% | $1000.00           | $135.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $1024.00           | $140.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $168.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $204.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 3.0000%  | 0.0000% | $1000.00           | $40.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.0000%  | 0.0000% | $1002.00           | $9.90              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 5.1720%  | 0.0000% | $756823.00         | $3505.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1007.00           | $643.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $943.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $514.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $31255.00          | $25921.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $967.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1821.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $756.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2336.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1574.00           | $1494.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $964.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $911.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.5000%  | 0.0000% | $1000.00           | $1075.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1020.00           | $1043.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $40090.00          | $41578.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2053.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1038.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $2074.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $866.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $188.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $177.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1998.00           | $507.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $227.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $294.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $1999.00           | $372.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $242.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1024.00           | $258.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.0000%  | 0.0000% | $1000.00           | $344.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.4200%  | 0.0000% | $126847.00         | $75692.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $10013.00          | $5864.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $6220.00           | $3192.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $589.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $778.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2038.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $602.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $680.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $960.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $566.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $589.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $763.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $798.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $1999.00           | $2111.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $175.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $228.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $2000.00           | $441.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 4.5000%  | 0.0000% | $1000.00           | $228.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $531.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $485.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $403.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $1005.00           | $535.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1008.00           | $603.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $619.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $637.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $748.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $765.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $815.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1708.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1192.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $828.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1804.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $871.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $810.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $963.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $814.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-25      | 2.5000%  | 0.0000% | $2000.00           | $1712.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $9666.00           | $9766.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1012.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1056.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $1001.00           | $97.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 3.0000%  | 0.0000% | $1000.00           | $254.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $187.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $360.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.0000%  | 0.0000% | $202811.00         | $46161.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1024.00           | $568.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $537.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $507.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1999.00           | $597.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $381.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $162490.00         | $84596.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 3.0000%  | 0.0000% | $1000.00           | $415.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $559.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.5000%  | 0.0000% | $1000.00           | $492.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $487.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $577.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $637.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 3.0000%  | 0.0000% | $1000.00           | $434.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $701.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $596.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $664.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $599.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1053.00           | $651.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1337.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $694.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $681.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1378.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $709.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $658.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1432.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $773.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $658.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1462.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1339.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 5.0000%  | 0.0000% | $1000.00           | $657.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $745.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $768.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $814.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $753.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $774.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 5.0000%  | 0.0000% | $6238.00           | $5029.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1009.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1008.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1004.00           | $1021.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $6815.00           | $19.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $59.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.0000%  | 0.0000% | $1000.00           | $159.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $1059.00           | $88.22             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $604.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $567.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1167.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $649.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $681.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $690.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $756.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1516.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $704.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1007.00           | $646.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1532.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1759.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $209219.00         | $7508.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $854.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1004.00           | $815.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1675.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $814.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $926.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $987.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1893.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $938.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $953.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1008.00           | $819.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $817.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $1002.00           | $9.34              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 3.5000%  | 0.0000% | $1000.00           | $48.65             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1001.00           | $56.72             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $382441.00         | $68038.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-10-20      | 4.5000%  | 0.0000% | $1000.00           | $64.24             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $317991.00         | $20510.16          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1000.00           | $97.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $1004.00           | $101.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $1000.00           | $64.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $1190.00           | $93.26             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 5.5000%  | 0.0000% | $1000.00           | $76.98             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $88.41             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $1000.00           | $110.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $1000.00           | $100.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 6.5000%  | 0.0000% | $1000.00           | $155.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $2018.00           | $244.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $2107278.00        | $201399.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1000.00           | $117.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $1993.00           | $237.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 6.0000%  | 0.0000% | $1050.00           | $135.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $91.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $1010.00           | $91.82             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $1000.00           | $78.93             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 5.0000%  | 0.0000% | $1001.00           | $266.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $715.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 5.0000%  | 0.0000% | $1000.00           | $438.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $741426.00         | $461880.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1019.00           | $735.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $2004.00           | $1463.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $1020.00           | $745.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1015.00           | $747.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1000.00           | $750.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1024.00           | $776.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $4000.00           | $2603.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $1000.00           | $642.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $2000.00           | $1009.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $47894.00          | $35750.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $1000.00           | $759.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1023.00           | $504.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1024.00           | $703.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1024.00           | $580.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $786594.00         | $601166.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $2000.00           | $1349.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-03-20      | 5.0000%  | 0.0000% | $2000.00           | $251.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $2000.00           | $388.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1006.00           | $492.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $1000.00           | $630.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1000.00           | $792.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $1000.00           | $919.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $816.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-15      | 7.0000%  | 0.0000% | $1000.00           | $1029.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $1000.00           | $925.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $2000.00           | $2112.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1001.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $2000.00           | $1340.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $2000.00           | $1673.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1024.00           | $1003.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $963.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2000.00           | $1958.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $2000.00           | $2146.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1062.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2104.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2000.00           | $1949.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2016.00           | $2117.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2000.00           | $2059.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2000.00           | $2101.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2000.00           | $1971.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1070.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1024.00           | $1067.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $2000.00           | $1857.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $4084.00           | $3509.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1024.00           | $954.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $934.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $3184.00           | $2596.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $2000.00           | $1911.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2000.00           | $1818.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $2000.00           | $1969.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3048.00           | $2957.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $926.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $3072.00           | $3017.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $1023.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2000.00           | $1372.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2063.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1004.00           | $1030.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $1998.00           | $71.13             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $1000.00           | $466.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $21687.00          | $15558.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8115%  | 0.0000% | $45001.00          | $30658.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.8615%  | 0.0000% | $1304.00           | $499.78            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1029.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2615%  | 0.0000% | $31573.00          | $19733.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6815%  | 0.0000% | $2551195.00        | $2065686.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9615%  | 0.0000% | $24055.00          | $17048.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4115%  | 0.0000% | $72754.00          | $58063.45          | Agency Collateralized Mortgage Obligation |

### Security 54: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $2381200.00        | $5099725.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $64.65             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $200.00            | $210.12            | U.S. Treasuries (including strips) |

### Security 55: 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 Home Loan Mortgage Corp                        | 2058-03-25      | 3.5000%  | 0.0000% | $1000.00           | $673.42            | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1      MV     20580725 3.50000 | 2058-07-25      | 3.5000%  | 0.0000% | $1120.00           | $768.75            | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1      M55D   20580725 4.00000 | 2058-07-25      | 4.0000%  | 0.0000% | $112871.00         | $39215.43          | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | 0.0000% | $6327397.00        | $1999342.42        | Agency Collateralized Mortgage Obligation |

### Security 56: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YRBR1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8YRBR1
- **C.18 - Value (incl. sponsor support):** $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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $1200.00           | $1219.59           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $1984000.00        | $2038580.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.8129%  | 0.0000% | $200.00            | $200.93            | U.S. Treasuries (including strips) |

### Security 57: 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:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2035-01-01      | 5.0000%  | 0.0000% | $3203.00           | $58.19             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2037-12-01      | 5.5000%  | 0.0000% | $1522.00           | $60.63             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2031-02-01      | 3.5000%  | 0.0000% | $1000.00           | $67.46             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2044-12-01      | 4.0000%  | 0.0000% | $1355.00           | $101.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-02-01      | 3.5000%  | 0.0000% | $1042.00           | $82.79             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-04-01      | 6.0000%  | 0.0000% | $1001.00           | $7.13              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $5484620.00        | $4848274.34        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2026-05-21      | 0.0000%  | 0.0000% | $1300.00           | $1289.24           | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-06-30      | 3.7500%  | 0.0000% | $327100.00         | $330089.13         | U.S. Treasuries (including strips) |

### Security 58: Credit Agricole Corporate & Investment Bank S.A.

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank S.A. 3.950000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV93L9R9, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BIV93L9R9
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $100.00            | $216.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $100.00            | $157.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $15400.00          | $24290.40          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $2534900.00        | $1948406.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $250800.00         | $168317.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $300.00            | $164.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $2978100.00        | $1963173.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $64.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $1400.00           | $1305.89           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $94.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $22000.00          | $21648.40          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $132.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $1200.00           | $1140.89           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $188.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $10300.00          | $10130.05          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $200.00            | $203.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $300.00            | $305.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.8750%  | 0.0000% | $300.00            | $302.43            | U.S. Treasuries (including strips) |

### Security 59: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $3586400.00        | $3101450.64        | U.S. Treasuries (including strips) |

### Security 60: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $71.82             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $2700700.00        | $2335514.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $200.00            | $167.19            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $754500.00         | $765657.05         | U.S. Treasuries (including strips) |

### Security 61: 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:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 | 2028-06-15      | 3.8750%  | 0.0000% | $5052700.00        | $5145577.45        | U.S. Treasuries (including strips) |

### Security 62: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV98N7X9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV98N7X9
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $10792.00          | $1677.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 4.0000%  | 0.0000% | $10772.00          | $803.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $4924.00           | $1096.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2043-02-01      | 3.5000%  | 0.0000% | $5243.00           | $724.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $214.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $908.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $604.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $1024.00           | $903.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 3.0000%  | 0.0000% | $1263.00           | $168.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $933.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $1148.00           | $952.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | 0.0000% | $2816.00           | $2157.60           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $736.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $2740.00           | $584.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 3.5000%  | 0.0000% | $415000.00         | $111240.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $547.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1006.00           | $706.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.5000%  | 0.0000% | $5199.00           | $3253.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $3987.00           | $692.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $770.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $766.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1013.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1046.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $1000.00           | $31.77             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 4.0000%  | 0.0000% | $1000.00           | $258.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 4.5000%  | 0.0000% | $1000.00           | $286.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $453.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2061-09-01      | 3.0000%  | 0.0000% | $1000.00           | $638.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-02-01      | 3.0000%  | 0.0000% | $1000.00           | $117.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $273.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $316.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $1000.00           | $218.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-07-01      | 3.0000%  | 0.0000% | $1000.00           | $195.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1001.00           | $110.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-10-01      | 3.0000%  | 0.0000% | $1000.00           | $105.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.5000%  | 0.0000% | $1000.00           | $174.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $249.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $275.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $673.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $66.00             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1001.00           | $425.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $551.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $634.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $620.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $522.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $564.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $915.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $26777.00          | $7840.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1051.00           | $551.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $464.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-06-01      | 2.5000%  | 0.0000% | $1000.00           | $569.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $603.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $2135.00           | $1295.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $667.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1020.00           | $830.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $721.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1024.00           | $751.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1040.00           | $809.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $736.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $765.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $856.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $601.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1090.00           | $906.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $969.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $926.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 7.0000%  | 0.0000% | $1016.00           | $875.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $926.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $936.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1046.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1049.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $781.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $994.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $897.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $1024.00           | $870.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1914.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $844.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $1040.00           | $981.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 7.0000%  | 0.0000% | $2017.00           | $2074.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $937.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $2022.00           | $1753.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $1000.00           | $903.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 3.0000%  | 0.0000% | $1000.00           | $132.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1024.00           | $426.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $1515.00           | $337.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $1000.00           | $342.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $1152.00           | $291.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $560.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $7768.00           | $3756.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $261.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $533.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $527.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $578.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $357.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $597.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 4.7500%  | 0.0000% | $1000.00           | $312.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $563.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $549.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $581.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $577.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $596.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $682.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $632.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $618.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $525.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 4.5000%  | 0.0000% | $1000.00           | $561.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $631.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $613.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $654.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 5.0000%  | 0.0000% | $1000.00           | $554.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $54970.00          | $38461.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $657.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $750.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $715.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $629.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $679.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 3.0000%  | 0.0000% | $1000.00           | $635.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-02-01      | 1.5000%  | 0.0000% | $1000.00           | $558.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $2008.00           | $1546.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $1000.00           | $645.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $723.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $742.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $654.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $731.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $790.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $1024.00           | $772.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-01-01      | 3.0000%  | 0.0000% | $1000.00           | $540.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 4.5000%  | 0.0000% | $1000.00           | $727.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $1420.00           | $790.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $774.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 7.0000%  | 0.0000% | $1240.00           | $935.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $828.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $2032.00           | $1573.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $871.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $945.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $982.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2200.00           | $1836.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1111.00           | $1091.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1035.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1036.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-12-01      | 5.9000%  | 0.0000% | $1000.00           | $28.37             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-03-01      | 7.5000%  | 0.0000% | $1000.00           | $27.16             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 3.0000%  | 0.0000% | $4394.00           | $247.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $1120.00           | $154.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $185.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $155.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-02-01      | 3.0000%  | 0.0000% | $1000.00           | $106.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-01      | 4.0000%  | 0.0000% | $1008.00           | $27.62             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-05-01      | 4.5000%  | 0.0000% | $1000.00           | $26.63             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-06-01      | 3.5000%  | 0.0000% | $1001.00           | $60.58             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-07-01      | 3.5000%  | 0.0000% | $1000.00           | $64.74             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $86.55             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $113.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-10-01      | 4.0000%  | 0.0000% | $1024.00           | $103.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $1008.00           | $21.96             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-09-01      | 3.5000%  | 0.0000% | $1000.00           | $159.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-09-01      | 2.0000%  | 0.0000% | $1001.00           | $12.41             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $106.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-07-01      | 3.0000%  | 0.0000% | $1000.00           | $100.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-09-01      | 3.0000%  | 0.0000% | $1000.00           | $109.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $1024.00           | $131.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $109.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-05-01      | 3.5000%  | 0.0000% | $1000.00           | $42.71             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-05-01      | 4.0000%  | 0.0000% | $1000.00           | $76.80             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-06-01      | 2.0000%  | 0.0000% | $1000.00           | $340.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $612.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $583.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 2.0000%  | 0.0000% | $1000.00           | $593.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $1000.00           | $490.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $561.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $95.37             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-02-01      | 3.0000%  | 0.0000% | $1000.00           | $124.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $206.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $430.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $178.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 2.0000%  | 0.0000% | $1000.00           | $314.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $283.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 3.5000%  | 0.0000% | $1000.00           | $236.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $486.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 2.5000%  | 0.0000% | $1000.00           | $338.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 1.5000%  | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $280.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $567.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $439.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-03-01      | 5.5000%  | 0.0000% | $1000.00           | $530.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $625.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1387383.00        | $917778.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-04-01      | 2.0000%  | 0.0000% | $1061.00           | $477.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $637.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $705.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $732.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $669.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $758.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $674.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 2.5000%  | 0.0000% | $1024.00           | $720.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $808.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $810.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $830.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $825.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $780.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1752.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $684.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $604.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1280.00           | $1049.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $886.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $857.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $899.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $936.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1011.00           | $935.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1024.00           | $927.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 6.0000%  | 0.0000% | $1000.00           | $20.76             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $981.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $557.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $911.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $797.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $899.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $3943.00           | $3556.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1010.00           | $936.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1023.00           | $912.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $911.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 7.0000%  | 0.0000% | $1015.00           | $962.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $871.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1017.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1024.00           | $881.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $1029.00           | $691.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $901.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $925.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $812.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $755.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $942.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $837.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $989.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1159.00           | $940.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1041.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $985.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.0000%  | 0.0000% | $1009.00           | $1008.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 3.5000%  | 0.0000% | $1000.00           | $978.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1052.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $1023.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-09-15      | 4.5000%  | 0.0000% | $3508.00           | $204.89            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-02-15      | 4.0000%  | 0.0000% | $1216.00           | $96.41             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-09-15      | 2.5000%  | 0.0000% | $1796.00           | $196.30            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $1000.00           | $126.65            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2026-08-15      | 1.6600%  | 0.0000% | $5662.00           | $234.82            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $1067.00           | $77.79             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $1304.00           | $197.41            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $1025.00           | $110.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-09-20      | 3.0000%  | 0.0000% | $1972.00           | $37.62             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $1000.00           | $75.29             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $1220.00           | $89.72             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.0000%  | 0.0000% | $2096.00           | $160.95            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $84.19             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $1001.00           | $32.95             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $1000.00           | $62.52             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1000.00           | $491.24            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $5708.00           | $1869.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-08-20      | 2.5000%  | 0.0000% | $1000.00           | $239.95            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $286.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $1000.00           | $300.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $1000.00           | $388.57            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $732.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1024.00           | $542.80            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1024.00           | $642.41            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1000.00           | $626.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $1012.00           | $665.88            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 4.5000%  | 0.0000% | $1000.00           | $625.57            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1264.00           | $1043.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $722.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1024.00           | $747.78            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $725.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1024.00           | $695.39            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 4.0000%  | 0.0000% | $1102.00           | $846.92            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1024.00           | $757.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $2240.00           | $1131.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $746.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $13643.00          | $5522.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 4.0000%  | 0.0000% | $1000.00           | $820.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $3000.00           | $1699.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $1000.00           | $894.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $1024.00           | $865.24            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1008.00           | $738.80            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $1000.00           | $898.41            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $1008.00           | $896.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1000.00           | $627.70            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $456.66            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-05-15      | 4.0000%  | 0.0000% | $1000.00           | $308.03            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-05-15      | 4.8700%  | 0.0000% | $1016.00           | $1011.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2057-12-15      | 4.2100%  | 0.0000% | $1000.00           | $952.24            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-05-15      | 4.5500%  | 0.0000% | $1000.00           | $977.42            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-05-15      | 4.5500%  | 0.0000% | $2000.00           | $1954.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1000.00           | $254.23            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1000.00           | $199.68            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $572.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-20      | 6.5000%  | 0.0000% | $1000.00           | $352.03            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $2000.00           | $1621.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2062-01-15      | 3.2500%  | 0.0000% | $1000.00           | $741.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1000.00           | $551.83            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2057-08-15      | 3.9400%  | 0.0000% | $1000.00           | $934.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $637.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $697.89            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $5020.00           | $3118.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $3048.00           | $2774.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-15      | 3.0000%  | 0.0000% | $1000.00           | $117.93            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-15      | 3.5000%  | 0.0000% | $1000.00           | $192.17            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-15      | 4.0000%  | 0.0000% | $1000.00           | $92.08             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-15      | 4.0000%  | 0.0000% | $1000.00           | $210.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $915.46            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-01-15      | 5.7000%  | 0.0000% | $1017.00           | $1056.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-15      | 5.6700%  | 0.0000% | $2000.00           | $1924.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $653.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-05-15      | 4.7600%  | 0.0000% | $1000.00           | $988.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-04-15      | 4.9200%  | 0.0000% | $1000.00           | $998.11            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1000.00           | $706.66            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1021.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2059-03-15      | 5.6600%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $3698.00           | $3088.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $1000.00           | $989.50            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $831.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1000.00           | $939.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $822.68            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.5900%  | 0.0000% | $1000.00           | $1063.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-03-15      | 5.6500%  | 0.0000% | $1024.00           | $1060.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-06-15      | 5.9400%  | 0.0000% | $1000.00           | $1080.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1077.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1070.00           | $1076.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1001.00           | $1030.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1100.00           | $1128.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1027.21           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1001.00           | $1028.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $1012.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1002.00           | $1031.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.92           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.09           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1997.00           | $2066.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1049.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1000.00           | $994.22            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $3000.00           | $3080.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-03-15      | 5.5300%  | 0.0000% | $1040.00           | $1096.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1000.00           | $1009.44           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 4.0000%  | 0.0000% | $1000.00           | $960.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1002.00           | $1007.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $1000.00           | $937.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $934.37            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1000.00           | $481.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-04-20      | 5.5000%  | 0.0000% | $1000.00           | $818.68            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1024.00           | $689.92            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2000.00           | $1056.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1008.00           | $975.61            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1148.00           | $1044.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1000.00           | $984.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $970.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-07-20      | 3.0000%  | 0.0000% | $1000.00           | $911.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $989.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 4.0000%  | 0.0000% | $1000.00           | $950.47            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $1021.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $5001.00           | $5045.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3007.00           | $2991.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2000.00           | $2001.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-02-20      | 4.0000%  | 0.0000% | $1000.00           | $991.32            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1007.00           | $1014.34           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3137.00           | $3228.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $772.29            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $939.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $871.80            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $927.61            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1040.00           | $883.24            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $2002.00           | $2056.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2000.00           | $2018.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1069.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1001.00           | $1043.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2083.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.12           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.18           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1024.43           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2099.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2001.00           | $2102.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1049.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1047.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1030.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-03-20      | 5.5000%  | 0.0000% | $1000.00           | $16.35             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 4.2500%  | 0.0000% | $1000.00           | $547.50            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 4.2500%  | 0.0000% | $1000.00           | $530.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $1000.00           | $541.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-20      | 4.0000%  | 0.0000% | $1000.00           | $68.55             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-11-20      | 5.5000%  | 0.0000% | $840170.00         | $3806.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-10-20      | 6.0000%  | 0.0000% | $25000.00          | $227.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-20      | 4.5000%  | 0.0000% | $1007.00           | $27.38             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-20      | 4.5000%  | 0.0000% | $1000.00           | $32.51             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-09-20      | 5.5000%  | 0.0000% | $25000.00          | $277.65            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $25000.00          | $420.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 5.5000%  | 0.0000% | $2010.00           | $7.87              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $10.53             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-20      | 7.0000%  | 0.0000% | $1001.00           | $46.29             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-01-20      | 4.5000%  | 0.0000% | $1000.00           | $49.89             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 4.0000%  | 0.0000% | $1000.00           | $43.75             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $1000.00           | $35.52             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $1000.00           | $34.00             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $1000.00           | $13.71             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-12-15      | 4.0000%  | 0.0000% | $1000.00           | $257.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-15      | 4.5000%  | 0.0000% | $1000.00           | $64.87             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-15      | 4.5000%  | 0.0000% | $1000.00           | $31.87             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-02-15      | 4.5000%  | 0.0000% | $1000.00           | $111.28            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-03-15      | 4.5000%  | 0.0000% | $1000.00           | $21.57             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $1000.00           | $224.32            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $1000.00           | $37.84             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-11-20      | 6.0000%  | 0.0000% | $1000.00           | $26.56             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-04-15      | 4.5000%  | 0.0000% | $1000.00           | $20.91             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-03-15      | 4.5000%  | 0.0000% | $1000.00           | $20.79             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-15      | 4.5000%  | 0.0000% | $1000.00           | $16.19             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-15      | 4.5000%  | 0.0000% | $1000.00           | $40.61             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-15      | 4.5000%  | 0.0000% | $1000.00           | $22.59             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-09-15      | 4.0000%  | 0.0000% | $1000.00           | $85.17             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-08-20      | 4.0000%  | 0.0000% | $1000.00           | $26.39             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-02-15      | 8.0000%  | 0.0000% | $25000.00          | $398.78            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-02-15      | 7.5000%  | 0.0000% | $25000.00          | $73.41             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-05-20      | 4.5000%  | 0.0000% | $1000.00           | $12.06             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-08-20      | 2.0000%  | 0.0000% | $1000.00           | $71.48             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $1147.00           | $549.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $1000.00           | $19.92             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-06-15      | 4.0000%  | 0.0000% | $1000.00           | $284.17            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $1000.00           | $200.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $1000.00           | $467.22            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-04-20      | 3.5000%  | 0.0000% | $1000.00           | $159.28            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $2051.00           | $518.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $2064.00           | $473.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $1053.00           | $435.57            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $1008.00           | $466.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $1086.00           | $406.76            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $709.53            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1000.00           | $687.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-15      | 3.0000%  | 0.0000% | $1000.00           | $708.95            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-15      | 3.0000%  | 0.0000% | $1000.00           | $770.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $531.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 4.5320%  | 0.0000% | $1000.00           | $139.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $610.07            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1000.00           | $687.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1000.00           | $566.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $712.59            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1000.00           | $705.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $665.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-06-20      | 2.5000%  | 0.0000% | $1000.00           | $617.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $1000.00           | $900.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $1000.00           | $739.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1000.00           | $799.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $965.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $442.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $801.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1024.00           | $1032.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1038.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-15      | 3.0000%  | 0.0000% | $1000.00           | $488.43            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $1000.00           | $125.33            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-15      | 4.5000%  | 0.0000% | $1000.00           | $33.82             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-01-15      | 4.0000%  | 0.0000% | $1000.00           | $63.45             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-12-15      | 6.0000%  | 0.0000% | $1000.00           | $6.93              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-09-15      | 6.0000%  | 0.0000% | $1000.00           | $7.99              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-12-20      | 4.5000%  | 0.0000% | $1000.00           | $27.01             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 5.5000%  | 0.0000% | $1000.00           | $33.84             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-04-15      | 4.0000%  | 0.0000% | $1000.00           | $54.45             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-15      | 3.0000%  | 0.0000% | $1000.00           | $390.57            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-15      | 3.0000%  | 0.0000% | $2000.00           | $508.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-15      | 3.0000%  | 0.0000% | $2000.00           | $737.21            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-09-15      | 4.0000%  | 0.0000% | $2000.00           | $271.70            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-03-15      | 4.5000%  | 0.0000% | $2000.00           | $208.07            | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2046-02-15      | 0.0000%  | 0.0000% | $100.00            | $38.75             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2047-08-15      | 0.0000%  | 0.0000% | $4600.00           | $1645.81           | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2048-08-15      | 0.0000%  | 0.0000% | $100.00            | $34.01             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2047-11-15      | 2.7500%  | 0.0000% | $767200.00         | $569908.04         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2042-08-15      | 3.3750%  | 0.0000% | $3595600.00        | $3122058.71        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $114.35            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-04-30      | 2.7500%  | 0.0000% | $200.00            | $200.02            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $1000.00           | $983.50            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-10-15      | 2.3750%  | 0.0000% | $200.00            | $221.80            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $207.33            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2032-06-30      | 4.0000%  | 0.0000% | $300.00            | $306.48            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $102.65            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TD Securities (USA) LLC 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HL291, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV9HL291
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 4.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-07-20      | 5.1615%  | 0.0000% | $2083333.33        | $2029129.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $6176181.85        | $3815422.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $857966.92         | $504329.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.4615%  | 0.0000% | $4006104.88        | $3851118.84        | Agency Collateralized Mortgage Obligation |

### Security 64: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $1944700.00        | $2040015.71        | U.S. Treasuries (including strips) |

### Security 65: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $2776800.00        | $2040047.40        | U.S. Treasuries (including strips) |

### Security 66: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYCN1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9HYCN1
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 4.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $10513293.00       | $10200000.48       | Agency Mortgage-Backed Securities |

### Security 67: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYEU3, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9HYEU3
- **C.18 - Value (incl. sponsor support):** $41100000.00
- **C.18.a - Value (excl. sponsor support):** $41100000.00
- **C.19 - Percentage of Net Assets:** 17.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $2713275.12        | $225051.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $7754716.98        | $571116.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $4469563.14        | $437954.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $10520114.03       | $2122661.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $2167244.68        | $507331.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $3759809.33        | $845523.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $249654.64         | $54778.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $290217.02         | $124994.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $840990.47         | $88227.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $23264150.94       | $2266332.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $2237080.75        | $218002.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $6434755.58        | $4260784.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $2518678.09        | $1840325.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1049254.80        | $789890.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1187468.54        | $889060.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $495648.39         | $366506.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1212700.40        | $905216.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $52308.48          | $22339.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $5262586.33        | $4250947.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $4315937.94        | $4329365.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $11115.63          | $10321.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1676789.04        | $1440896.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $8065871.91        | $6576917.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $3860333.42        | $3096679.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $6436037.23        | $6441504.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1214096.46        | $788224.43         | Agency Mortgage-Backed Securities |

### Security 68: Banco Santander

- **C.1 - Title:** Banco Santander 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYEW9, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV9HYEW9
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 4.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2038-07-01      | 6.0500%  | 0.0000% | $535.90            | $19.62             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-11-01      | 3.5000%  | 0.0000% | $27480.00          | $3342.39           | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2046-03-01      | 3.5000%  | 0.0000% | $31750.00          | $3332.42           | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-04-01      | 5.0000%  | 0.0000% | $10.05             | $0.27              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-05-01      | 5.0000%  | 0.0000% | $10.00             | $0.32              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2036-11-01      | 3.0000%  | 0.0000% | $11910.12          | $2252.47           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-03-01      | 3.5000%  | 0.0000% | $297123.85         | $31339.05          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-06-01      | 4.5000%  | 0.0000% | $50.56             | $11.59             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-02-01      | 4.5000%  | 0.0000% | $12282.74          | $3464.75           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-05-01      | 4.5000%  | 0.0000% | $10.00             | $1.89              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-04-01      | 3.5000%  | 0.0000% | $10.00             | $1.76              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2033-04-01      | 3.5000%  | 0.0000% | $6950.00           | $1348.59           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-03-01      | 2.0000%  | 0.0000% | $10.00             | $9.12              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-08-01      | 2.5000%  | 0.0000% | $470.00            | $292.85            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $9370.00           | $5645.80           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-02-01      | 3.5000%  | 0.0000% | $10.24             | $4.44              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 4.5000%  | 0.0000% | $7457.15           | $5479.90           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $57281.12          | $49407.46          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $10.24             | $8.84              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.5000%  | 0.0000% | $201.40            | $154.38            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.5000%  | 0.0000% | $30.16             | $24.38             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 5.5000%  | 0.0000% | $30.32             | $22.75             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.5000%  | 0.0000% | $10.08             | $6.65              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 6.5000%  | 0.0000% | $10.00             | $7.54              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-07-01      | 6.0000%  | 0.0000% | $10.00             | $7.64              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $231007.69         | $180506.87         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $698739.68         | $580580.86         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 5.5000%  | 0.0000% | $10.48             | $8.51              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-01-01      | 4.5000%  | 0.0000% | $171145.58         | $146365.11         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.5000%  | 0.0000% | $367426.44         | $301399.21         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $10.24             | $8.45              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $15988.68          | $13411.15          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 6.0000%  | 0.0000% | $2473.12           | $2186.77           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 5.5000%  | 0.0000% | $10.08             | $8.81              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-06-01      | 3.5000%  | 0.0000% | $10.00             | $2.08              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $10.16             | $8.50              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $448668.24         | $420928.40         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.5000%  | 0.0000% | $251.92            | $162.44            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 2.5000%  | 0.0000% | $3110.00           | $1984.90           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.5000%  | 0.0000% | $270.00            | $202.02            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.0000%  | 0.0000% | $141.35            | $101.20            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-11-01      | 5.0000%  | 0.0000% | $1912810.85        | $1501096.68        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 6.0000%  | 0.0000% | $373.34            | $262.61            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.0000%  | 0.0000% | $750.00            | $717.69            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 5.5000%  | 0.0000% | $10.00             | $7.58              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.5000%  | 0.0000% | $417.40            | $314.89            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.0000%  | 0.0000% | $27715.02          | $21743.75          | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-04-01      | 5.0000%  | 0.0000% | $10.38             | $1.27              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-07-01      | 5.0000%  | 0.0000% | $10.00             | $0.82              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-05-01      | 4.0000%  | 0.0000% | $20.29             | $4.01              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-05-01      | 4.0000%  | 0.0000% | $40.64             | $5.51              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $10.08             | $1.68              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-07-01      | 4.0000%  | 0.0000% | $51.12             | $8.00              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-03-01      | 4.0000%  | 0.0000% | $41.60             | $7.04              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-04-01      | 4.5000%  | 0.0000% | $20.00             | $3.87              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-02-01      | 3.5000%  | 0.0000% | $20.16             | $4.94              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-07-01      | 4.0000%  | 0.0000% | $10.24             | $2.78              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-05-01      | 4.5000%  | 0.0000% | $10.08             | $2.17              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $30.72             | $21.09             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $10.24             | $6.90              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $71.68             | $51.55             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $20.00             | $13.80             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $12.90             | $8.63              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $10.24             | $7.12              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $30.48             | $20.87             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 3.0000%  | 0.0000% | $26710.34          | $20412.43          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.5000%  | 0.0000% | $40.96             | $28.56             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.5000%  | 0.0000% | $10.08             | $7.28              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 2.0000%  | 0.0000% | $7086.87           | $5295.09           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $20.08             | $14.59             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $20.32             | $15.17             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $10.00             | $6.40              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $10.00             | $5.79              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $10.00             | $6.49              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.0000%  | 0.0000% | $67712.08          | $60409.93          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 5.0000%  | 0.0000% | $34921.28          | $27308.53          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 5.0000%  | 0.0000% | $24162.08          | $18955.14          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-06-01      | 7.0000%  | 0.0000% | $12982.82          | $13609.65          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-08-01      | 7.0000%  | 0.0000% | $8123.09           | $7277.90           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-03-01      | 3.0000%  | 0.0000% | $40.56             | $29.14             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 3.5000%  | 0.0000% | $10.00             | $8.54              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $10.29             | $7.66              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $30.56             | $23.11             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $10.00             | $6.97              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.5000%  | 0.0000% | $30.00             | $23.62             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 3.0000%  | 0.0000% | $10.08             | $5.57              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 6.0000%  | 0.0000% | $112874.72         | $84365.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-08-25      | 4.8172%  | 0.0000% | $820263.19         | $807546.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-12-25      | 4.8672%  | 0.0000% | $72999.92          | $70963.33          | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-12-25      | 4.8672%  | 0.0000% | $41727.15          | $41070.77          | Agency Collateralized Mortgage Obligation |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2052-02-25      | 2.5000%  | 0.0000% | $1996754.09        | $1228521.95        | Agency Debentures and Agency Strips       |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-12-25      | 4.8672%  | 0.0000% | $161591.04         | $153545.19         | Agency Debentures and Agency Strips       |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-12-25      | 4.8672%  | 0.0000% | $242442.62         | $238088.14         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 5.0000%  | 0.0000% | $10.56             | $1.12              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-06-01      | 4.0000%  | 0.0000% | $10.00             | $1.53              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-05-01      | 3.5000%  | 0.0000% | $10.24             | $0.88              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-03-01      | 3.5000%  | 0.0000% | $41.12             | $9.74              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-07-01      | 3.0000%  | 0.0000% | $741389.16         | $109629.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-04-01      | 4.5000%  | 0.0000% | $10.24             | $2.10              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-05-01      | 4.0000%  | 0.0000% | $10.00             | $2.23              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-06-01      | 4.0000%  | 0.0000% | $40.00             | $5.95              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-09-01      | 3.5000%  | 0.0000% | $112116.40         | $26155.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-02-01      | 4.5000%  | 0.0000% | $10.00             | $1.98              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-02-01      | 4.5000%  | 0.0000% | $31.36             | $5.64              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-02-01      | 4.5000%  | 0.0000% | $30.41             | $4.35              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2029-08-01      | 3.5000%  | 0.0000% | $10.10             | $0.48              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-07-01      | 5.0000%  | 0.0000% | $10.40             | $0.10              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.0000%  | 0.0000% | $10.00             | $7.83              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $19377.06          | $16803.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 5.0000%  | 0.0000% | $10.00             | $8.58              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 4.0000%  | 0.0000% | $10.00             | $5.05              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.5000%  | 0.0000% | $10.00             | $9.57              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.5000%  | 0.0000% | $10.00             | $8.95              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.5000%  | 0.0000% | $30550.56          | $18492.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $10.00             | $10.46             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.5000%  | 0.0000% | $20.00             | $20.83             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $10.00             | $6.98              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $47.55             | $49.15             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $20.00             | $20.52             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $30.00             | $28.74             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $10.00             | $10.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $20.00             | $20.78             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $20.02             | $17.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $10.00             | $10.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $40.00             | $41.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $20.00             | $18.43             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $20.00             | $20.39             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 4.0000%  | 0.0000% | $436.90            | $425.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $52215.50          | $52092.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.0000%  | 0.0000% | $14677.76          | $15230.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 5.5000%  | 0.0000% | $10.00             | $7.84              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.5000%  | 0.0000% | $29812.20          | $30607.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 4.5000%  | 0.0000% | $15303.44          | $15183.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 6.0000%  | 0.0000% | $11135.00          | $11455.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 4.5000%  | 0.0000% | $14030.23          | $13929.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $10.08             | $9.98              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $10.08             | $10.16             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.5000%  | 0.0000% | $83532.28          | $85190.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $20.16             | $20.33             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-02-01      | 4.0000%  | 0.0000% | $141.97            | $31.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-01-01      | 3.5000%  | 0.0000% | $30.75             | $7.51              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2057-01-01      | 4.0000%  | 0.0000% | $35238.88          | $12271.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2057-09-01      | 3.5000%  | 0.0000% | $40.24             | $14.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $6505.06           | $2318.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 4.0000%  | 0.0000% | $40.80             | $13.11             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-02-01      | 3.5000%  | 0.0000% | $25690.22          | $10605.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 4.0000%  | 0.0000% | $10.00             | $6.17              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2062-12-01      | 2.5000%  | 0.0000% | $10.00             | $6.84              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2063-06-01      | 3.5000%  | 0.0000% | $30.00             | $21.85             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-08-01      | 3.5000%  | 0.0000% | $32140.69          | $6581.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 2.5000%  | 0.0000% | $20.48             | $9.33              | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-07-01      | 2.9800%  | 0.0000% | $20.00             | $18.36             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-06-01      | 4.0000%  | 0.0000% | $6958.99           | $1858.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.5000%  | 0.0000% | $1470990.17        | $389223.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-12-01      | 4.5000%  | 0.0000% | $179.70            | $27.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-07-01      | 4.0000%  | 0.0000% | $1158312.27        | $333193.59         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-07-01      | 4.3601%  | 0.0000% | $20.48             | $20.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2059-01-01      | 4.5000%  | 0.0000% | $10.00             | $7.86              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2059-01-01      | 4.5000%  | 0.0000% | $10.00             | $9.48              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.5000%  | 0.0000% | $10.00             | $1.43              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-09-01      | 4.0000%  | 0.0000% | $10.09             | $3.27              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 4.5000%  | 0.0000% | $71.06             | $23.15             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.5000%  | 0.0000% | $20.25             | $6.36              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-12-01      | 3.5000%  | 0.0000% | $40.00             | $7.55              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-11-01      | 3.0000%  | 0.0000% | $56427.03          | $20028.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.5000%  | 0.0000% | $30.72             | $14.91             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $118127.60         | $104100.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $205654.23         | $158924.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-05-01      | 4.5000%  | 0.0000% | $18763.76          | $11658.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.5000%  | 0.0000% | $10.00             | $10.35             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $20.60             | $21.45             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.5000%  | 0.0000% | $20.00             | $14.93             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $30.72             | $22.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.0000%  | 0.0000% | $10.00             | $7.24              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 4.5000%  | 0.0000% | $10.24             | $7.76              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 5.0000%  | 0.0000% | $20.00             | $13.94             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 4.5000%  | 0.0000% | $20.55             | $16.83             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.0000%  | 0.0000% | $20.00             | $19.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $20.01             | $14.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $30.00             | $21.83             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.0000%  | 0.0000% | $20.00             | $14.97             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $60.11             | $36.62             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 6.0000%  | 0.0000% | $30.57             | $26.14             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $41.04             | $28.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $40.00             | $35.50             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $30.00             | $22.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $10.00             | $8.59              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $20.16             | $16.19             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $9979.86           | $9949.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $10.00             | $8.35              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 5.5000%  | 0.0000% | $52575.89          | $52421.30          | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-10-01      | 3.9100%  | 0.0000% | $20.24             | $20.33             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-08-01      | 3.5000%  | 0.0000% | $43.84             | $9.83              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-09-01      | 4.0000%  | 0.0000% | $10.00             | $2.41              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.0000%  | 0.0000% | $30.72             | $8.90              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 5.0000%  | 0.0000% | $30.48             | $8.92              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-04-01      | 4.0000%  | 0.0000% | $53.19             | $10.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.0000%  | 0.0000% | $10.24             | $5.03              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.0000%  | 0.0000% | $40.16             | $19.86             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.0000%  | 0.0000% | $65.28             | $27.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-08-01      | 3.0000%  | 0.0000% | $23090.00          | $9007.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-09-01      | 2.5000%  | 0.0000% | $388637.80         | $160379.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.5000%  | 0.0000% | $20.24             | $8.49              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $556338.06         | $275938.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $11288.63          | $5716.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-11-01      | 2.5000%  | 0.0000% | $10.00             | $4.39              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 3.0000%  | 0.0000% | $10.00             | $5.45              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-01-01      | 2.5000%  | 0.0000% | $48.31             | $27.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 4.5000%  | 0.0000% | $30.72             | $21.12             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $50.00             | $39.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.5000%  | 0.0000% | $107.96            | $82.66             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 4.5000%  | 0.0000% | $27.30             | $21.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $21.12             | $15.05             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $152.64            | $116.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $50.72             | $34.98             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 6.0000%  | 0.0000% | $20.40             | $13.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $30.37             | $24.30             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $39015.00          | $35991.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 6.0000%  | 0.0000% | $10.01             | $7.84              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $40.24             | $34.64             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 6.0000%  | 0.0000% | $30.72             | $24.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 6.5000%  | 0.0000% | $50.40             | $38.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 4.5000%  | 0.0000% | $30.00             | $25.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 6.5000%  | 0.0000% | $30.24             | $24.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $20.24             | $19.26             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 6.0000%  | 0.0000% | $10.00             | $9.39              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $10.00             | $8.23              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 5.0000%  | 0.0000% | $10.08             | $9.36              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $10.00             | $10.10             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $10.00             | $10.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $10.00             | $10.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.5000%  | 0.0000% | $10.00             | $10.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 5.5000%  | 0.0000% | $10.00             | $10.23             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 6.0000%  | 0.0000% | $10.00             | $10.40             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $20.48             | $17.03             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 5.5000%  | 0.0000% | $10.00             | $9.45              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 2.5000%  | 0.0000% | $309.60            | $252.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 4.5000%  | 0.0000% | $10.00             | $9.19              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 5.5000%  | 0.0000% | $27.37             | $26.93             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 5.5000%  | 0.0000% | $10.24             | $10.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 6.0000%  | 0.0000% | $10.24             | $10.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 5.5000%  | 0.0000% | $20.24             | $20.26             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 4.0000%  | 0.0000% | $20.00             | $19.09             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 3.5000%  | 0.0000% | $20.40             | $19.39             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 3.0000%  | 0.0000% | $20.00             | $18.03             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $10.24             | $10.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 4.0000%  | 0.0000% | $10.08             | $7.77              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $10.24             | $7.72              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-08-01      | 3.5000%  | 0.0000% | $118495.01         | $90703.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 5.0000%  | 0.0000% | $60.16             | $51.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.0000%  | 0.0000% | $20.00             | $20.74             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 5.5000%  | 0.0000% | $30.72             | $31.07             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-08-01      | 6.0000%  | 0.0000% | $20.97             | $3.13              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-02-01      | 5.5000%  | 0.0000% | $40.34             | $0.57              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-11-01      | 4.0000%  | 0.0000% | $45.80             | $2.51              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 4.0000%  | 0.0000% | $106.58            | $6.15              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-01-01      | 5.5000%  | 0.0000% | $21.30             | $0.88              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 4.5000%  | 0.0000% | $10.00             | $7.58              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $24.32             | $18.91             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $40.24             | $33.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-03-01      | 5.5000%  | 0.0000% | $61.92             | $3.69              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 6.5000%  | 0.0000% | $60.16             | $54.91             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $20.48             | $18.13             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $10.24             | $9.48              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.0000%  | 0.0000% | $30.72             | $30.78             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.5000%  | 0.0000% | $10.08             | $10.24             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 5.5000%  | 0.0000% | $20.48             | $20.31             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 6.5000%  | 0.0000% | $10.00             | $10.46             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.0000%  | 0.0000% | $40.00             | $41.41             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.0000%  | 0.0000% | $20.10             | $20.14             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.5000%  | 0.0000% | $20.48             | $20.33             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.5000%  | 0.0000% | $500760.32         | $499456.80         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.0000%  | 0.0000% | $30.48             | $28.21             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.0000%  | 0.0000% | $52.00             | $52.17             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.5000%  | 0.0000% | $10.08             | $10.04             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $50.80             | $47.44             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 5.0000%  | 0.0000% | $9742.35           | $9852.39           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.0000%  | 0.0000% | $60.00             | $46.51             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.0000%  | 0.0000% | $10.24             | $10.41             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-12-01      | 6.0000%  | 0.0000% | $30.72             | $31.45             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-01-01      | 5.5000%  | 0.0000% | $97.28             | $99.74             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.0000%  | 0.0000% | $73068.80          | $70713.87          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $10.00             | $10.26             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $10.08             | $10.37             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $10.08             | $10.28             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $10.00             | $10.24             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $10.00             | $10.27             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $10.77             | $11.05             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $10.00             | $10.23             | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-03-15      | 4.0000%  | 0.0000% | $91.75             | $3.54              | Agency Mortgage-Backed Securities         |
| GNMA II BUY-DOWN LOAN POOL               | 2041-07-20      | 4.0000%  | 0.0000% | $2351.16           | $111.81            | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-09-15      | 4.5000%  | 0.0000% | $40.00             | $4.26              | Agency Mortgage-Backed Securities         |
| GNMA I LIMITED MARKET                    | 2026-08-15      | 1.6600%  | 0.0000% | $10.05             | $0.42              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-03-20      | 3.5000%  | 0.0000% | $10.00             | $0.74              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-08-20      | 3.5000%  | 0.0000% | $10.00             | $0.72              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-03-20      | 3.5000%  | 0.0000% | $20.00             | $1.95              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-09-20      | 4.0000%  | 0.0000% | $40.00             | $2.81              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-12-20      | 3.0000%  | 0.0000% | $10.00             | $1.12              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-01-20      | 4.0000%  | 0.0000% | $50.00             | $4.16              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-04-20      | 4.0000%  | 0.0000% | $30.00             | $2.65              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2032-02-20      | 3.5000%  | 0.0000% | $10.00             | $0.85              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-04-20      | 3.0000%  | 0.0000% | $10.00             | $1.53              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-11-20      | 4.5000%  | 0.0000% | $10.00             | $0.73              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-12-20      | 4.5000%  | 0.0000% | $215824.82         | $14387.62          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-01-20      | 5.5000%  | 0.0000% | $16959.58          | $1276.82           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-01-20      | 4.5000%  | 0.0000% | $34935.52          | $2251.30           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-04-20      | 3.0000%  | 0.0000% | $16898.20          | $2247.15           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-04-20      | 4.5000%  | 0.0000% | $2080.00           | $175.11            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-06-20      | 5.5000%  | 0.0000% | $530.00            | $55.94             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-07-20      | 3.0000%  | 0.0000% | $14152.32          | $1904.00           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2036-01-20      | 2.5000%  | 0.0000% | $4289.87           | $1518.72           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-01-20      | 3.5000%  | 0.0000% | $63314.61          | $23536.84          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-09-20      | 2.0000%  | 0.0000% | $20.00             | $9.03              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-04-20      | 3.0000%  | 0.0000% | $30.00             | $13.44             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 2.5000%  | 0.0000% | $78.53             | $41.02             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 3.0000%  | 0.0000% | $675.74            | $326.71            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 3.5000%  | 0.0000% | $20.08             | $9.35              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 3.0000%  | 0.0000% | $53532.06          | $28375.97          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 4.0000%  | 0.0000% | $10.24             | $4.68              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 3.5000%  | 0.0000% | $30.00             | $16.67             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-06-20      | 4.0000%  | 0.0000% | $213297.14         | $101028.26         | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 4.5000%  | 0.0000% | $1528.03           | $640.88            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 5.0000%  | 0.0000% | $4372.73           | $1183.44           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2036-09-20      | 3.5000%  | 0.0000% | $1780.80           | $767.48            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $64695.92          | $37673.26          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.5000%  | 0.0000% | $2499.99           | $1549.22           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-11-20      | 3.5000%  | 0.0000% | $14958.38          | $9640.92           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-12-20      | 5.0000%  | 0.0000% | $227.86            | $109.90            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-03-20      | 3.5000%  | 0.0000% | $20.16             | $13.90             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-07-20      | 5.0000%  | 0.0000% | $610.00            | $354.14            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.0000%  | 0.0000% | $10.00             | $8.01              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-06-20      | 3.5000%  | 0.0000% | $20.00             | $14.79             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-06-20      | 5.5000%  | 0.0000% | $391234.62         | $284658.50         | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-02-20      | 2.5000%  | 0.0000% | $50.40             | $31.51             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-09-20      | 5.5000%  | 0.0000% | $10.00             | $6.41              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.5000%  | 0.0000% | $20.16             | $13.35             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.0000%  | 0.0000% | $30.72             | $22.45             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 2.0000%  | 0.0000% | $10.00             | $5.81              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 5.5000%  | 0.0000% | $30.00             | $19.28             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 6.0000%  | 0.0000% | $40.00             | $21.40             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2039-08-20      | 4.5000%  | 0.0000% | $20.00             | $16.62             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $20.00             | $12.35             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 5.0000%  | 0.0000% | $10.00             | $8.82              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2039-04-20      | 5.5000%  | 0.0000% | $20.00             | $12.11             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-04-20      | 4.0000%  | 0.0000% | $1614.73           | $1448.72           | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2048-01-15      | 4.0000%  | 0.0000% | $20.00             | $9.32              | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2058-01-15      | 4.4500%  | 0.0000% | $10.00             | $9.68              | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2057-12-15      | 4.2100%  | 0.0000% | $10.00             | $9.52              | Agency Mortgage-Backed Securities         |
| GNMA I CONSTRUCTION LOAN POOL            | 2067-03-15      | 5.5800%  | 0.0000% | $30.00             | $32.14             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-02-20      | 3.5000%  | 0.0000% | $30.00             | $6.97              | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2049-11-15      | 3.0000%  | 0.0000% | $20.00             | $7.41              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-09-20      | 4.5000%  | 0.0000% | $10.00             | $3.79              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-03-20      | 3.0000%  | 0.0000% | $10.00             | $3.61              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-12-20      | 2.5000%  | 0.0000% | $40.00             | $22.90             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2036-04-20      | 5.5000%  | 0.0000% | $40.00             | $12.51             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 4.0000%  | 0.0000% | $20.00             | $6.63              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-12-20      | 2.0000%  | 0.0000% | $10.00             | $4.92              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 2.5000%  | 0.0000% | $20.00             | $10.96             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 4.5000%  | 0.0000% | $20.00             | $18.62             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2043-01-20      | 3.0000%  | 0.0000% | $40.00             | $10.27             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2043-04-20      | 3.0000%  | 0.0000% | $20.00             | $4.78              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2043-12-20      | 4.0000%  | 0.0000% | $20.00             | $2.35              | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2044-02-15      | 4.0000%  | 0.0000% | $60.00             | $6.28              | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2045-03-15      | 4.0000%  | 0.0000% | $50.00             | $6.68              | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2052-09-15      | 4.5000%  | 0.0000% | $40.00             | $31.64             | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2057-04-15      | 3.9300%  | 0.0000% | $20.00             | $18.69             | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2058-04-15      | 4.6700%  | 0.0000% | $30.00             | $29.54             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-02-20      | 5.5000%  | 0.0000% | $70.00             | $47.03             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-03-20      | 5.5000%  | 0.0000% | $30.00             | $29.78             | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.8400%  | 0.0000% | $20.00             | $21.53             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-04-20      | 5.0000%  | 0.0000% | $10.00             | $9.88              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-07-20      | 6.0000%  | 0.0000% | $10.00             | $7.82              | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2060-04-15      | 5.7900%  | 0.0000% | $50.00             | $53.52             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.5000%  | 0.0000% | $30.00             | $26.06             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $29.98             | $31.37             | Agency Mortgage-Backed Securities         |
| GNMA TYPE II                             | 2065-06-20      | 6.5000%  | 0.0000% | $30.00             | $31.36             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $40.21             | $23.30             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $29.98             | $29.57             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $10.00             | $7.44              | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 4.9200%  | 0.0000% | $30.00             | $30.05             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 5.0000%  | 0.0000% | $30.00             | $27.35             | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2060-09-15      | 4.5300%  | 0.0000% | $19.97             | $19.79             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-10-20      | 5.0000%  | 0.0000% | $19.99             | $19.87             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $19.88             | $19.72             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $79.99             | $69.32             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.0000%  | 0.0000% | $20.00             | $20.66             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 6.5000%  | 0.0000% | $30.00             | $31.53             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 6.5000%  | 0.0000% | $39.99             | $42.03             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 5.0000%  | 0.0000% | $30.00             | $30.27             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.5000%  | 0.0000% | $20.08             | $20.56             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 5.5000%  | 0.0000% | $20.00             | $20.60             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-09-20      | 5.0000%  | 0.0000% | $39.98             | $40.13             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $10.00             | $10.26             | Agency Mortgage-Backed Securities         |
| GNMA TYPE II                             | 2065-10-20      | 6.5000%  | 0.0000% | $10.00             | $10.47             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.0000%  | 0.0000% | $50.00             | $50.25             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.0000%  | 0.0000% | $10.00             | $10.09             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 5.0000%  | 0.0000% | $60.00             | $60.50             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $10.08             | $10.34             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $20.08             | $20.60             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.5000%  | 0.0000% | $20.00             | $20.60             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $10.02             | $10.33             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.5000%  | 0.0000% | $50.00             | $52.44             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 7.5000%  | 0.0000% | $10.00             | $10.89             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 5.0000%  | 0.0000% | $10.00             | $10.09             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 6.5000%  | 0.0000% | $10.00             | $10.52             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 6.0000%  | 0.0000% | $10.00             | $10.35             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 4.5000%  | 0.0000% | $60.00             | $55.60             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2040-01-20      | 5.5000%  | 0.0000% | $30.00             | $23.17             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $60.56             | $49.49             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 5.5000%  | 0.0000% | $1178673.83        | $961091.51         | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2033-02-20      | 8.5000%  | 0.0000% | $10.00             | $0.06              | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** Mizuho Securities (USA) Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYF24, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BIV9HYF24
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 4.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Agricultural Mortgage Corp | 2031-02-25      | 3.9800%  | 0.0000% | $2307.69           | $2305.70           | Agency Debentures and Agency Strips |
| U.S. Treasury                      | 2026-05-31      | 0.7500%  | 0.0000% | $169232.31         | $168296.93         | U.S. Treasuries (including strips)  |
| U.S. Treasury                      | 2028-09-30      | 1.2500%  | 0.0000% | $4122601.54        | $3925558.08        | U.S. Treasuries (including strips)  |
| U.S. Treasury                      | 2027-05-31      | 2.6250%  | 0.0000% | $1638609.23        | $1631804.53        | U.S. Treasuries (including strips)  |
| U.S. Treasury                      | 2027-11-30      | 3.8750%  | 0.0000% | $3529130.77        | $3588944.55        | U.S. Treasuries (including strips)  |
| U.S. Treasury                      | 2026-08-15      | 4.3750%  | 0.0000% | $476923.08         | $479087.49         | U.S. Treasuries (including strips)  |
| U.S. Treasury                      | 2035-02-15      | 4.6250%  | 0.0000% | $302492.31         | $319362.05         | U.S. Treasuries (including strips)  |
| U.S. Treasury                      | 2027-09-30      | 3.5000%  | 0.0000% | $83364.62          | $84641.68          | U.S. Treasuries (including strips)  |

### Security 70: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYFJ7, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV9HYFJ7
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 4.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-02-25      | 4.8672%  | 0.0000% | $789473.68         | $486607.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 5.4172%  | 0.0000% | $1284053.42        | $643067.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 4.7172%  | 0.0000% | $947368.42         | $853733.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-05-25      | 3.8500%  | 0.0000% | $156790.63         | $157499.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-06-25      | 4.9172%  | 0.0000% | $529824.56         | $415371.51         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.0172%  | 0.0000% | $557052.63         | $406036.33         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-06-25      | 5.2500%  | 0.0000% | $85300.06          | $55293.86          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-05-25      | 5.2500%  | 0.0000% | $526315.79         | $392708.86         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 5.0172%  | 0.0000% | $526315.79         | $500905.15         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 5.0000%  | 0.0000% | $945400.14         | $924491.77         | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2044-09-16      | 4.0741%  | 0.0000% | $573844.37         | $183573.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.4817%  | 0.0000% | $315789.47         | $53679.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-16      | 4.5000%  | 0.0000% | $105263.16         | $101574.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.7500%  | 0.0000% | $9524.95           | $9080.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.7500%  | 0.0000% | $6770.58           | $6435.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.5000%  | 0.0000% | $210526.32         | $17058.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.7500%  | 0.0000% | $93744.51          | $53272.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $2230.27           | $2114.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7500%  | 0.0000% | $7256.46           | $6999.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $2184.21           | $2049.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.8115%  | 0.0000% | $526315.79         | $343921.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.1115%  | 0.0000% | $263157.89         | $136420.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 4.6615%  | 0.0000% | $263157.89         | $136771.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.6615%  | 0.0000% | $440179.23         | $307111.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-02-20      | 5.0000%  | 0.0000% | $16851.21          | $13425.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $7894.74           | $8304.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $10526.32          | $11072.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $210526.32         | $220761.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $242841.66         | $233011.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $308753.37         | $278209.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $26315.79          | $27347.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.0115%  | 0.0000% | $263157.89         | $209021.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.5115%  | 0.0000% | $470316.74         | $252672.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.7615%  | 0.0000% | $352589.47         | $292509.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $29624.77          | $27318.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $17767.09          | $13650.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0615%  | 0.0000% | $368421.05         | $344207.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.7115%  | 0.0000% | $210526.32         | $142646.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 2.6250%  | 0.0000% | $78947.37          | $67824.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $7005.26           | $6700.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.7500%  | 0.0000% | $21579.54          | $19695.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7500%  | 0.0000% | $1718.24           | $1655.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.7500%  | 0.0000% | $14503.18          | $13708.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $81231.58          | $81852.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5615%  | 0.0000% | $263157.89         | $240545.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.7615%  | 0.0000% | $186842.11         | $187377.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-04-20      | 4.0000%  | 0.0000% | $32578.95          | $32720.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $18789.47          | $17500.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $8623.68           | $7924.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $5157.89           | $4739.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $58650.03          | $58059.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $13176.94          | $12149.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $316252.63         | $323665.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $233536.84         | $239595.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 4.5000%  | 0.0000% | $288442.11         | $288114.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $265915.79         | $265148.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $18673.68          | $18050.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $44221.05          | $43034.20          | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

**Registrant:** Invesco Variable Insurance Funds

**Date:** 2026-03-06

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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