# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0001145549-25-046033
**Filing Date:** 2025-7
**Character Count:** 245663
**Document Hash:** aad1d7ba5349eb288e7b5b51f394be00
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046033.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046033

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05686
- **FILM NUMBER:** 251110065

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0000842790

**LEI of Registrant:** G61U5I6LJJEX0O3SU057

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

**LEI of Series:** 549300N5HO148P5GJU47

**EDGAR Series Identifier:** S000064669

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 8 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $1164396521.70

- **Amortized Cost of Portfolio Securities:** $1164262068.64

- **Cash:** $276.07

- **Total Other Assets:** $2114269.41

- **Total Liabilities:** $4549904.52

- **Net Assets of Series:** $1161826709.60

- **Number of Shares Outstanding (Series):** 1161894788.9000

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $597182701.98             | $870173731.98              | 50.9800%                  | 74.2800%                   |
| 2025-06-03 | $596540281.47             | $869532001.47              | 50.9500%                  | 74.2700%                   |
| 2025-06-04 | $816869914.39             | $869862324.39              | 69.7500%                  | 74.2800%                   |
| 2025-06-05 | $596695370.31             | $869688470.31              | 50.9700%                  | 74.2800%                   |
| 2025-06-06 | $595859699.37             | $873853489.37              | 50.9300%                  | 74.6900%                   |
| 2025-06-09 | $596167629.35             | $874163489.35              | 50.9400%                  | 74.7000%                   |
| 2025-06-10 | $597672122.28             | $875668672.28              | 51.0000%                  | 74.7200%                   |
| 2025-06-11 | $817425698.74             | $875422938.74              | 69.7700%                  | 74.7200%                   |
| 2025-06-12 | $634181350.25             | $872179280.25              | 54.2900%                  | 74.6700%                   |
| 2025-06-13 | $714817692.12             | $871817692.12              | 61.2100%                  | 74.6600%                   |
| 2025-06-16 | $638552274.56             | $870552274.56              | 54.7400%                  | 74.6200%                   |
| 2025-06-17 | $747660596.18             | $869660596.18              | 64.1400%                  | 74.6000%                   |
| 2025-06-18 | $637181900.38             | $869181900.38              | 54.6900%                  | 74.6000%                   |
| 2025-06-20 | $712217433.35             | $869217433.35              | 61.1200%                  | 74.5900%                   |
| 2025-06-23 | $712521966.25             | $869521966.25              | 61.1200%                  | 74.5900%                   |
| 2025-06-24 | $822391178.26             | $869391178.26              | 70.5600%                  | 74.5900%                   |
| 2025-06-25 | $712890500.69             | $869890500.69              | 61.1400%                  | 74.6100%                   |
| 2025-06-26 | $712470095.83             | $869470095.83              | 61.1300%                  | 74.6000%                   |
| 2025-06-27 | $712513790.10             | $869513790.10              | 61.1300%                  | 74.6000%                   |
| 2025-06-30 | $713262395.07             | $870262395.07              | 61.1500%                  | 74.6100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.4200%             |
| 2025-06-03 | 4.4200%             |
| 2025-06-04 | 4.4200%             |
| 2025-06-05 | 4.4100%             |
| 2025-06-06 | 4.4000%             |
| 2025-06-09 | 4.3700%             |
| 2025-06-10 | 4.3700%             |
| 2025-06-11 | 4.3700%             |
| 2025-06-12 | 4.3700%             |
| 2025-06-13 | 4.3700%             |
| 2025-06-16 | 4.3700%             |
| 2025-06-17 | 4.3800%             |
| 2025-06-18 | 4.3800%             |
| 2025-06-20 | 4.3800%             |
| 2025-06-23 | 4.3800%             |
| 2025-06-24 | 4.3800%             |
| 2025-06-25 | 4.3800%             |
| 2025-06-26 | 4.3900%             |
| 2025-06-27 | 4.4100%             |
| 2025-06-30 | 4.4500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0000                      |
|  |  |
| 2025-06-03 | 1.0000                      |
|  |  |
| 2025-06-04 | 1.0000                      |
|  |  |
| 2025-06-05 | 1.0000                      |
|  |  |
| 2025-06-06 | 1.0000                      |
|  |  |
| 2025-06-09 | 1.0000                      |
|  |  |
| 2025-06-10 | 1.0000                      |
|  |  |
| 2025-06-11 | 1.0000                      |
|  |  |
| 2025-06-12 | 1.0000                      |
|  |  |
| 2025-06-13 | 1.0000                      |
|  |  |
| 2025-06-16 | 1.0000                      |
|  |  |
| 2025-06-17 | 1.0000                      |
|  |  |
| 2025-06-18 | 1.0000                      |
|  |  |
| 2025-06-20 | 1.0000                      |
|  |  |
| 2025-06-23 | 1.0000                      |
|  |  |
| 2025-06-24 | 1.0000                      |
|  |  |
| 2025-06-25 | 1.0000                      |
|  |  |
| 2025-06-26 | 1.0000                      |
|  |  |
| 2025-06-27 | 1.0001                      |
|  |  |
| 2025-06-30 | 1.0001                      |
|  |  |

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

### Class: Cash Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $49296124.67

- **Number of Shares Outstanding:** 49299005.0100

- **Expense Reimbursement/Waiver:** 3434.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0001          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $209623.80                | $22802.35               |
| 2025-06-03 | $5868.40                  | $560282.90              |
| 2025-06-04 | $3728.68                  | $48206.88               |
| 2025-06-05 | $9103.10                  | $217629.71              |
| 2025-06-06 | $1666.64                  | $56179.25               |
| 2025-06-09 | $20723.40                 | $20898.02               |
| 2025-06-10 | $177247.72                | $106021.18              |
| 2025-06-11 | $26635.64                 | $45900.16               |
| 2025-06-12 | $575.04                   | $27403.57               |
| 2025-06-13 | $227139.09                | $18055.32               |
| 2025-06-16 | $12285.89                 | $16702.13               |
| 2025-06-17 | $11619.80                 | $119892.12              |
| 2025-06-18 | $471.95                   | $145406.80              |
| 2025-06-20 | $431.68                   | $47425.60               |
| 2025-06-23 | $46538.12                 | $43099.13               |
| 2025-06-24 | $43832.79                 | $81630.49               |
| 2025-06-25 | $111073.21                | $37187.75               |
| 2025-06-26 | $7662.37                  | $62640.82               |
| 2025-06-27 | $15396.34                 | $5580.00                |
| 2025-06-30 | $82509.78                 | $7484.00                |

**Total Gross Subscriptions (Month):** $1014133.44

**Total Gross Redemptions (Month):** $1690428.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.6900%           |
| 2025-06-03 | 3.6900%           |
| 2025-06-04 | 3.6900%           |
| 2025-06-05 | 3.6800%           |
| 2025-06-06 | 3.6700%           |
| 2025-06-09 | 3.6400%           |
| 2025-06-10 | 3.6400%           |
| 2025-06-11 | 3.6400%           |
| 2025-06-12 | 3.6400%           |
| 2025-06-13 | 3.6400%           |
| 2025-06-16 | 3.6400%           |
| 2025-06-17 | 3.6500%           |
| 2025-06-18 | 3.6500%           |
| 2025-06-20 | 3.6500%           |
| 2025-06-23 | 3.6500%           |
| 2025-06-24 | 3.6500%           |
| 2025-06-25 | 3.6500%           |
| 2025-06-26 | 3.6600%           |
| 2025-06-27 | 3.6800%           |
| 2025-06-30 | 3.7200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 8.9300%          | 0.0000%              |

### Class: R

- **Minimum Initial Investment:** $0.01

- **Net Assets of Class:** $13275654.35

- **Number of Shares Outstanding:** 13276430.0400

- **Expense Reimbursement/Waiver:** 921.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $53974.50                 | $0.00                   |
| 2025-06-03 | $12392.33                 | $1000.00                |
| 2025-06-04 | $372968.40                | $0.00                   |
| 2025-06-05 | $26.00                    | $5779.53                |
| 2025-06-06 | $8167.03                  | $12017.50               |
| 2025-06-09 | $220.00                   | $0.00                   |
| 2025-06-10 | $2551.00                  | $2471.72                |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $865.15                   | $0.00                   |
| 2025-06-13 | $15.12                    | $500.00                 |
| 2025-06-16 | $2581.68                  | $15198.36               |
| 2025-06-17 | $11958.63                 | $2.69                   |
| 2025-06-18 | $1167.50                  | $150000.00              |
| 2025-06-20 | $119.00                   | $0.00                   |
| 2025-06-23 | $1066.07                  | $0.00                   |
| 2025-06-24 | $6804.44                  | $542.44                 |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $6714.83                  | $21540.42               |
| 2025-06-27 | $107.50                   | $42338.21               |
| 2025-06-30 | $125379.23                | $0.00                   |

**Total Gross Subscriptions (Month):** $607078.41

**Total Gross Redemptions (Month):** $251390.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.3400%           |
| 2025-06-03 | 3.3400%           |
| 2025-06-04 | 3.3400%           |
| 2025-06-05 | 3.3300%           |
| 2025-06-06 | 3.3200%           |
| 2025-06-09 | 3.2900%           |
| 2025-06-10 | 3.2900%           |
| 2025-06-11 | 3.2900%           |
| 2025-06-12 | 3.2900%           |
| 2025-06-13 | 3.2900%           |
| 2025-06-16 | 3.2900%           |
| 2025-06-17 | 3.3000%           |
| 2025-06-18 | 3.3000%           |
| 2025-06-20 | 3.3000%           |
| 2025-06-23 | 3.3000%           |
| 2025-06-24 | 3.3000%           |
| 2025-06-25 | 3.3000%           |
| 2025-06-26 | 3.3100%           |
| 2025-06-27 | 3.3300%           |
| 2025-06-30 | 3.3700%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 61.7100%         | 61.7100%             |

### Class: Y

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1092316340.24

- **Number of Shares Outstanding:** 1092380358.0980

- **Expense Reimbursement/Waiver:** 76162.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0001          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $4283174.96               | $602705.72              |
| 2025-06-03 | $814676.42                | $1081429.94             |
| 2025-06-04 | $505443.83                | $700503.20              |
| 2025-06-05 | $518860.99                | $736257.64              |
| 2025-06-06 | $585248.31                | $743476.30              |
| 2025-06-09 | $505047.01                | $644139.20              |
| 2025-06-10 | $1634647.09               | $488628.98              |
| 2025-06-11 | $392433.94                | $850982.76              |
| 2025-06-12 | $382110.70                | $3550033.52             |
| 2025-06-13 | $120093.44                | $818292.58              |
| 2025-06-16 | $619743.57                | $1933891.98             |
| 2025-06-17 | $479499.08                | $1363307.67             |
| 2025-06-18 | $355632.27                | $741474.30              |
| 2025-06-20 | $444772.66                | $551104.38              |
| 2025-06-23 | $636214.11                | $629868.81              |
| 2025-06-24 | $437773.83                | $781173.75              |
| 2025-06-25 | $658347.15                | $540485.37              |
| 2025-06-26 | $545791.45                | $1029803.83             |
| 2025-06-27 | $370090.45                | $368776.24              |
| 2025-06-30 | $466754.49                | $281699.71              |

**Total Gross Subscriptions (Month):** $14756355.75

**Total Gross Redemptions (Month):** $18438035.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.8400%           |
| 2025-06-03 | 3.8400%           |
| 2025-06-04 | 3.8400%           |
| 2025-06-05 | 3.8300%           |
| 2025-06-06 | 3.8200%           |
| 2025-06-09 | 3.7900%           |
| 2025-06-10 | 3.7900%           |
| 2025-06-11 | 3.7900%           |
| 2025-06-12 | 3.7900%           |
| 2025-06-13 | 3.7900%           |
| 2025-06-16 | 3.7900%           |
| 2025-06-17 | 3.8000%           |
| 2025-06-18 | 3.8000%           |
| 2025-06-20 | 3.8000%           |
| 2025-06-23 | 3.8000%           |
| 2025-06-24 | 3.8000%           |
| 2025-06-25 | 3.8000%           |
| 2025-06-26 | 3.8100%           |
| 2025-06-27 | 3.8300%           |
| 2025-06-30 | 3.8700%           |

### Class: R6

- **Minimum Initial Investment:** $0.01

- **Net Assets of Class:** $271518.78

- **Number of Shares Outstanding:** 271534.6400

- **Expense Reimbursement/Waiver:** 12.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 0.9999          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 0.9999          |
|  |  |
| 2025-06-24 | 0.9999          |
|  |  |
| 2025-06-25 | 0.9999          |
|  |  |
| 2025-06-26 | 0.9999          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $1010.72                  | $0.00                   |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $1174.61                  | $0.00                   |
| 2025-06-06 | $578.49                   | $691740.13              |
| 2025-06-09 | $0.01                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $10.78                  |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $36.55                  |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $1158.34                  | $46.35                  |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $472.40                   | $0.00                   |
| 2025-06-30 | $0.00                     | $2543.26                |

**Total Gross Subscriptions (Month):** $4394.57

**Total Gross Redemptions (Month):** $694377.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9400%           |
| 2025-06-03 | 3.9400%           |
| 2025-06-04 | 3.9400%           |
| 2025-06-05 | 3.9300%           |
| 2025-06-06 | 3.9200%           |
| 2025-06-09 | 3.8900%           |
| 2025-06-10 | 3.8900%           |
| 2025-06-11 | 3.8900%           |
| 2025-06-12 | 3.8900%           |
| 2025-06-13 | 3.8900%           |
| 2025-06-16 | 3.8900%           |
| 2025-06-17 | 3.9000%           |
| 2025-06-18 | 3.9000%           |
| 2025-06-20 | 3.9000%           |
| 2025-06-23 | 3.9000%           |
| 2025-06-24 | 3.9000%           |
| 2025-06-25 | 3.9000%           |
| 2025-06-26 | 3.9100%           |
| 2025-06-27 | 3.9300%           |
| 2025-06-30 | 3.9700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 96.3200%         | 0.0000%              |

### Class: C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $6667071.56

- **Number of Shares Outstanding:** 6667461.1110

- **Expense Reimbursement/Waiver:** 457.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $14926.98                 | $1002.88                |
| 2025-06-03 | $409.25                   | $4445.02                |
| 2025-06-04 | $4447.90                  | $2.88                   |
| 2025-06-05 | $140.00                   | $0.09                   |
| 2025-06-06 | $0.00                     | $8.34                   |
| 2025-06-09 | $9346.77                  | $0.00                   |
| 2025-06-10 | $244530.37                | $0.00                   |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $1220.00                  | $0.00                   |
| 2025-06-13 | $99.00                    | $0.00                   |
| 2025-06-16 | $100.00                   | $245702.57              |
| 2025-06-17 | $5469.25                  | $60892.96               |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $900.00                   | $347.47                 |
| 2025-06-24 | $962.40                   | $0.00                   |
| 2025-06-25 | $300100.00                | $0.00                   |
| 2025-06-26 | $6288.83                  | $71406.55               |
| 2025-06-27 | $760.44                   | $13873.36               |
| 2025-06-30 | $0.00                     | $351.33                 |

**Total Gross Subscriptions (Month):** $589701.19

**Total Gross Redemptions (Month):** $398033.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 2.8400%           |
| 2025-06-03 | 2.8400%           |
| 2025-06-04 | 2.8400%           |
| 2025-06-05 | 2.8300%           |
| 2025-06-06 | 2.8200%           |
| 2025-06-09 | 2.7900%           |
| 2025-06-10 | 2.7900%           |
| 2025-06-11 | 2.7900%           |
| 2025-06-12 | 2.7900%           |
| 2025-06-13 | 2.7900%           |
| 2025-06-16 | 2.7900%           |
| 2025-06-17 | 2.8000%           |
| 2025-06-18 | 2.8000%           |
| 2025-06-20 | 2.8000%           |
| 2025-06-23 | 2.8000%           |
| 2025-06-24 | 2.8000%           |
| 2025-06-25 | 2.8000%           |
| 2025-06-26 | 2.8100%           |
| 2025-06-27 | 2.8300%           |
| 2025-06-30 | 2.8700%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 22.5200%         | 0.0000%              |
| Retail investor |  | 19.1200%         | 19.1200%             |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWWV8, C.4 - ISIN: US3130AWWV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2000420.66
- **C.18.a - Value (excl. sponsor support):** $2000420.66
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWZJ2, C.4 - ISIN: US3130AWZJ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000216.09
- **C.18.a - Value (excl. sponsor support):** $1000216.09
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXVW5, C.4 - ISIN: US3130AXVW52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4500869.58
- **C.18.a - Value (excl. sponsor support):** $4500869.58
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXW95, C.4 - ISIN: US3130AXW953, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4000312.56
- **C.18.a - Value (excl. sponsor support):** $4000312.56
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4503088.62
- **C.18.a - Value (excl. sponsor support):** $4503088.62
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5003366.40
- **C.18.a - Value (excl. sponsor support):** $5003366.40
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **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 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3001507.26
- **C.18.a - Value (excl. sponsor support):** $3001507.26
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B0HG7, C.4 - ISIN: US3130B0HG75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3000481.02
- **C.18.a - Value (excl. sponsor support):** $3000481.02
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1D87, C.4 - ISIN: US3130B1D874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5000944.15
- **C.18.a - Value (excl. sponsor support):** $5000944.15
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5005181.20
- **C.18.a - Value (excl. sponsor support):** $5005181.20
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5D3, C.4 - ISIN: US3133EP5D36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001109.65
- **C.18.a - Value (excl. sponsor support):** $5001109.65
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5P6, C.4 - ISIN: US3133EP5P65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7000113.82
- **C.18.a - Value (excl. sponsor support):** $7000113.82
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **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 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPF75, C.4 - ISIN: US3133EPF752, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2500484.43
- **C.18.a - Value (excl. sponsor support):** $2500484.43
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5503540.57
- **C.18.a - Value (excl. sponsor support):** $5503540.57
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6003967.56
- **C.18.a - Value (excl. sponsor support):** $6003967.56
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPL45, C.4 - ISIN: US3133EPL453, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4500654.66
- **C.18.a - Value (excl. sponsor support):** $4500654.66
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4002815.24
- **C.18.a - Value (excl. sponsor support):** $4002815.24
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.535000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6004471.20
- **C.18.a - Value (excl. sponsor support):** $6004471.20
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.535000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPU52, C.4 - ISIN: US3133EPU520, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4502022.62
- **C.18.a - Value (excl. sponsor support):** $4502022.62
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPX42, C.4 - ISIN: US3133EPX425, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6000482.40
- **C.18.a - Value (excl. sponsor support):** $6000482.40
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.535000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ81, C.4 - ISIN: US3133EPZ818, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8000765.36
- **C.18.a - Value (excl. sponsor support):** $8000765.36
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4001530.88
- **C.18.a - Value (excl. sponsor support):** $4001530.88
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7003422.93
- **C.18.a - Value (excl. sponsor support):** $7003422.93
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6001059.48
- **C.18.a - Value (excl. sponsor support):** $6001059.48
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000563.91
- **C.18.a - Value (excl. sponsor support):** $3000563.91
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 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 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7006577.20
- **C.18.a - Value (excl. sponsor support):** $7006577.20
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBC4, C.4 - ISIN: US3133ERBC44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001304.25
- **C.18.a - Value (excl. sponsor support):** $5001304.25
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBG5, C.4 - ISIN: US3133ERBG57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8003162.08
- **C.18.a - Value (excl. sponsor support):** $8003162.08
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8003876.64
- **C.18.a - Value (excl. sponsor support):** $8003876.64
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFG1, C.4 - ISIN: US3133ERFG12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6003208.86
- **C.18.a - Value (excl. sponsor support):** $6003208.86
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7007252.63
- **C.18.a - Value (excl. sponsor support):** $7007252.63
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7002104.97
- **C.18.a - Value (excl. sponsor support):** $7002104.97
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5004904.05
- **C.18.a - Value (excl. sponsor support):** $5004904.05
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2001898.48
- **C.18.a - Value (excl. sponsor support):** $2001898.48
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2999919.57
- **C.18.a - Value (excl. sponsor support):** $2999919.57
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3003026.04
- **C.18.a - Value (excl. sponsor support):** $3003026.04
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3002243.55
- **C.18.a - Value (excl. sponsor support):** $3002243.55
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6005861.64
- **C.18.a - Value (excl. sponsor support):** $6005861.64
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3503464.23
- **C.18.a - Value (excl. sponsor support):** $3503464.23
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX48, C.4 - ISIN: US3133ERX488, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3500815.22
- **C.18.a - Value (excl. sponsor support):** $3500815.22
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3002654.25
- **C.18.a - Value (excl. sponsor support):** $3002654.25
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5997042.18
- **C.18.a - Value (excl. sponsor support):** $5997042.18
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9004755.33
- **C.18.a - Value (excl. sponsor support):** $9004755.33
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999928.90
- **C.18.a - Value (excl. sponsor support):** $9999928.90
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000166.85
- **C.18.a - Value (excl. sponsor support):** $5000166.85
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFX0, C.4 - ISIN: US3133ETFX01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6001609.14
- **C.18.a - Value (excl. sponsor support):** $6001609.14
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6002948.04
- **C.18.a - Value (excl. sponsor support):** $6002948.04
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.495000%
- **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):** $6000014.04
- **C.18.a - Value (excl. sponsor support):** $6000014.04
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999994.00
- **C.18.a - Value (excl. sponsor support):** $4999994.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $7002178.05
- **C.18.a - Value (excl. sponsor support):** $7002178.05
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $6005861.64
- **C.18.a - Value (excl. sponsor support):** $6005861.64
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $4003883.72
- **C.18.a - Value (excl. sponsor support):** $4003883.72
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $4002419.96
- **C.18.a - Value (excl. sponsor support):** $4002419.96
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $8507969.18
- **C.18.a - Value (excl. sponsor support):** $8507969.18
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $3503220.21
- **C.18.a - Value (excl. sponsor support):** $3503220.21
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5004689.35
- **C.18.a - Value (excl. sponsor support):** $5004689.35
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $4004008.80
- **C.18.a - Value (excl. sponsor support):** $4004008.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $3003484.56
- **C.18.a - Value (excl. sponsor support):** $3003484.56
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4994760.40
- **C.18.a - Value (excl. sponsor support):** $4994760.40
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.8500%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4945386.70
- **C.18.a - Value (excl. sponsor support):** $4945386.70
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11831275.56
- **C.18.a - Value (excl. sponsor support):** $11831275.56
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9231387.50
- **C.18.a - Value (excl. sponsor support):** $9231387.50
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: 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):** $4845665.95
- **C.18.a - Value (excl. sponsor support):** $4845665.95
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 64: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11850485.28
- **C.18.a - Value (excl. sponsor support):** $11850485.28
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7920104.16
- **C.18.a - Value (excl. sponsor support):** $7920104.16
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 66: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.365000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6999395.48
- **C.18.a - Value (excl. sponsor support):** $6999395.48
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1000363.16
- **C.18.a - Value (excl. sponsor support):** $1000363.16
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5000102.65
- **C.18.a - Value (excl. sponsor support):** $5000102.65
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3J8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3J8
- **C.18 - Value (incl. sponsor support):** $11000000.00
- **C.18.a - Value (excl. sponsor support):** $11000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $42900.00          | $41952.68          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $202900.00         | $203647.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $11105900.00       | $11107910.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $9400.00           | $9479.72           | U.S. Treasuries (including strips) |

### Security 70: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3M1, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3M1
- **C.18 - Value (incl. sponsor support):** $11000000.00
- **C.18.a - Value (excl. sponsor support):** $11000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $17218300.00       | $11314866.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $47700.00          | $49224.98          | U.S. Treasuries (including strips) |

### Security 71: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PE9U6, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV8PE9U6
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 9.4700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA ADJUSTABLE RATE REMIC | 2048-04-20      | 4.5000%  | 0.0000% | $62191742.48       | $13329680.67       | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2051-10-20      | 3.0000%  | 0.0000% | $22916666.67       | $14492559.64       | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2052-08-20      | 4.5000%  | 0.0000% | $11458333.33       | $8696834.93        | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2053-08-20      | 5.5019%  | 0.0000% | $11458333.33       | $8487662.91        | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2053-11-20      | 5.8018%  | 0.0000% | $22916666.67       | $10157146.77       | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2053-10-20      | 5.6518%  | 0.0000% | $22916666.67       | $9257096.79        | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2053-12-20      | 5.6518%  | 0.0000% | $22916666.67       | $12793915.58       | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2053-12-20      | 5.5019%  | 0.0000% | $22916666.67       | $10111720.69       | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2054-09-20      | 5.4519%  | 0.0000% | $10037750.94       | $9577843.05        | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2053-12-20      | 5.1518%  | 0.0000% | $9180635.52        | $7121993.48        | Agency Mortgage-Backed Securities |
| GNMA FIXED RATE REMIC      | 2052-11-20      | 5.0000%  | 0.0000% | $8822916.67        | $8173545.53        | Agency Mortgage-Backed Securities |

### Security 72: Banco Santander

- **C.1 - Title:** Banco Santander 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXP93, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV8PXP93
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 9.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-07-01      | 6.0000%  | 0.0000% | $53061.75          | $562.25            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-08-01      | 3.5000%  | 0.0000% | $25725.00          | $2839.18           | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2027-01-01      | 3.0000%  | 0.0000% | $105.00            | $2.03              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-11-01      | 9.0000%  | 0.0000% | $105.00            | $3.29              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-06-01      | 5.0000%  | 0.0000% | $264627.30         | $10540.58          | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-04-01      | 5.0000%  | 0.0000% | $105.21            | $2.97              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-05-01      | 5.0000%  | 0.0000% | $105.00            | $3.36              | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2030-01-01      | 3.0000%  | 0.0000% | $114975.00         | $9771.55           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-04-01      | 3.5000%  | 0.0000% | $1091600.16        | $207170.09         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2034-01-01      | 4.5000%  | 0.0000% | $246138.06         | $51595.31          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-11-01      | 3.5000%  | 0.0000% | $4258941.22        | $573308.39         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-05-01      | 3.0000%  | 0.0000% | $1318680.62        | $383973.60         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2033-08-01      | 6.0000%  | 0.0000% | $1304205.00        | $6937.06           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-08-01      | 3.5000%  | 0.0000% | $10500.00          | $1966.50           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-08-01      | 3.5000%  | 0.0000% | $625370.97         | $138353.38         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2036-04-01      | 1.5000%  | 0.0000% | $12357.34          | $5638.97           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-04-01      | 1.5000%  | 0.0000% | $596717.10         | $434289.97         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-02-01      | 1.5000%  | 0.0000% | $37219.24          | $32023.46          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-01-01      | 3.0000%  | 0.0000% | $1061677.68        | $534521.88         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.5000%  | 0.0000% | $216669.70         | $155377.17         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 4.0000%  | 0.0000% | $275190.30         | $209824.01         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $73791.38          | $58789.03          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $1133069.91        | $1009270.40        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 3.5000%  | 0.0000% | $472027.08         | $376485.02         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.0000%  | 0.0000% | $1051982.61        | $815086.48         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.0000%  | 0.0000% | $1394.19           | $1265.08           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $714484.68         | $628211.19         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $3614278.08        | $3325552.13        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 5.5000%  | 0.0000% | $247072.14         | $215538.01         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.0000%  | 0.0000% | $733351.40         | $701638.14         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-01      | 3.0000%  | 0.0000% | $288257.55         | $170843.18         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 5.0000%  | 0.0000% | $876580.32         | $727371.47         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $2829354.46        | $2780005.96        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.5000%  | 0.0000% | $537129.08         | $401306.45         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 2.0000%  | 0.0000% | $571052.16         | $383334.19         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 2.5000%  | 0.0000% | $326569.64         | $228460.74         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.0000%  | 0.0000% | $16995722.21       | $12242637.72       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.0000%  | 0.0000% | $12705.00          | $10527.28          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-11-01      | 5.0000%  | 0.0000% | $3785233.52        | $3087719.67        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $4582470.48        | $3784618.53        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 5.5000%  | 0.0000% | $389133.15         | $322033.51         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 6.0000%  | 0.0000% | $870344.90         | $632402.90         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-10-01      | 6.0000%  | 0.0000% | $768457.20         | $624840.01         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 5.5000%  | 0.0000% | $13042502.76       | $11968455.86       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 5.0000%  | 0.0000% | $163597.35         | $154628.57         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-02-01      | 2.0000%  | 0.0000% | $136500.00         | $96838.61          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-05-01      | 2.0000%  | 0.0000% | $711418.05         | $514739.19         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-04-01      | 5.0000%  | 0.0000% | $105.00            | $13.11             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-07-01      | 5.0000%  | 0.0000% | $209230.98         | $17560.24          | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-05-01      | 4.0000%  | 0.0000% | $107.52            | $20.86             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $858068.61         | $149232.32         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-04-01      | 4.5000%  | 0.0000% | $1031630.25        | $196337.56         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-02-01      | 3.5000%  | 0.0000% | $307740.72         | $75293.51          | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-05-01      | 4.0000%  | 0.0000% | $306736.08         | $129319.63         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-05-01      | 3.5000%  | 0.0000% | $1588529.04        | $409785.60         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-05-01      | 3.0000%  | 0.0000% | $110065.83         | $69622.06          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $748458.69         | $525222.55         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.5000%  | 0.0000% | $48535.30          | $31223.04          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.0000%  | 0.0000% | $105941.54         | $69346.22          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $791023.80         | $514505.36         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 6.0000%  | 0.0000% | $529960.94         | $428362.87         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 3.5000%  | 0.0000% | $13230.00          | $10269.56          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 6.0000%  | 0.0000% | $116999.50         | $93180.04          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 6.5000%  | 0.0000% | $109653.92         | $75264.94          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 6.0000%  | 0.0000% | $124687.50         | $49277.27          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.5000%  | 0.0000% | $137199.93         | $100788.13         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.0000%  | 0.0000% | $110406.34         | $87878.32          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 5.0000%  | 0.0000% | $7159.74           | $6862.56           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 6.0000%  | 0.0000% | $400483.44         | $376506.73         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $7171944.88        | $5616960.79        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 5.5000%  | 0.0000% | $6881897.82        | $6425114.08        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $596620.92         | $147582.88         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $3821.16           | $629.94            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.5000%  | 0.0000% | $576334.71         | $154045.13         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $6844476.87        | $2544214.38        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 4.5000%  | 0.0000% | $619316.88         | $198478.46         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $1690395.00        | $1270484.08        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $326184.18         | $211335.58         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $524611.71         | $379462.40         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-11-01      | 4.0000%  | 0.0000% | $243374.25         | $13311.93          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $1021950.72        | $832499.51         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $4020374.40        | $3318086.72        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT STRIPPED MORT-BACK | 2052-07-01      | 3.0000%  | 0.0000% | $5567277.34        | $857863.32         | Agency Debentures and Agency Strips |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-03-15      | 4.0000%  | 0.0000% | $169.89            | $7.13              | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-12-15      | 3.5000%  | 0.0000% | $132.93            | $4.38              | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-09-15      | 3.0000%  | 0.0000% | $21000.00          | $2733.76           | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-09-15      | 3.0000%  | 0.0000% | $6810.62           | $547.62            | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-10-15      | 3.0000%  | 0.0000% | $281190.00         | $30141.93          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-05-20      | 4.0000%  | 0.0000% | $7036168.44        | $413607.29         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-12-20      | 4.5000%  | 0.0000% | $3926677.54        | $252708.43         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 3.0000%  | 0.0000% | $209887.96         | $21908.27          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 3.5000%  | 0.0000% | $118650.00         | $12783.59          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-05-20      | 4.0000%  | 0.0000% | $3106318.53        | $276363.44         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-08-20      | 4.0000%  | 0.0000% | $45150.00          | $3209.78           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-10-20      | 3.5000%  | 0.0000% | $7471253.58        | $709202.31         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-12-20      | 3.5000%  | 0.0000% | $561788.22         | $59316.45          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-04-20      | 4.0000%  | 0.0000% | $13540082.54       | $1226946.13        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-03-20      | 4.0000%  | 0.0000% | $100263.66         | $8990.86           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-06-20      | 4.5000%  | 0.0000% | $161356.02         | $12109.23          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-12-20      | 3.0000%  | 0.0000% | $2442825.00        | $341718.76         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.0000%  | 0.0000% | $39795.00          | $3952.72           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.5000%  | 0.0000% | $6587963.55        | $599738.79         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-09-20      | 3.5000%  | 0.0000% | $159180.00         | $18957.15          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-10-20      | 3.5000%  | 0.0000% | $2298049.11        | $283389.44         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-02-20      | 4.0000%  | 0.0000% | $367230.36         | $37185.03          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-02-20      | 3.0000%  | 0.0000% | $99645.00          | $37931.80          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-03-20      | 3.0000%  | 0.0000% | $695803.50         | $281744.20         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 3.0000%  | 0.0000% | $4725.00           | $2745.83           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.0000%  | 0.0000% | $2226259.04        | $1885628.54        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 6.0000%  | 0.0000% | $5328865.71        | $3572243.86        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 5.5000%  | 0.0000% | $2902875.78        | $2242333.88        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-07-20      | 5.5000%  | 0.0000% | $21469284.48       | $17542257.62       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.0000%  | 0.0000% | $150.36            | $148.05            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $442590.12         | $457131.75         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $509462.42         | $537175.64         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $339955.14         | $351134.07         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $272753.14         | $282858.72         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $530766.70         | $552760.63         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $417609.99         | $430847.69         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.3700%  | 0.0000% | $649958.50         | $666050.07         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $228343.82         | $241045.05         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 7.5000%  | 0.0000% | $153584.66         | $164888.59         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $105.00            | $107.57            | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.5100%  | 0.0000% | $124239.99         | $129083.81         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 5.5000%  | 0.0000% | $11953.10          | $12144.76          | Agency Mortgage-Backed Securities   |

### Security 73: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPC6, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV8PXPC6
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 6.4600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2045-10-01      | 3.5000%  | 0.0000% | $187500.00         | $37532.38          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-03-01      | 5.5000%  | 0.0000% | $109456.12         | $82687.36          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-10-01      | 6.5000%  | 0.0000% | $738796.44         | $712621.37         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-07-01      | 2.0000%  | 0.0000% | $125000.00         | $52458.55          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-10-01      | 4.0000%  | 0.0000% | $110000.00         | $87192.49          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-03-01      | 6.0000%  | 0.0000% | $113406.12         | $83866.40          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-04-01      | 5.0000%  | 0.0000% | $2791825.50        | $2692765.90        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 5.5000%  | 0.0000% | $798023.19         | $683029.67         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2049-05-01      | 5.0000%  | 0.0000% | $91917.19          | $31906.10          | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2049-05-01      | 5.0000%  | 0.0000% | $177484.62         | $47063.94          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-06-01      | 5.0000%  | 0.0000% | $89356.88          | $25258.99          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-06-01      | 5.0000%  | 0.0000% | $79202.44          | $33550.24          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-06-01      | 5.0000%  | 0.0000% | $80451.81          | $32536.27          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-06-01      | 5.0000%  | 0.0000% | $113499.56         | $41729.81          | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2048-01-01      | 3.5000%  | 0.0000% | $112500.00         | $20124.17          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-04-01      | 3.0000%  | 0.0000% | $143750.00         | $44647.85          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-03-01      | 5.0000%  | 0.0000% | $105632.06         | $35944.00          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-04-01      | 5.0000%  | 0.0000% | $82920.12          | $43437.01          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-04-01      | 5.0000%  | 0.0000% | $112575.25         | $38192.66          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2051-06-01      | 2.5000%  | 0.0000% | $34375.00          | $21340.28          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-05-01      | 3.5000%  | 0.0000% | $193750.00         | $147607.61         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-06-01      | 5.5000%  | 0.0000% | $646032.25         | $467020.62         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-07-01      | 5.5000%  | 0.0000% | $540883.50         | $361999.07         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-07-01      | 5.5000%  | 0.0000% | $468049.94         | $315310.85         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-07-01      | 5.5000%  | 0.0000% | $515209.56         | $302388.43         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-09-01      | 5.5000%  | 0.0000% | $389750.31         | $270200.59         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-09-01      | 5.5000%  | 0.0000% | $379403.06         | $281072.15         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-01-01      | 6.0000%  | 0.0000% | $238977.44         | $186421.45         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-06-01      | 6.5000%  | 0.0000% | $116534.50         | $119086.63         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-08-01      | 7.0000%  | 0.0000% | $72318.88          | $76050.21          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 6.5000%  | 0.0000% | $253361.00         | $197423.29         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 6.5000%  | 0.0000% | $154916.88         | $140936.11         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $77002.00          | $27789.91          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 6.5000%  | 0.0000% | $345568.12         | $286237.10         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $124698.62         | $105520.26         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $80708.81          | $72187.02          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $80035.50          | $31014.35          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $74327.81          | $45725.85          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $134041.88         | $92587.63          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 6.5000%  | 0.0000% | $296589.69         | $207884.30         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $189643.62         | $154273.18         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $115438.38         | $110276.13         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $85126.94          | $67025.43          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $85711.38          | $72647.99          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $298974.88         | $225651.74         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $292048.75         | $165755.48         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $128074.69         | $96515.80          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-11-01      | 7.0000%  | 0.0000% | $108716.94         | $88522.29          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2051-05-01      | 2.5000%  | 0.0000% | $4687.50           | $2882.70           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-06-01      | 7.0000%  | 0.0000% | $64177.31          | $62984.12          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-06-01      | 7.0000%  | 0.0000% | $71281.25          | $75157.29          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-06-01      | 6.5000%  | 0.0000% | $926000.56         | $816850.98         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-11-01      | 3.0000%  | 0.0000% | $100996.62         | $23360.56          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2045-10-01      | 3.5000%  | 0.0000% | $562500.00         | $138384.36         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2036-03-01      | 3.5000%  | 0.0000% | $64919.75          | $8919.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2044-07-01      | 4.0000%  | 0.0000% | $1721875.00        | $302833.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $74025.00          | $52798.16          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $71921.88          | $50117.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $104084.38         | $77400.39          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 6.5000%  | 0.0000% | $198507.75         | $161880.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $74957.25          | $51174.56          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $69576.00          | $68131.99          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $68442.25          | $43658.88          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $175286.94         | $133638.02         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $145304.56         | $121052.48         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $206602.25         | $169351.92         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $70996.19          | $58699.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $78712.00          | $60243.34          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $95376.19          | $91250.21          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.5000%  | 0.0000% | $153406.12         | $139234.95         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-01-01      | 7.0000%  | 0.0000% | $132753.94         | $96562.35          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-03-01      | 5.5000%  | 0.0000% | $116927.62         | $115853.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-06-01      | 7.0000%  | 0.0000% | $63188.88          | $46823.83          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-09-01      | 6.0000%  | 0.0000% | $650123.12         | $646553.41         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 6.5000%  | 0.0000% | $281332.50         | $292245.26         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-11-01      | 5.5000%  | 0.0000% | $80501.62          | $80299.46          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 6.0000%  | 0.0000% | $224815.94         | $229486.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-02-01      | 5.0000%  | 0.0000% | $144777.69         | $141681.75         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-03-01      | 6.5000%  | 0.0000% | $143075.00         | $149390.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-03-01      | 6.5000%  | 0.0000% | $114743.75         | $119852.42         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 5.5000%  | 0.0000% | $281843.44         | $284786.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 5.0000%  | 0.0000% | $145158.38         | $143569.65         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 5.5000%  | 0.0000% | $175176.38         | $177195.29         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.0000%  | 0.0000% | $197438.88         | $203088.85         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $248973.75         | $258780.57         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $256355.44         | $266604.30         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $165176.75         | $173047.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $124745.75         | $130744.29         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 5.0000%  | 0.0000% | $199941.25         | $197547.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-01-01      | 3.5000%  | 0.0000% | $5149473.88        | $1254408.15        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-11-01      | 5.0000%  | 0.0000% | $96127.44          | $18387.36          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-02-01      | 5.0000%  | 0.0000% | $94221.25          | $45804.27          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-03-01      | 5.0000%  | 0.0000% | $102812.50         | $17476.74          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-02-01      | 4.0000%  | 0.0000% | $121250.00         | $17586.98          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-01-01      | 5.5000%  | 0.0000% | $297228.12         | $43695.96          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $488891.25         | $175904.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $90644.62          | $24696.24          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $131007.75         | $15654.52          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $160384.69         | $12666.91          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.5000%  | 0.0000% | $141211.50         | $6846.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-01-01      | 5.0000%  | 0.0000% | $91549.12          | $22849.27          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-05-01      | 2.5000%  | 0.0000% | $78437.50          | $30757.01          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-08-01      | 2.5000%  | 0.0000% | $104843.75         | $55293.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-11-01      | 2.5000%  | 0.0000% | $29375.00          | $14551.30          | Agency Mortgage-Backed Securities  |
| FANNIE ADJ. MULTIFAMILY MORT          | 2031-06-01      | 1.9400%  | 0.0000% | $1973562.50        | $1737502.28        | Agency Mortgage-Backed Securities  |
| FANNIE ADJ. MULTIFAMILY MORT          | 2033-06-01      | 4.1700%  | 0.0000% | $918750.00         | $898203.23         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-08-01      | 2.5000%  | 0.0000% | $125000.00         | $68887.93          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 5.0000%  | 0.0000% | $172251.88         | $169362.52         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-04-01      | 5.5000%  | 0.0000% | $165564.25         | $167014.41         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-07-01      | 4.0000%  | 0.0000% | $645828.44         | $470896.15         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-05-01      | 6.5000%  | 0.0000% | $70395.94          | $71795.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-06-01      | 6.5000%  | 0.0000% | $183834.62         | $186873.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-08-01      | 6.5000%  | 0.0000% | $154354.62         | $158837.30         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-06-01      | 6.5000%  | 0.0000% | $92983.94          | $74865.92          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-07-01      | 6.5000%  | 0.0000% | $172206.50         | $175993.62         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-07-01      | 6.5000%  | 0.0000% | $127412.25         | $121182.76         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-07-01      | 6.5000%  | 0.0000% | $117443.38         | $92821.53          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 6.5000%  | 0.0000% | $378727.81         | $277048.68         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 6.5000%  | 0.0000% | $160160.56         | $123007.43         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $82387.75          | $73910.15          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $130357.50         | $88388.84          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 6.5000%  | 0.0000% | $93319.50          | $54100.07          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2048-07-01      | 4.5000%  | 0.0000% | $1875000.00        | $346739.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $2494589.94        | $407437.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-01-01      | 5.0000%  | 0.0000% | $1012680.56        | $368764.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-04-01      | 5.5000%  | 0.0000% | $146938.44         | $40218.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-04-01      | 5.5000%  | 0.0000% | $160498.19         | $57348.28          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-05-01      | 5.0000%  | 0.0000% | $214943.38         | $41655.43          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-05-01      | 5.0000%  | 0.0000% | $68377.19          | $12586.56          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-08-01      | 5.5000%  | 0.0000% | $124096.88         | $86872.32          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-06-01      | 3.0000%  | 0.0000% | $327859.69         | $241942.65         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-07-01      | 5.0000%  | 0.0000% | $2305850.62        | $1751478.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-03-01      | 5.5000%  | 0.0000% | $2812500.00        | $2254451.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-05-01      | 4.0000%  | 0.0000% | $187269.44         | $171996.13         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-06-01      | 5.5000%  | 0.0000% | $1441896.50        | $1400132.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2042-05-01      | 2.0000%  | 0.0000% | $1930241.19        | $1659259.76        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-12-01      | 3.0000%  | 0.0000% | $156250.00         | $68146.12          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2048-11-01      | 4.0000%  | 0.0000% | $203585.62         | $130722.15         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-02-01      | 3.5000%  | 0.0000% | $214062.50         | $135054.58         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-02-01      | 4.5000%  | 0.0000% | $88027.25          | $71310.48          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-07-01      | 6.5000%  | 0.0000% | $3585744.56        | $3248530.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-11-01      | 5.0000%  | 0.0000% | $4124503.69        | $3984544.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-02-01      | 5.5000%  | 0.0000% | $155049.75         | $149317.24         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $3750000.00        | $3920163.66        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2041-07-01      | 5.0000%  | 0.0000% | $198134.25         | $23799.29          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2042-12-01      | 2.5000%  | 0.0000% | $13483.44          | $2587.61           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2039-08-01      | 6.0000%  | 0.0000% | $190973.88         | $14856.04          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-08-01      | 3.5000%  | 0.0000% | $3384020.19        | $262672.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-09-01      | 3.5000%  | 0.0000% | $2915295.81        | $206785.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-10-01      | 3.5000%  | 0.0000% | $4918782.81        | $380652.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-11-01      | 3.5000%  | 0.0000% | $1562500.00        | $118883.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-07-01      | 2.0000%  | 0.0000% | $125000.00         | $54447.94          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-09-01      | 3.0000%  | 0.0000% | $7942437.50        | $2494763.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-06-01      | 2.5000%  | 0.0000% | $179375.00         | $105239.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-03-01      | 6.0000%  | 0.0000% | $190625.00         | $154650.07         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 6.0000%  | 0.0000% | $281250.00         | $222242.62         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-04-01      | 5.0000%  | 0.0000% | $14680559.44       | $14216920.94       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 5.0000%  | 0.0000% | $8681424.69        | $8473003.85        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-11-01      | 6.5000%  | 0.0000% | $199002.75         | $209847.64         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-12-01      | 6.5000%  | 0.0000% | $116015.25         | $120319.27         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-02-01      | 5.5000%  | 0.0000% | $1915713.50        | $1905654.11        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-01-01      | 5.0000%  | 0.0000% | $186128.44         | $183248.20         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 6.0000%  | 0.0000% | $147140.19         | $151569.94         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 6.0000%  | 0.0000% | $142860.56         | $147199.47         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 5.5000%  | 0.0000% | $239966.56         | $242574.66         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 5.5000%  | 0.0000% | $361806.50         | $365321.97         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 6.5000%  | 0.0000% | $108471.19         | $112698.08         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 5.5000%  | 0.0000% | $142292.88         | $144209.50         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 5.5000%  | 0.0000% | $201014.75         | $203330.95         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.5000%  | 0.0000% | $254481.75         | $264655.96         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-07-01      | 4.0000%  | 0.0000% | $69843.81          | $65375.68          | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BOND                    | 2043-02-15      | 3.8750%  | 0.0000% | $2558418.75        | $2309418.00        | U.S. Treasuries (including strips) |

### Security 74: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPD4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8PXPD4
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 8.6100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-04-25      | 2.0000%  | 0.0000% | $15384615.38       | $1451678.77        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2053-07-25      | 5.6052%  | 0.0000% | $4627846.15        | $4402809.67        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN ADJUSTABLE RATE REMIC  | 2032-11-25      | 3.7800%  | 0.0000% | $2692307.69        | $2584257.31        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-02-25      | 6.0000%  | 0.0000% | $15384615.38       | $14416231.69       | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY REMIC  | 2036-04-25      | 5.2500%  | 0.0000% | $2315538.46        | $2343587.74        | Agency Debentures and Agency Strips |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2036-03-25      | 5.5000%  | 0.0000% | $571846.15         | $96604.54          | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2037-02-25      | 5.5000%  | 0.0000% | $307692.31         | $57491.91          | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2040-11-25      | 4.0000%  | 0.0000% | $307692.31         | $182748.58         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN FIXED RATE REMIC       | 2058-08-26      | 4.0000%  | 0.0000% | $4285384.62        | $1554360.22        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2059-05-20      | 4.7960%  | 0.0000% | $740000.00         | $5389.14           | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2062-10-20      | 3.8500%  | 0.0000% | $8121421.69        | $14740.61          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2067-07-20      | 6.5154%  | 0.0000% | $8365833.85        | $2750799.86        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2064-10-20      | 5.0960%  | 0.0000% | $215384.62         | $54131.17          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2064-11-20      | 5.0960%  | 0.0000% | $3334788.92        | $390827.54         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2065-10-20      | 5.0960%  | 0.0000% | $227692.31         | $45077.08          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2067-01-20      | 3.0000%  | 0.0000% | $523076.92         | $125012.38         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2064-07-20      | 4.9460%  | 0.0000% | $72307.69          | $15492.50          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2053-09-16      | 2.0500%  | 0.0000% | $15383.54          | $1330.37           | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2048-11-20      | 4.0000%  | 0.0000% | $153845.69         | $133646.40         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2058-03-16      | 4.5000%  | 0.0000% | $500689.85         | $455551.66         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2074-08-20      | 5.1018%  | 0.0000% | $15539347.69       | $15319651.13       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-09-20      | 5.5019%  | 0.0000% | $3846153.85        | $3027164.92        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2073-04-20      | 5.1018%  | 0.0000% | $15384.62          | $13818.10          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-05-20      | 5.6518%  | 0.0000% | $15383707.69       | $8719861.66        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-07-20      | 5.4018%  | 0.0000% | $7692307.69        | $6167517.81        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-11-20      | 5.9818%  | 0.0000% | $8916261.54        | $8523103.89        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-12-20      | 5.3618%  | 0.0000% | $8329692.31        | $8018455.75        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-12-20      | 5.5518%  | 0.0000% | $6153846.15        | $6029527.87        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-04-20      | 5.0000%  | 0.0000% | $872359.38         | $823459.08         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-04-20      | 5.0000%  | 0.0000% | $4463089.23        | $4389543.74        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-06-20      | 5.0000%  | 0.0000% | $9862892.31        | $9886127.09        | Agency Mortgage-Backed Securities   |

### Security 75: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPH5, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV8PXPH5
- **C.18 - Value (incl. sponsor support):** $109637755.00
- **C.18.a - Value (excl. sponsor support):** $109637755.00
- **C.19 - Percentage of Net Assets:** 9.4400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $41123.82          | $33103.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $4803410.93        | $3926450.17        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2042-10-20      | 3.0000%  | 0.0000% | $1640928.48        | $179343.27         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.0000%  | 0.0000% | $4701639.61        | $3667908.58        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-11-20      | 5.0000%  | 0.0000% | $2766952.97        | $2201329.98        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-02-20      | 5.0000%  | 0.0000% | $2590341.85        | $2080380.87        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-08-20      | 6.0000%  | 0.0000% | $496088.05         | $345314.52         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-09-20      | 6.0000%  | 0.0000% | $33015202.27       | $23433909.05       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-10-20      | 6.5000%  | 0.0000% | $154072.48         | $85789.99          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 5.5000%  | 0.0000% | $15500730.93       | $14470890.27       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-06-20      | 5.5000%  | 0.0000% | $32614493.45       | $30620936.10       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-06-20      | 6.0000%  | 0.0000% | $13030841.42       | $11117173.04       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 5.5000%  | 0.0000% | $1869451.08        | $1839528.55        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 5.5000%  | 0.0000% | $6102724.40        | $6055992.62        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $11277367.25       | $11259988.60       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY PLATINUM POOL      | 2053-02-20      | 5.5000%  | 0.0000% | $2934431.51        | $2168894.25        | Agency Mortgage-Backed Securities |

### Security 76: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPJ1, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8PXPJ1
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 9.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-01-01      | 4.0000%  | 0.0000% | $145.28            | $12.55             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-09-01      | 3.0000%  | 0.0000% | $988.55            | $169.83            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-04-01      | 3.0000%  | 0.0000% | $4328946.05        | $935858.17         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-04-01      | 3.0000%  | 0.0000% | $1355.84           | $302.68            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2043-01-01      | 3.5000%  | 0.0000% | $5791903.66        | $2334225.89        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2043-01-01      | 3.5000%  | 0.0000% | $1664338.16        | $675218.53         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-08-01      | 3.0000%  | 0.0000% | $52042.54          | $24107.62          | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-08-01      | 3.5000%  | 0.0000% | $748573.94         | $117122.60         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-08-01      | 4.0000%  | 0.0000% | $5675.46           | $692.04            | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-03-01      | 3.5000%  | 0.0000% | $252.00            | $52.26             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.0000%  | 0.0000% | $817151.45         | $602989.36         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 6.5000%  | 0.0000% | $209.92            | $172.43            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-09-01      | 2.0000%  | 0.0000% | $1406.33           | $948.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-01-01      | 3.5000%  | 0.0000% | $2014740.55        | $397426.09         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.0000%  | 0.0000% | $47.67             | $49.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-11-01      | 3.0000%  | 0.0000% | $168.04            | $36.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-01-01      | 3.5000%  | 0.0000% | $189.71            | $35.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-01-01      | 3.5000%  | 0.0000% | $42.00             | $12.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 3.5000%  | 0.0000% | $7208825.65        | $1847108.68        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 2.5000%  | 0.0000% | $210.08            | $117.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $1837893.67        | $1148044.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-06-01      | 3.0000%  | 0.0000% | $1142.27           | $883.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-08-01      | 4.0000%  | 0.0000% | $3876658.38        | $816803.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-07-01      | 3.5000%  | 0.0000% | $5917525.78        | $1414111.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-09-01      | 3.5000%  | 0.0000% | $1643917.80        | $629502.25         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 2.5000%  | 0.0000% | $3191953.72        | $1967011.48        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $17518.33          | $12178.03          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 7.0000%  | 0.0000% | $217.90            | $198.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 6.5000%  | 0.0000% | $294.34            | $268.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.0000%  | 0.0000% | $75.43             | $76.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-02-01      | 3.5000%  | 0.0000% | $3834812.23        | $559226.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-12-01      | 3.5000%  | 0.0000% | $55.23             | $6.73              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-01-01      | 3.5000%  | 0.0000% | $3449230.72        | $449337.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 3.5000%  | 0.0000% | $4238475.78        | $609316.52         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-12-01      | 3.5000%  | 0.0000% | $3159124.46        | $568232.02         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $2750429.18        | $1997705.97        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.0000%  | 0.0000% | $685237.14         | $672023.96         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 6.5000%  | 0.0000% | $60874.30          | $56341.19          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-12-20      | 4.5000%  | 0.0000% | $8168647.28        | $569826.81         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-10-20      | 2.0000%  | 0.0000% | $42.00             | $19.88             | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 4.0000%  | 0.0000% | $42.04             | $30.22             | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 4.5000%  | 0.0000% | $143742.27         | $134702.07         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.5000%  | 0.0000% | $288.67            | $285.49            | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $585355.47         | $580839.59         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-07-20      | 5.0000%  | 0.0000% | $516782.24         | $507206.24         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 5.5000%  | 0.0000% | $462000.00         | $463338.36         | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-01-20      | 5.4519%  | 0.0000% | $2100000.00        | $1509080.47        | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-02-20      | 5.5000%  | 0.0000% | $2100000.00        | $1468756.03        | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-01-20      | 5.3018%  | 0.0000% | $2100000.00        | $1682230.49        | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-07-20      | 5.3518%  | 0.0000% | $2085749.53        | $813376.42         | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $840000.00         | $840463.34         | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7519%  | 0.0000% | $420000.00         | $420586.82         | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BILL                       | 2025-07-10      | 0.0000%  | 0.0000% | $1675804.20        | $1674063.04        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-08-07      | 0.0000%  | 0.0000% | $6564.60           | $6535.87           | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-04      | 0.0000%  | 0.0000% | $12318.60          | $12223.80          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-10-30      | 0.0000%  | 0.0000% | $203649.60         | $200789.34         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-07-17      | 0.0000%  | 0.0000% | $13528.20          | $13503.32          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-07-31      | 0.0000%  | 0.0000% | $1680.00           | $1674.21           | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-08-21      | 0.0000%  | 0.0000% | $131527.20         | $130726.73         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-11      | 0.0000%  | 0.0000% | $36901.20          | $36589.20          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-25      | 0.0000%  | 0.0000% | $114933.00         | $113778.50         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-07-29      | 0.0000%  | 0.0000% | $121254.00         | $120865.50         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-10-16      | 0.0000%  | 0.0000% | $4200.00           | $4147.73           | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-08-05      | 0.0000%  | 0.0000% | $1304625.00        | $1299221.24        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-11-13      | 0.0000%  | 0.0000% | $36225.00          | $35662.61          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-16      | 0.0000%  | 0.0000% | $3654.00           | $3620.82           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2027-11-15      | 6.1250%  | 0.0000% | $25.20             | $26.76             | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND                  | 2026-01-15      | 2.0000%  | 0.0000% | $428.40            | $699.48            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2036-02-15      | 4.5000%  | 0.0000% | $4.20              | $4.36              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2039-08-15      | 4.5000%  | 0.0000% | $8.40              | $8.48              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-02-15      | 4.6250%  | 0.0000% | $4.20              | $4.28              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-11-15      | 4.2500%  | 0.0000% | $100825.20         | $96767.04          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2041-11-15      | 3.1250%  | 0.0000% | $1239.00           | $1016.20           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-05-15      | 3.0000%  | 0.0000% | $669530.40         | $534640.78         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-02-15      | 3.1250%  | 0.0000% | $768.60            | $624.09            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-05-15      | 2.8750%  | 0.0000% | $8.40              | $6.48              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-08-15      | 3.6250%  | 0.0000% | $4.20              | $3.65              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-11-15      | 3.7500%  | 0.0000% | $805572.60         | $704611.39         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-02-15      | 2.5000%  | 0.0000% | $12507.60          | $8883.29           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-05-15      | 3.0000%  | 0.0000% | $8.40              | $6.44              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-11-15      | 3.0000%  | 0.0000% | $8.40              | $6.40              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2046-05-15      | 2.5000%  | 0.0000% | $2217.60           | $1530.95           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2046-08-15      | 2.2500%  | 0.0000% | $8660.40           | $5720.85           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2046-11-15      | 2.8750%  | 0.0000% | $71.40             | $52.60             | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND                  | 2047-02-15      | 0.8750%  | 0.0000% | $229853.40         | $221486.35         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2047-11-15      | 2.7500%  | 0.0000% | $7169.40           | $5099.31           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-02-15      | 3.0000%  | 0.0000% | $361.20            | $271.27            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-05-15      | 3.1250%  | 0.0000% | $4.20              | $3.19              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-08-15      | 3.0000%  | 0.0000% | $4.20              | $3.14              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-11-15      | 3.3750%  | 0.0000% | $4.20              | $3.33              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2049-02-15      | 3.0000%  | 0.0000% | $775185.60         | $577317.03         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2049-05-15      | 2.8750%  | 0.0000% | $504000.00         | $362024.08         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2049-08-15      | 2.2500%  | 0.0000% | $138.60            | $87.69             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2050-05-15      | 1.2500%  | 0.0000% | $2980479.60        | $1428748.04        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2050-08-15      | 1.3750%  | 0.0000% | $663919.20         | $328938.61         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-05-15      | 1.1250%  | 0.0000% | $109.20            | $67.68             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2050-11-15      | 1.6250%  | 0.0000% | $8.40              | $4.42              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-11-15      | 1.3750%  | 0.0000% | $27598.20          | $17546.49          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2051-05-15      | 2.3750%  | 0.0000% | $142.80            | $90.52             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2041-05-15      | 2.2500%  | 0.0000% | $134.40            | $97.57             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2051-08-15      | 2.0000%  | 0.0000% | $8.40              | $4.88              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2041-08-15      | 1.7500%  | 0.0000% | $121216.20         | $80890.51          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2051-11-15      | 1.8750%  | 0.0000% | $6959.40           | $3867.66           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2052-02-15      | 2.2500%  | 0.0000% | $312761.40         | $192714.16         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-02-15      | 2.3750%  | 0.0000% | $16.80             | $12.31             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-05-15      | 3.2500%  | 0.0000% | $923970.60         | $765152.53         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2052-11-15      | 4.0000%  | 0.0000% | $4.20              | $3.68              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-11-15      | 4.0000%  | 0.0000% | $7627.20           | $6971.67           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-02-15      | 3.6250%  | 0.0000% | $730224.60         | $603325.18         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-02-15      | 3.8750%  | 0.0000% | $75.60             | $68.52             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-05-15      | 3.6250%  | 0.0000% | $4.20              | $3.43              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-05-15      | 3.8750%  | 0.0000% | $8.40              | $7.52              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-08-15      | 4.1250%  | 0.0000% | $8.40              | $7.60              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-08-15      | 4.3750%  | 0.0000% | $50.40             | $48.69             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-11-15      | 4.7500%  | 0.0000% | $8.40              | $8.34              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-11-15      | 4.7500%  | 0.0000% | $2717.40           | $2720.75           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2054-02-15      | 4.2500%  | 0.0000% | $166072.20         | $153527.35         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2054-05-15      | 4.6250%  | 0.0000% | $16.80             | $16.35             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2044-08-15      | 4.1250%  | 0.0000% | $5581.80           | $5183.46           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2044-11-15      | 4.6250%  | 0.0000% | $12.60             | $12.37             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2055-02-15      | 4.6250%  | 0.0000% | $547478.40         | $540413.15         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-02-15      | 4.7500%  | 0.0000% | $196656.60         | $198480.80         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2055-05-15      | 4.7500%  | 0.0000% | $1328636.40        | $1323652.02        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-05-15      | 5.0000%  | 0.0000% | $23394.00          | $24100.12          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-08-15      | 1.5000%  | 0.0000% | $12.60             | $12.33             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-08-15      | 2.2500%  | 0.0000% | $453.60            | $443.58            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-11-15      | 2.2500%  | 0.0000% | $436.80            | $423.37            | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2028-01-15      | 0.5000%  | 0.0000% | $37.80             | $48.31             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-02-15      | 2.7500%  | 0.0000% | $4.20              | $4.14              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-05-15      | 2.8750%  | 0.0000% | $12.60             | $12.35             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-08-15      | 2.8750%  | 0.0000% | $672.00            | $662.19            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-10-31      | 3.0000%  | 0.0000% | $4.20              | $4.20              | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2029-01-15      | 0.8750%  | 0.0000% | $79.80             | $100.11            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-02-15      | 2.6250%  | 0.0000% | $226.80            | $220.45            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-05-15      | 2.3750%  | 0.0000% | $18538.80          | $17674.41          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-08-15      | 2.0000%  | 0.0000% | $155.40            | $156.05            | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2026-07-15      | 0.1250%  | 0.0000% | $25.20             | $33.41             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2027-01-15      | 0.3750%  | 0.0000% | $4.20              | $5.51              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-15      | 2.3750%  | 0.0000% | $4.20              | $4.11              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-07-31      | 1.8750%  | 0.0000% | $16.80             | $16.56             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-11-30      | 1.6250%  | 0.0000% | $3221.40           | $3126.89           | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2030-01-15      | 0.1250%  | 0.0000% | $1528816.80        | $1797266.34        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-01-31      | 1.5000%  | 0.0000% | $161364.00         | $156599.64         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-02-15      | 1.5000%  | 0.0000% | $42.00             | $38.19             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-02-28      | 1.1250%  | 0.0000% | $7438.20           | $7145.19           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-30      | 0.5000%  | 0.0000% | $33.60             | $31.70             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-05-15      | 0.6250%  | 0.0000% | $8.40              | $7.22              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-06-30      | 0.5000%  | 0.0000% | $747.60            | $701.13            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-07-31      | 0.2500%  | 0.0000% | $4.20              | $4.19              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-07-31      | 0.3750%  | 0.0000% | $840.00            | $784.81            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-08-15      | 0.6250%  | 0.0000% | $353992.80         | $302270.84         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-08-31      | 0.2500%  | 0.0000% | $16.80             | $16.69             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-11-15      | 0.8750%  | 0.0000% | $8.40              | $7.20              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-11-30      | 0.3750%  | 0.0000% | $105.00            | $103.33            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-12-31      | 0.6250%  | 0.0000% | $907.20            | $840.53            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-12-31      | 0.3750%  | 0.0000% | $8.40              | $8.24              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-01-31      | 0.3750%  | 0.0000% | $8.40              | $8.23              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-01-31      | 0.7500%  | 0.0000% | $20668.20          | $19225.00          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-02-29      | 1.1250%  | 0.0000% | $1050411.60        | $985499.97         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-03-31      | 1.2500%  | 0.0000% | $1970568.60        | $1850005.12        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-04-30      | 1.2500%  | 0.0000% | $474.60            | $444.21            | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2026-04-15      | 0.1250%  | 0.0000% | $4399966.20        | $5319906.33        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-05-15      | 1.6250%  | 0.0000% | $4.20              | $3.71              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-05-31      | 0.7500%  | 0.0000% | $37.80             | $36.71             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-06-30      | 0.8750%  | 0.0000% | $209655.60         | $203242.44         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-08-15      | 1.2500%  | 0.0000% | $4.20              | $3.61              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-08-31      | 0.7500%  | 0.0000% | $4.20              | $4.06              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-09-30      | 1.2500%  | 0.0000% | $298.20            | $276.58            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-09-30      | 0.8750%  | 0.0000% | $4.20              | $4.05              | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2026-10-15      | 0.1250%  | 0.0000% | $12.60             | $14.61             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-10-31      | 1.3750%  | 0.0000% | $16.80             | $15.60             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-10-31      | 1.1250%  | 0.0000% | $34158.60          | $32996.38          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-11-15      | 1.3750%  | 0.0000% | $214.20            | $183.33            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-11-30      | 1.5000%  | 0.0000% | $16.80             | $15.62             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-12-31      | 1.2500%  | 0.0000% | $16140.60          | $15532.34          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-01-31      | 1.7500%  | 0.0000% | $4.20              | $3.95              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-02-15      | 1.8750%  | 0.0000% | $933361.80         | $824912.07         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-02-28      | 1.8750%  | 0.0000% | $2249658.60        | $2193727.66        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-03-31      | 2.3750%  | 0.0000% | $8.40              | $8.05              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-03-31      | 2.5000%  | 0.0000% | $12.60             | $12.40             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2027-04-15      | 0.1250%  | 0.0000% | $8.40              | $9.34              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-04-30      | 2.8750%  | 0.0000% | $2641821.00        | $2571806.47        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-30      | 2.7500%  | 0.0000% | $218047.20         | $215085.78         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-05-15      | 2.8750%  | 0.0000% | $16.80             | $15.71             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-05-31      | 2.7500%  | 0.0000% | $8.40              | $8.11              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-31      | 2.6250%  | 0.0000% | $3695491.80        | $3625653.06        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-06-30      | 3.2500%  | 0.0000% | $8.40              | $8.24              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-07-31      | 2.7500%  | 0.0000% | $12.60             | $12.49             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-08-15      | 3.1250%  | 0.0000% | $4.20              | $4.24              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-08-31      | 3.1250%  | 0.0000% | $8.40              | $8.28              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-09-30      | 4.1250%  | 0.0000% | $1100555.40        | $1121287.83        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-10-31      | 4.1250%  | 0.0000% | $518280.00         | $526209.50         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-11-15      | 4.1250%  | 0.0000% | $2944.20           | $2974.44           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-11-15      | 4.5000%  | 0.0000% | $66070.20          | $66476.27          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-12-31      | 3.8750%  | 0.0000% | $16.80             | $16.85             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-01-31      | 3.5000%  | 0.0000% | $21.00             | $21.04             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2033-02-15      | 3.5000%  | 0.0000% | $3811348.80        | $3717290.38        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-02-29      | 4.0000%  | 0.0000% | $147.00            | $149.97            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-02-28      | 4.0000%  | 0.0000% | $16.80             | $17.17             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-04-15      | 3.7500%  | 0.0000% | $207484.20         | $208528.65         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-04-30      | 3.5000%  | 0.0000% | $268.80            | $266.57            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-04-30      | 3.5000%  | 0.0000% | $46.20             | $46.18             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-05-15      | 3.6250%  | 0.0000% | $8.40              | $8.41              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2033-05-15      | 3.3750%  | 0.0000% | $8799.00           | $8409.87           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-05-31      | 3.6250%  | 0.0000% | $8.40              | $8.40              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-05-31      | 3.7500%  | 0.0000% | $68531.40          | $68504.79          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-06-30      | 4.0000%  | 0.0000% | $424.20            | $427.54            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-07-15      | 4.5000%  | 0.0000% | $1050058.80        | $1077099.24        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-07-31      | 4.1250%  | 0.0000% | $12.60             | $12.96             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-07-31      | 4.0000%  | 0.0000% | $33.60             | $34.41             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2033-08-15      | 3.8750%  | 0.0000% | $4.20              | $4.19              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-08-31      | 4.1250%  | 0.0000% | $4.20              | $4.31              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-08-31      | 4.3750%  | 0.0000% | $2099995.80        | $2170652.42        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-09-30      | 4.6250%  | 0.0000% | $8.40              | $8.80              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-09-30      | 4.6250%  | 0.0000% | $63.00             | $65.43             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-10-31      | 4.8750%  | 0.0000% | $12574.80          | $13121.26          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-10-31      | 4.8750%  | 0.0000% | $537.60            | $567.92            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-11-30      | 4.3750%  | 0.0000% | $129171.00         | $132241.79         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-12-15      | 4.3750%  | 0.0000% | $205.80            | $207.65            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-12-31      | 3.7500%  | 0.0000% | $42.00             | $41.74             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-12-31      | 3.7500%  | 0.0000% | $1222.20           | $1222.42           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-01-15      | 4.0000%  | 0.0000% | $796105.80         | $812401.72         | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE              | 2026-01-31      | 4.4850%  | 0.0000% | $213969.00         | $215837.65         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-01-31      | 4.0000%  | 0.0000% | $13185740.40       | $13514046.69       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-02-15      | 4.0000%  | 0.0000% | $1428.00           | $1431.92           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-02-28      | 4.2500%  | 0.0000% | $702349.20         | $724841.00         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-03-15      | 4.2500%  | 0.0000% | $16.80             | $17.13             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-15      | 4.5000%  | 0.0000% | $4.20              | $4.29              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-04-30      | 4.8750%  | 0.0000% | $4.20              | $4.26              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-04-30      | 4.6250%  | 0.0000% | $8.40              | $8.78              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-04-30      | 4.6250%  | 0.0000% | $60270.00          | $62567.22          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-05-15      | 4.3750%  | 0.0000% | $33.60             | $34.25             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-15      | 4.5000%  | 0.0000% | $856.80            | $872.65            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-05-31      | 4.5000%  | 0.0000% | $29.40             | $30.28             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-05-31      | 4.6250%  | 0.0000% | $1132282.20        | $1178285.68        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-06-30      | 4.2500%  | 0.0000% | $16.80             | $17.10             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-07-15      | 4.3750%  | 0.0000% | $29.40             | $30.34             | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE              | 2026-07-31      | 4.4220%  | 0.0000% | $8.40              | $8.47              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-07-31      | 4.3750%  | 0.0000% | $12.60             | $12.88             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-07-31      | 4.0000%  | 0.0000% | $147.00            | $150.69            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-08-15      | 3.8750%  | 0.0000% | $37.80             | $37.39             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-08-15      | 3.7500%  | 0.0000% | $58.80             | $59.63             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-08-31      | 3.7500%  | 0.0000% | $12.60             | $12.73             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-08-31      | 3.7500%  | 0.0000% | $167991.60         | $168279.88         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-08-31      | 3.6250%  | 0.0000% | $75.60             | $76.07             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-09-15      | 3.3750%  | 0.0000% | $4.20              | $4.21              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-09-30      | 3.5000%  | 0.0000% | $8.40              | $8.38              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-09-30      | 3.5000%  | 0.0000% | $5149.20           | $5167.21           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-10-15      | 3.8750%  | 0.0000% | $4.20              | $4.25              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-10-31      | 4.1250%  | 0.0000% | $4.20              | $4.28              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-10-31      | 4.1250%  | 0.0000% | $128326.80         | $129547.14         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-11-15      | 4.2500%  | 0.0000% | $1029457.80        | $1036315.53        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-11-15      | 4.1250%  | 0.0000% | $8.40              | $8.52              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-11-30      | 4.2500%  | 0.0000% | $5497.80           | $5544.42           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-11-30      | 4.1250%  | 0.0000% | $8778.00           | $8881.80           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-11-30      | 4.1250%  | 0.0000% | $378.00            | $384.46            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-12-31      | 4.3750%  | 0.0000% | $710262.00         | $727134.98         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-12-31      | 4.2500%  | 0.0000% | $46.20             | $46.46             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-01-15      | 4.2500%  | 0.0000% | $46.20             | $47.68             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-01-31      | 4.1250%  | 0.0000% | $109.20            | $111.55            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-01-31      | 4.3750%  | 0.0000% | $1869600.60        | $1945023.00        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-02-28      | 4.1250%  | 0.0000% | $861000.00         | $877045.83         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-02-29      | 4.1250%  | 0.0000% | $4200.00           | $4289.06           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-03-15      | 3.8750%  | 0.0000% | $16.80             | $17.06             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-03-31      | 4.1250%  | 0.0000% | $46.20             | $47.01             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-03-31      | 4.0000%  | 0.0000% | $8.40              | $8.55              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-03-31      | 3.8750%  | 0.0000% | $336861.00         | $340581.82         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-04-15      | 3.7500%  | 0.0000% | $2036979.00        | $2054311.42        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-30      | 3.7500%  | 0.0000% | $2766556.80        | $2782644.42        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-04-30      | 3.8750%  | 0.0000% | $4.20              | $4.24              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2035-05-15      | 4.2500%  | 0.0000% | $249656.40         | $250816.18         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-05-15      | 3.7500%  | 0.0000% | $239400.00         | $240746.03         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-31      | 3.8750%  | 0.0000% | $1587.60           | $1595.78           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-05-31      | 4.1250%  | 0.0000% | $7751830.80        | $7831063.41        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-05-31      | 4.0000%  | 0.0000% | $4200004.20        | $4249424.34        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-06-15      | 3.8750%  | 0.0000% | $88.20             | $88.75             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-06-30      | 3.7500%  | 0.0000% | $42.00             | $42.01             | U.S. Treasuries (including strips) |

### Security 77: ING Financial Markets, LLC

- **C.1 - Title:** ING Financial Markets LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPP7, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BIV8PXPP7
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 6.4600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2042-06-01      | 3.5000%  | 0.0000% | $4752020.25        | $668724.33         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2047-09-01      | 3.5000%  | 0.0000% | $2958911.70        | $838155.41         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2048-08-01      | 4.0000%  | 0.0000% | $2445000.00        | $432606.69         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2048-06-01      | 4.0000%  | 0.0000% | $3180374.55        | $839524.96         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-10-01      | 3.5000%  | 0.0000% | $732818.40         | $557855.60         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-07-01      | 5.5000%  | 0.0000% | $762000.00         | $711157.15         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-08-01      | 5.5000%  | 0.0000% | $795000.00         | $662992.05         | Agency Mortgage-Backed Securities |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2044-02-01      | 4.0000%  | 0.0000% | $3757793.25        | $744128.89         | Agency Mortgage-Backed Securities |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2045-05-01      | 4.0000%  | 0.0000% | $3755793.15        | $580445.12         | Agency Mortgage-Backed Securities |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2049-04-01      | 4.5000%  | 0.0000% | $2744200.95        | $475081.49         | Agency Mortgage-Backed Securities |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2044-02-01      | 4.0000%  | 0.0000% | $2128235.10        | $451724.78         | Agency Mortgage-Backed Securities |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2045-12-01      | 4.0000%  | 0.0000% | $5046708.75        | $731852.12         | Agency Mortgage-Backed Securities |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2049-04-01      | 3.5000%  | 0.0000% | $2964584.40        | $600671.46         | Agency Mortgage-Backed Securities |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2047-08-01      | 4.0000%  | 0.0000% | $2815208.70        | $512787.98         | Agency Mortgage-Backed Securities |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2047-09-01      | 4.0000%  | 0.0000% | $3562500.00        | $830356.67         | Agency Mortgage-Backed Securities |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2047-10-01      | 4.5000%  | 0.0000% | $1989366.60        | $476121.15         | Agency Mortgage-Backed Securities |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2048-07-01      | 4.0000%  | 0.0000% | $1964254.20        | $526763.40         | Agency Mortgage-Backed Securities |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2048-09-01      | 4.0000%  | 0.0000% | $2737500.00        | $520313.82         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2051-08-01      | 3.0000%  | 0.0000% | $1279500.00        | $799805.63         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-04-01      | 3.0000%  | 0.0000% | $840600.00         | $551874.44         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-06-01      | 5.0000%  | 0.0000% | $951793.65         | $727531.28         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-08-01      | 5.0000%  | 0.0000% | $992626.65         | $775913.86         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-08-01      | 4.0000%  | 0.0000% | $1060421.25        | $852675.36         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-08-01      | 5.0000%  | 0.0000% | $1074107.70        | $813690.45         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-11-01      | 6.0000%  | 0.0000% | $669150.00         | $550987.87         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-11-01      | 5.5000%  | 0.0000% | $1133999.25        | $857620.91         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-12-01      | 4.5000%  | 0.0000% | $1041634.50        | $794961.08         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-04-01      | 5.5000%  | 0.0000% | $515730.15         | $399674.11         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-01-01      | 6.5000%  | 0.0000% | $1035282.60        | $858870.49         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-10-01      | 5.5000%  | 0.0000% | $435297.75         | $411091.61         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-11-01      | 5.5000%  | 0.0000% | $582535.95         | $571046.98         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-12-01      | 6.0000%  | 0.0000% | $549631.05         | $526590.63         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-11-01      | 6.0000%  | 0.0000% | $679037.70         | $518488.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2042-04-01      | 4.0000%  | 0.0000% | $6112535.10        | $627782.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2042-03-01      | 3.5000%  | 0.0000% | $3039441.90        | $417128.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2042-04-01      | 3.5000%  | 0.0000% | $3900000.00        | $559144.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2039-01-01      | 3.5000%  | 0.0000% | $4167066.75        | $684228.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2045-01-01      | 3.5000%  | 0.0000% | $4187113.20        | $896264.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2045-11-01      | 3.5000%  | 0.0000% | $1800000.00        | $425298.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2042-06-01      | 3.5000%  | 0.0000% | $2404144.20        | $382254.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2042-06-01      | 4.0000%  | 0.0000% | $2728800.00        | $400065.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2043-08-01      | 3.5000%  | 0.0000% | $4875000.00        | $773937.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2044-03-01      | 4.0000%  | 0.0000% | $4432617.00        | $732979.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2045-02-01      | 3.5000%  | 0.0000% | $3315000.00        | $727291.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2045-08-01      | 4.0000%  | 0.0000% | $3660000.00        | $802422.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2043-03-01      | 3.5000%  | 0.0000% | $3862855.80        | $791252.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2043-08-01      | 3.5000%  | 0.0000% | $1772252.55        | $393569.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2043-12-01      | 4.0000%  | 0.0000% | $2448021.60        | $480761.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-12-01      | 7.0000%  | 0.0000% | $606367.35         | $579006.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-07-01      | 6.0000%  | 0.0000% | $325595.70         | $330780.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-04-01      | 6.5000%  | 0.0000% | $638985.15         | $671770.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-04-01      | 6.0000%  | 0.0000% | $400673.40         | $414313.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-10-01      | 5.5000%  | 0.0000% | $771324.00         | $743949.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 6.0000%  | 0.0000% | $489857.10         | $499375.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-02-01      | 5.5000%  | 0.0000% | $507987.15         | $511604.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 6.0000%  | 0.0000% | $435863.70         | $444035.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-03-01      | 6.0000%  | 0.0000% | $379586.40         | $387595.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-03-01      | 6.5000%  | 0.0000% | $761054.40         | $789020.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 6.0000%  | 0.0000% | $392291.55         | $401023.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 6.0000%  | 0.0000% | $437316.75         | $446007.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.0000%  | 0.0000% | $599442.30         | $611916.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.0000%  | 0.0000% | $380564.40         | $388472.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.0000%  | 0.0000% | $677317.35         | $693246.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.0000%  | 0.0000% | $373986.45         | $383851.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $475190.25         | $493163.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $410838.00         | $428663.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-07-01      | 6.0000%  | 0.0000% | $758223.30         | $773963.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-07-01      | 6.0000%  | 0.0000% | $547496.85         | $559325.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-07-01      | 6.5000%  | 0.0000% | $472687.50         | $492776.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.0000%  | 0.0000% | $369300.30         | $378494.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-07-01      | 7.0000%  | 0.0000% | $358805.55         | $383357.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2047-02-01      | 3.5000%  | 0.0000% | $1518673.35        | $484418.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2047-03-01      | 3.5000%  | 0.0000% | $1363147.65        | $515485.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2056-07-01      | 4.0000%  | 0.0000% | $2743569.75        | $907199.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2057-02-01      | 4.5000%  | 0.0000% | $2253750.00        | $587826.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2047-08-01      | 4.0000%  | 0.0000% | $2287116.00        | $434366.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2047-12-01      | 4.0000%  | 0.0000% | $1997492.70        | $666825.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2048-09-01      | 4.5000%  | 0.0000% | $1462973.85        | $424572.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2048-08-01      | 4.5000%  | 0.0000% | $1208806.20        | $394719.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2047-07-01      | 3.5000%  | 0.0000% | $3641405.70        | $928832.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-10-01      | 3.0000%  | 0.0000% | $1117800.00        | $393819.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-01-01      | 5.5000%  | 0.0000% | $1095334.95        | $873573.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 6.5000%  | 0.0000% | $788460.90         | $628153.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-09-01      | 6.5000%  | 0.0000% | $796588.65         | $763408.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 6.5000%  | 0.0000% | $501509.85         | $523064.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-02-01      | 6.5000%  | 0.0000% | $464250.15         | $477473.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-02-01      | 6.0000%  | 0.0000% | $382180.35         | $390262.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 6.0000%  | 0.0000% | $516122.10         | $526862.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 5.5000%  | 0.0000% | $773563.35         | $783063.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-11-01      | 5.5000%  | 0.0000% | $692399.25         | $522253.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-04-01      | 5.5000%  | 0.0000% | $606000.00         | $510770.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-04-01      | 5.5000%  | 0.0000% | $975036.30         | $883413.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-05-01      | 5.5000%  | 0.0000% | $632995.95         | $590472.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-07-01      | 5.5000%  | 0.0000% | $470520.00         | $380140.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-07-01      | 5.5000%  | 0.0000% | $507912.30         | $501361.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-07-01      | 5.5000%  | 0.0000% | $426274.05         | $416485.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2048-09-01      | 4.5000%  | 0.0000% | $1757023.05        | $590697.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-04-01      | 4.0000%  | 0.0000% | $1379045.70        | $793005.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-07-01      | 2.5000%  | 0.0000% | $1046700.00        | $642739.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-06-01      | 5.0000%  | 0.0000% | $570000.00         | $408910.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-05-01      | 3.5000%  | 0.0000% | $1102612.95        | $848559.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-04-01      | 4.5000%  | 0.0000% | $833847.00         | $759944.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 5.5000%  | 0.0000% | $817500.00         | $749261.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-01-01      | 4.5000%  | 0.0000% | $493500.00         | $407506.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2043-05-01      | 3.5000%  | 0.0000% | $5340000.00        | $798203.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2043-07-01      | 3.5000%  | 0.0000% | $3166875.90        | $542844.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2038-10-01      | 5.5000%  | 0.0000% | $28257461.55       | $592547.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2040-11-01      | 4.0000%  | 0.0000% | $4537482.60        | $411476.50         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-02-01      | 5.5000%  | 0.0000% | $442528.80         | $443409.95         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-02-01      | 5.5000%  | 0.0000% | $385160.85         | $386073.97         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-03-01      | 6.0000%  | 0.0000% | $570117.00         | $580354.94         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-03-01      | 6.0000%  | 0.0000% | $493723.20         | $408975.31         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-04-01      | 5.5000%  | 0.0000% | $433842.00         | $436478.00         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-04-01      | 6.5000%  | 0.0000% | $378261.30         | $395443.71         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-04-01      | 6.5000%  | 0.0000% | $823192.80         | $863932.56         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 6.0000%  | 0.0000% | $600306.60         | $611929.50         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 6.0000%  | 0.0000% | $639937.50         | $659685.26         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.0000%  | 0.0000% | $497938.80         | $512197.65         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.0000%  | 0.0000% | $639404.10         | $652172.61         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 6.0000%  | 0.0000% | $483084.75         | $494463.01         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.0000%  | 0.0000% | $556705.80         | $571165.69         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.0000%  | 0.0000% | $474502.50         | $485754.06         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 6.0000%  | 0.0000% | $724439.25         | $741550.02         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.5000%  | 0.0000% | $391918.95         | $410096.98         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.0000%  | 0.0000% | $592651.50         | $606585.53         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.0000%  | 0.0000% | $608264.25         | $626112.14         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.0000%  | 0.0000% | $408293.25         | $419207.47         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.0000%  | 0.0000% | $375194.40         | $384021.72         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.0000%  | 0.0000% | $638905.50         | $652168.75         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.0000%  | 0.0000% | $508370.40         | $521404.17         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.5000%  | 0.0000% | $490478.70         | $510110.16         | Agency Mortgage-Backed Securities |

### Security 78: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXV88, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8PXV88
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY NOTE | 2031-10-31      | 4.1250%  | 0.0000% | $25129900.00       | $25500004.02       | U.S. Treasuries (including strips) |

### Security 79: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.410000%
- **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: BIV8PY6T8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8PY6T8
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 6.4600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2038-06-15      | 5.5000%  | 0.0000% | $1943688.60        | $3526.15           | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-01-15      | 4.0000%  | 0.0000% | $1071562.96        | $17804.67          | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-08-15      | 3.5000%  | 0.0000% | $892857.12         | $21286.30          | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-12-15      | 3.5000%  | 0.0000% | $630358.21         | $9680.70           | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-12-15      | 3.5000%  | 0.0000% | $2928106.50        | $66752.83          | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2039-04-15      | 6.5000%  | 0.0000% | $859003.02         | $17172.36          | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-12-15      | 4.5000%  | 0.0000% | $454280.44         | $9310.66           | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2039-06-15      | 5.5000%  | 0.0000% | $643750.00         | $13269.82          | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-06-15      | 3.0000%  | 0.0000% | $1130269.79        | $14704.09          | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2045-08-15      | 4.0000%  | 0.0000% | $993046.40         | $27313.88          | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2047-12-15      | 3.5000%  | 0.0000% | $2735882.71        | $78073.10          | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2047-11-15      | 4.0000%  | 0.0000% | $305715.75         | $11764.56          | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2050-07-15      | 2.5000%  | 0.0000% | $668376.88         | $56745.89          | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2048-09-15      | 3.0000%  | 0.0000% | $217087.23         | $7007.96           | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2052-05-15      | 3.0000%  | 0.0000% | $399378.40         | $56782.91          | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2052-11-15      | 4.5000%  | 0.0000% | $1562500.00        | $297749.92         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2037-11-15      | 4.0000%  | 0.0000% | $183492.62         | $16801.43          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 6.0000%  | 0.0000% | $4241666.67        | $4072927.73        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 3.0000%  | 0.0000% | $73385.60          | $47764.40          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2043-01-25      | 5.0000%  | 0.0000% | $205617.33         | $27453.72          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORT STRIPPED MORT-BCK | 2037-10-15      | 4.8145%  | 0.0000% | $271585.75         | $17815.87          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORT STRIPPED MORT-BCK | 2038-02-15      | 2.2395%  | 0.0000% | $17422120.04       | $63883.29          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.0000%  | 0.0000% | $657000.15         | $576382.81         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $86928.50          | $87662.95          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $268.15            | $275.89            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $29255.42          | $29538.71          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2050-01-25      | 3.0000%  | 0.0000% | $781250.00         | $95826.11          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2051-01-25      | 1.5000%  | 0.0000% | $2083333.33        | $152647.38         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2052-01-25      | 2.5000%  | 0.0000% | $234375.00         | $28012.28          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-01-25      | 5.5000%  | 0.0000% | $1458333.33        | $264465.66         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-06-25      | 6.0000%  | 0.0000% | $2212527.60        | $387130.54         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-04-25      | 3.0000%  | 0.0000% | $1074227.71        | $164717.05         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-04-25      | 3.5000%  | 0.0000% | $619156.10         | $109966.29         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2037-07-25      | 2.0000%  | 0.0000% | $130111.88         | $7617.08           | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2037-04-25      | 1.5000%  | 0.0000% | $233500.23         | $11021.58          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2042-04-25      | 2.0000%  | 0.0000% | $148114.85         | $12439.67          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-09-25      | 6.0000%  | 0.0000% | $29731.06          | $3991.68           | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-07-25      | 3.5000%  | 0.0000% | $53467.90          | $4411.53           | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2037-08-25      | 2.5000%  | 0.0000% | $45717.44          | $2243.49           | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-09-25      | 6.5000%  | 0.0000% | $358102.48         | $60966.43          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-09-25      | 7.0000%  | 0.0000% | $29638.40          | $4493.78           | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2037-11-25      | 3.0000%  | 0.0000% | $72217.75          | $3667.63           | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2052-12-25      | 4.0000%  | 0.0000% | $52543.29          | $9739.13           | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-06-25      | 4.5000%  | 0.0000% | $80373.40          | $15376.60          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-08-25      | 5.0000%  | 0.0000% | $103356.69         | $8124.94           | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-08-25      | 5.5000%  | 0.0000% | $30766.69          | $1962.01           | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-08-25      | 4.0000%  | 0.0000% | $77009.50          | $7118.52           | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-08-25      | 4.5000%  | 0.0000% | $645833.33         | $138113.44         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-08-25      | 4.5000%  | 0.0000% | $111040.50         | $9802.73           | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-09-25      | 6.0000%  | 0.0000% | $1038016.46        | $195264.98         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-11-25      | 6.0000%  | 0.0000% | $960416.67         | $182823.27         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2054-02-25      | 5.5000%  | 0.0000% | $520833.33         | $111039.44         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2054-05-25      | 5.5000%  | 0.0000% | $3487094.29        | $770015.80         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2054-05-25      | 6.0000%  | 0.0000% | $1258052.46        | $252897.63         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2054-04-25      | 4.5000%  | 0.0000% | $1011005.04        | $207442.49         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $625449.60         | $638367.22         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-08-20      | 5.6018%  | 0.0000% | $1678297.60        | $1139486.33        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-06-20      | 5.4519%  | 0.0000% | $68.67             | $66.39             | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-07-20      | 5.8018%  | 0.0000% | $1458333.33        | $1418781.12        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $2777777.77        | $2784012.00        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.6719%  | 0.0000% | $1253714.31        | $1255363.34        | Agency Mortgage-Backed Securities   |
| U.S. TREASURY BILL                       | 2025-07-10      | 0.0000%  | 0.0000% | $49616.67          | $49565.11          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-07      | 0.0000%  | 0.0000% | $2.08              | $2.07              | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-09-04      | 0.0000%  | 0.0000% | $246833.33         | $244933.70         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-10-02      | 0.0000%  | 0.0000% | $63027.08          | $62340.40          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-12-26      | 0.0000%  | 0.0000% | $2.08              | $2.04              | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2026-01-22      | 0.0000%  | 0.0000% | $2812.50           | $2748.56           | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-07-24      | 0.0000%  | 0.0000% | $22135.42          | $22076.62          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-07-31      | 0.0000%  | 0.0000% | $204300.00         | $203595.57         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2026-02-19      | 0.0000%  | 0.0000% | $25864.58          | $25210.49          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-14      | 0.0000%  | 0.0000% | $2.08              | $2.07              | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-21      | 0.0000%  | 0.0000% | $312500.00         | $310598.12         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-09-11      | 0.0000%  | 0.0000% | $378166.67         | $374969.27         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-09-18      | 0.0000%  | 0.0000% | $23095.83          | $22882.40          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-07-22      | 0.0000%  | 0.0000% | $52383.33          | $52257.19          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-07-29      | 0.0000%  | 0.0000% | $2.08              | $2.08              | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-10-23      | 0.0000%  | 0.0000% | $17254.17          | $17025.65          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-05      | 0.0000%  | 0.0000% | $175589.58         | $174862.29         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-19      | 0.0000%  | 0.0000% | $2.08              | $2.07              | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-26      | 0.0000%  | 0.0000% | $289072.92         | $287126.88         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-11-13      | 0.0000%  | 0.0000% | $13600.00          | $13388.86          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-11-20      | 0.0000%  | 0.0000% | $2756.25           | $2711.36           | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-12-04      | 0.0000%  | 0.0000% | $17245.83          | $16938.87          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-09-16      | 0.0000%  | 0.0000% | $517375.00         | $512677.24         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2026-06-11      | 0.0000%  | 0.0000% | $461168.75         | $444281.21         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-12-11      | 0.0000%  | 0.0000% | $312500.00         | $306686.56         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-10-14      | 0.0000%  | 0.0000% | $60000.00          | $59266.32          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2040-08-15      | 1.1250%  | 0.0000% | $1789764.58        | $1102637.17        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2050-11-15      | 1.6250%  | 0.0000% | $4393335.42        | $2311268.96        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2051-05-15      | 2.3750%  | 0.0000% | $4210952.08        | $2669292.00        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2052-08-15      | 3.0000%  | 0.0000% | $1721050.00        | $1255994.49        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2053-02-15      | 3.6250%  | 0.0000% | $130733.33         | $108014.32         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2055-02-15      | 4.6250%  | 0.0000% | $6999039.58        | $6908716.47        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2055-05-15      | 4.7500%  | 0.0000% | $83335.42          | $83022.78          | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-02-15      | 2.7500%  | 0.0000% | $187.50            | $184.82            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2025-12-31      | 2.6250%  | 0.0000% | $13102.08          | $12998.59          | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-07-31      | 0.6250%  | 0.0000% | $3996435.42        | $3865043.73        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-08-15      | 1.2500%  | 0.0000% | $2604168.75        | $2236167.42        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-09-30      | 4.1250%  | 0.0000% | $1036743.75        | $1056274.08        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-12-31      | 3.7500%  | 0.0000% | $2455966.67        | $2440638.98        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-02-15      | 4.1250%  | 0.0000% | $842893.75         | $859615.32         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-04-30      | 4.8750%  | 0.0000% | $2605583.33        | $2642824.52        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2034-05-15      | 4.3750%  | 0.0000% | $3901125.00        | $3976056.83        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-07-15      | 4.3750%  | 0.0000% | $9691164.58        | $10001961.73       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2034-11-15      | 4.2500%  | 0.0000% | $3271154.17        | $3292944.96        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-12-31      | 4.3750%  | 0.0000% | $4569897.92        | $4678460.41        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-12-31      | 4.2500%  | 0.0000% | $3215083.33        | $3233428.60        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2032-02-29      | 4.1250%  | 0.0000% | $1231.25           | $1257.36           | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2032-04-30      | 4.0000%  | 0.0000% | $4430375.00        | $4457548.42        | U.S. Treasuries (including strips)  |

## N-MFP: Signatures

**Registrant:** Invesco Investment Securities Funds

**Date:** 2025-07-08

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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