# EDGAR Filing Document

**Accession Number:** 0000896435
**File Stem:** 0001193125-26-040730
**Filing Date:** 2026-2
**Character Count:** 343738
**Document Hash:** b736ebcee0886c490122634ef030794c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-040730.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001193125-26-040730

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07452
- **FILM NUMBER:** 26606246

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

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

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

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

## Series and Classes Contracts Data

### INVESCO V.I. Government Money Market Fund (Series ID: S000000185)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000000416 | Series I     |  |
| C000000417 | Series II    |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

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

**CIK Number of Registrant:** 0000896435

**LEI of Registrant:** FC4UULIMJMGKBDUARB13

**Name of Series:** Invesco V.I. Government Money Market Fund

**LEI of Series:** 549300BTSK7KTYK5O237

**EDGAR Series Identifier:** S000000185

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 14 days

- **WAL:** 111 days

- **Total Value of Portfolio Securities:** $499918286.87

- **Amortized Cost of Portfolio Securities:** $499804752.17

- **Cash:** $56292.39

- **Total Other Assets:** $8212754.57

- **Total Liabilities:** $15974412.21

- **Net Assets of Series:** $492099386.92

- **Number of Shares Outstanding (Series):** 492250503.6200

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $94721402.51              | $340062312.51              | 18.8600%                  | 67.7000%                   |
| 2026-01-05 | $94034368.41              | $339375278.41              | 18.6700%                  | 67.3700%                   |
| 2026-01-06 | $174602590.87             | $338646300.87              | 34.7100%                  | 67.3100%                   |
| 2026-01-07 | $93039688.86              | $341228566.72              | 18.4000%                  | 67.4900%                   |
| 2026-01-08 | $95666961.16              | $340854188.66              | 18.9300%                  | 67.4600%                   |
| 2026-01-09 | $91866302.89              | $337053530.39              | 18.3200%                  | 67.2100%                   |
| 2026-01-12 | $90324454.58              | $335511682.08              | 18.0600%                  | 67.0900%                   |
| 2026-01-13 | $169016754.28             | $334813031.78              | 33.5100%                  | 66.3800%                   |
| 2026-01-14 | $144031871.46             | $369888680.21              | 28.6800%                  | 73.6600%                   |
| 2026-01-15 | $143491637.39             | $369348446.14              | 28.6100%                  | 73.6300%                   |
| 2026-01-16 | $143410612.44             | $369267421.19              | 28.5900%                  | 73.6200%                   |
| 2026-01-20 | $197911558.36             | $363707835.86              | 39.8900%                  | 73.3100%                   |
| 2026-01-21 | $137331428.95             | $363184818.95              | 27.7100%                  | 73.2800%                   |
| 2026-01-22 | $136996488.69             | $362849878.69              | 27.6600%                  | 73.2600%                   |
| 2026-01-23 | $136605060.42             | $362458450.42              | 27.6000%                  | 73.2300%                   |
| 2026-01-26 | $211216315.76             | $437069705.76              | 37.0800%                  | 76.7200%                   |
| 2026-01-27 | $278140593.65             | $443936871.15              | 48.9200%                  | 78.0800%                   |
| 2026-01-28 | $252054893.25             | $442880452.00              | 44.4100%                  | 78.0400%                   |
| 2026-01-29 | $252035663.25             | $444870279.61              | 43.3400%                  | 76.5000%                   |
| 2026-01-30 | $180538718.99             | $371364277.74              | 35.5400%                  | 73.1000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8700%             |
| 2026-01-05 | 3.9000%             |
| 2026-01-06 | 3.8900%             |
| 2026-01-07 | 3.8900%             |
| 2026-01-08 | 3.8700%             |
| 2026-01-09 | 3.8600%             |
| 2026-01-12 | 3.8100%             |
| 2026-01-13 | 3.8000%             |
| 2026-01-14 | 3.8000%             |
| 2026-01-15 | 3.8000%             |
| 2026-01-16 | 3.8000%             |
| 2026-01-20 | 3.8000%             |
| 2026-01-21 | 3.8000%             |
| 2026-01-22 | 3.8000%             |
| 2026-01-23 | 3.8000%             |
| 2026-01-26 | 3.7900%             |
| 2026-01-27 | 3.7900%             |
| 2026-01-28 | 3.7900%             |
| 2026-01-29 | 3.7900%             |
| 2026-01-30 | 3.7900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0000                      |
|  |  |
| 2026-01-05 | 0.9999                      |
|  |  |
| 2026-01-06 | 0.9999                      |
|  |  |
| 2026-01-07 | 0.9999                      |
|  |  |
| 2026-01-08 | 0.9999                      |
|  |  |
| 2026-01-09 | 0.9999                      |
|  |  |
| 2026-01-12 | 0.9999                      |
|  |  |
| 2026-01-13 | 0.9999                      |
|  |  |
| 2026-01-14 | 0.9999                      |
|  |  |
| 2026-01-15 | 0.9999                      |
|  |  |
| 2026-01-16 | 1.0000                      |
|  |  |
| 2026-01-20 | 0.9999                      |
|  |  |
| 2026-01-21 | 0.9999                      |
|  |  |
| 2026-01-22 | 0.9999                      |
|  |  |
| 2026-01-23 | 0.9999                      |
|  |  |
| 2026-01-26 | 0.9999                      |
|  |  |
| 2026-01-27 | 0.9999                      |
|  |  |
| 2026-01-28 | 0.9999                      |
|  |  |
| 2026-01-29 | 0.9999                      |
|  |  |
| 2026-01-30 | 0.9999                      |
|  |  |

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

### Class: Series I

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $354392732.95

- **Number of Shares Outstanding:** 354501377.7900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1069752.23               | $68674.09               |
| 2026-01-05 | $0.00                     | $445643.15              |
| 2026-01-06 | $123.44                   | $678819.01              |
| 2026-01-07 | $566696.57                | $1168179.41             |
| 2026-01-08 | $56740.40                 | $304617.16              |
| 2026-01-09 | $34.63                    | $763341.59              |
| 2026-01-12 | $599139.49                | $90032.94               |
| 2026-01-13 | $8.11                     | $509137.61              |
| 2026-01-14 | $0.00                     | $2165678.42             |
| 2026-01-15 | $0.00                     | $484460.24              |
| 2026-01-16 | $717.34                   | $58999.74               |
| 2026-01-20 | $0.00                     | $147942.89              |
| 2026-01-21 | $56409.13                 | $473873.92              |
| 2026-01-22 | $58402.05                 | $273288.89              |
| 2026-01-23 | $0.00                     | $332249.56              |
| 2026-01-26 | $75041767.62              | $336757.88              |
| 2026-01-27 | $2015.84                  | $1094464.36             |
| 2026-01-28 | $0.00                     | $1073184.33             |
| 2026-01-29 | $34051.08                 | $40317.12               |
| 2026-01-30 | $64269.43                 | $73686750.21            |

**Total Gross Subscriptions (Month):** $77550127.36

**Total Gross Redemptions (Month):** $84196412.52

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.4500%           |
| 2026-01-05 | 3.5000%           |
| 2026-01-06 | 3.5100%           |
| 2026-01-07 | 3.5100%           |
| 2026-01-08 | 3.5000%           |
| 2026-01-09 | 3.4900%           |
| 2026-01-12 | 3.4400%           |
| 2026-01-13 | 3.4300%           |
| 2026-01-14 | 3.4300%           |
| 2026-01-15 | 3.4300%           |
| 2026-01-16 | 3.4300%           |
| 2026-01-20 | 3.4300%           |
| 2026-01-21 | 3.4300%           |
| 2026-01-22 | 3.4300%           |
| 2026-01-23 | 3.4300%           |
| 2026-01-26 | 3.4200%           |
| 2026-01-27 | 3.4200%           |
| 2026-01-28 | 3.4200%           |
| 2026-01-29 | 3.4200%           |
| 2026-01-30 | 3.4300%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 38.0600%         | 0.0000%              |

### Class: Series II

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $137706653.97

- **Number of Shares Outstanding:** 137749125.8300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $387819.34                | $254202.22              |
| 2026-01-05 | $314.05                   | $272838.79              |
| 2026-01-06 | $865.83                   | $61380.56               |
| 2026-01-07 | $9026.70                  | $11797.60               |
| 2026-01-08 | $1695.35                  | $127126.39              |
| 2026-01-09 | $15837.06                 | $63061.62               |
| 2026-01-12 | $2950.79                  | $83229.32               |
| 2026-01-13 | $8706.85                  | $207876.60              |
| 2026-01-14 | $967.23                   | $150011.99              |
| 2026-01-15 | $2380.99                  | $9307.70                |
| 2026-01-16 | $600.93                   | $69520.32               |
| 2026-01-20 | $88.51                    | $471775.51              |
| 2026-01-21 | $53722.52                 | $216084.94              |
| 2026-01-22 | $0.00                     | $134417.58              |
| 2026-01-23 | $1965.06                  | $75488.79               |
| 2026-01-26 | $0.00                     | $136775.90              |
| 2026-01-27 | $592.71                   | $94014.05               |
| 2026-01-28 | $1199.61                  | $49443.33               |
| 2026-01-29 | $369.56                   | $59608.78               |
| 2026-01-30 | $199806.03                | $109324.65              |

**Total Gross Subscriptions (Month):** $688909.12

**Total Gross Redemptions (Month):** $2657286.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.2000%           |
| 2026-01-05 | 3.2500%           |
| 2026-01-06 | 3.2600%           |
| 2026-01-07 | 3.2600%           |
| 2026-01-08 | 3.2500%           |
| 2026-01-09 | 3.2400%           |
| 2026-01-12 | 3.1900%           |
| 2026-01-13 | 3.1800%           |
| 2026-01-14 | 3.1800%           |
| 2026-01-15 | 3.1800%           |
| 2026-01-16 | 3.1800%           |
| 2026-01-20 | 3.1800%           |
| 2026-01-21 | 3.1800%           |
| 2026-01-22 | 3.1800%           |
| 2026-01-23 | 3.1800%           |
| 2026-01-26 | 3.1700%           |
| 2026-01-27 | 3.1700%           |
| 2026-01-28 | 3.1700%           |
| 2026-01-29 | 3.1700%           |
| 2026-01-30 | 3.1800%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer     |  | 5.1300%          | 0.0000%              |
| Insurance company |  | 6.3200%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2001679.26
- **C.18.a - Value (excl. sponsor support):** $2001679.26
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **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):** $5004394.80
- **C.18.a - Value (excl. sponsor support):** $5004394.80
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **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):** $2002334.18
- **C.18.a - Value (excl. sponsor support):** $2002334.18
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5005031.95
- **C.18.a - Value (excl. sponsor support):** $5005031.95
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000922.77
- **C.18.a - Value (excl. sponsor support):** $3000922.77
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **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):** $5002592.20
- **C.18.a - Value (excl. sponsor support):** $5002592.20
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **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):** $1500941.10
- **C.18.a - Value (excl. sponsor support):** $1500941.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **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):** $1000400.56
- **C.18.a - Value (excl. sponsor support):** $1000400.56
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5003372.85
- **C.18.a - Value (excl. sponsor support):** $5003372.85
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5003313.55
- **C.18.a - Value (excl. sponsor support):** $5003313.55
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4002005.88
- **C.18.a - Value (excl. sponsor support):** $4002005.88
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3004912.38
- **C.18.a - Value (excl. sponsor support):** $3004912.38
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3002028.30
- **C.18.a - Value (excl. sponsor support):** $3002028.30
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5H6, C.4 - ISIN: US3133ET5H67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999832.70
- **C.18.a - Value (excl. sponsor support):** $4999832.70
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999987.36
- **C.18.a - Value (excl. sponsor support):** $1999987.36
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **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 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2002222.20
- **C.18.a - Value (excl. sponsor support):** $2002222.20
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFX0, C.4 - ISIN: US3133ETFX01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5005803.85
- **C.18.a - Value (excl. sponsor support):** $5005803.85
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRN9, C.4 - ISIN: US3133ETRN90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000072.70
- **C.18.a - Value (excl. sponsor support):** $2000072.70
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **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 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000832.71
- **C.18.a - Value (excl. sponsor support):** $3000832.71
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5999250.36
- **C.18.a - Value (excl. sponsor support):** $5999250.36
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999964.70
- **C.18.a - Value (excl. sponsor support):** $4999964.70
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **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 22: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $4001776.04
- **C.18.a - Value (excl. sponsor support):** $4001776.04
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $3001257.69
- **C.18.a - Value (excl. sponsor support):** $3001257.69
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $2001135.82
- **C.18.a - Value (excl. sponsor support):** $2001135.82
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $3005704.83
- **C.18.a - Value (excl. sponsor support):** $3005704.83
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.785000%
- **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):** $4002780.84
- **C.18.a - Value (excl. sponsor support):** $4002780.84
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **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):** $4001831.48
- **C.18.a - Value (excl. sponsor support):** $4001831.48
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **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):** $2001695.66
- **C.18.a - Value (excl. sponsor support):** $2001695.66
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 29: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **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):** $5008911.45
- **C.18.a - Value (excl. sponsor support):** $5008911.45
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $2999976.45
- **C.18.a - Value (excl. sponsor support):** $2999976.45
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $14000000.00
- **C.18.a - Value (excl. sponsor support):** $14000000.00
- **C.19 - Percentage of Net Assets:** 2.8400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5796277.50
- **C.18.a - Value (excl. sponsor support):** $5796277.50
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: 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):** $9954658.30
- **C.18.a - Value (excl. sponsor support):** $9954658.30
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 34: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9846052.80
- **C.18.a - Value (excl. sponsor support):** $9846052.80
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4909645.50
- **C.18.a - Value (excl. sponsor support):** $4909645.50
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9997006.70
- **C.18.a - Value (excl. sponsor support):** $9997006.70
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19980038.80
- **C.18.a - Value (excl. sponsor support):** $19980038.80
- **C.19 - Percentage of Net Assets:** 4.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10038359.40
- **C.18.a - Value (excl. sponsor support):** $10038359.40
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-01-20      | 4.8530%  | 0.0000% | $25560984.00       | $10200000.20       | Agency Collateralized Mortgage Obligation |

### Security 40: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 4.5000%  | 0.0000% | $14497.00          | $511.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1998.00           | $1537.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $797.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 5.0000%  | 0.0000% | $44653.00          | $35115.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $99.52             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.0000%  | 0.0000% | $1903.00           | $1383.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $16155.00          | $11280.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $551.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $547.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1079.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $441.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $530.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $752.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $916.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $1999.00           | $1303.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $792.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $454.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $629.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $983.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-25      | 5.0973%  | 0.0000% | $22158.00          | $9382.27           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7154%  | 0.0000% | $5896.00           | $5913.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $1000.00           | $1021.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1000.00           | $998.93            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-01-25      | 4.5000%  | 0.0000% | $1585.00           | $1535.71           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-08-15      | 3.5000%  | 0.0000% | $1000.00           | $481.51            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $1648.00           | $1637.43           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 3.9200%  | 0.0000% | $38250.00          | $38380.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-01-25      | 3.7940%  | 0.0000% | $1000.00           | $957.15            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-02-25      | 2.2500%  | 0.0000% | $1000.00           | $900.78            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 4.8500%  | 0.0000% | $1000.00           | $1025.93           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-03-25      | 4.7500%  | 0.0000% | $116973.00         | $114404.84         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-01-25      | 4.5000%  | 0.0000% | $1500807.00        | $1457642.94        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $1000.00           | $110.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $100.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $185.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $167.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $285.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 3.0000%  | 0.0000% | $1000.00           | $70.64             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $646.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $754.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1652.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.5000%  | 0.0000% | $1000.00           | $1072.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $866.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1053.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $219.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1050.00           | $269.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $521.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $7440.00           | $6772.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $766.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $935.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1053.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $202.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $380.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $1001.00           | $261.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $607.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $786.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $860.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $15218.00          | $12620.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 2.5000%  | 0.0000% | $1000.00           | $794.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $947.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $224.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.0000%  | 0.0000% | $1000.00           | $228.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $526.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1113.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $621.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $1001.00           | $613.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $613.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $662.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $689.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $665.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1999.00           | $1448.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2838.00           | $2201.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1002.00           | $746.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $736.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $828.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $767.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 6.0000%  | 0.0000% | $306982.00         | $645.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $1152.00           | $15.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $1001.00           | $84.27             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1236.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $327.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $915.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $644.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $667.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.5000%  | 0.0000% | $1000.00           | $68.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $100000.00         | $10939.56          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $979.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1007.00           | $1024.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $811.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $513.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $925.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $871.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $1000.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1761.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $3400097.00        | $3281435.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1040.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $930.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-25      | 2.0000%  | 0.0000% | $100000.00         | $10856.22          | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2055-06-20      | 4.7730%  | 0.0000% | $2809.00           | $2748.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.7030%  | 0.0000% | $15312.00          | $11057.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.9030%  | 0.0000% | $10760.00          | $4306.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $1015.00           | $1042.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.8030%  | 0.0000% | $1000.00           | $619.35            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.8130%  | 0.0000% | $6686.00           | $5513.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4530%  | 0.0000% | $1000.00           | $922.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.7030%  | 0.0000% | $3205.00           | $3188.95           | Agency Collateralized Mortgage Obligation |

### Security 41: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $14078000.00       | $10199017.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $800.00            | $724.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $300.00            | $283.99            | U.S. Treasuries (including strips) |

### Security 42: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.730000%
- **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: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 6.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2044-04-01      | 4.5000%  | 0.0000% | $1000.00           | $156.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $101.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $100.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 4.0000%  | 0.0000% | $217856.00         | $53304.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $707.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $660.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $797.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $11094.00          | $7608.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $819.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $722.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 5.0000%  | 0.0000% | $41239.00          | $32430.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $818914.00         | $722053.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.0000%  | 0.0000% | $1000.00           | $861.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $623.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $727.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $798.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $944.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $875.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $1965.00           | $232.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 5.5000%  | 0.0000% | $1000.00           | $155.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $547.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $618.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $726.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $648.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 6.5000%  | 0.0000% | $1000.00           | $660.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.0000%  | 0.0000% | $7391.00           | $5740.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 4.5000%  | 0.0000% | $64384.00          | $44501.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $782.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $977.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $792.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $940.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $6789.00           | $6820.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $875.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $685.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $723.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $876.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $807.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-25      | 2.4994%  | 0.0000% | $25920.00          | $12546.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $1000.00           | $546.48            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $2656.00           | $2713.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-25      | 4.5000%  | 0.0000% | $49674.00          | $48129.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $34440.00          | $34219.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-03-25      | 4.7500%  | 0.0000% | $6720.00           | $6572.46           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $1000.00           | $114.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $1002.00           | $100.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 5.5000%  | 0.0000% | $848704.00         | $44905.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.0000%  | 0.0000% | $1000.00           | $48.11             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $297.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $265.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-03-01      | 3.5000%  | 0.0000% | $1000.00           | $230.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $139.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 3.0000%  | 0.0000% | $1000.00           | $59.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $167.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1022.00           | $207.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 3.0000%  | 0.0000% | $1000.00           | $42.00             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $639.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $699.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $991.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $558.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1493.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1001.00           | $890.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $939.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $646.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1999.00           | $1819.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1509.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1999.00           | $1556.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $983.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $2075.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 3.0000%  | 0.0000% | $1001.00           | $249.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 4.5000%  | 0.0000% | $1000.00           | $99.40             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $1107.00           | $210.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $449.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $188.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $286.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $240.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 4.0000%  | 0.0000% | $1000.00           | $172.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $305.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $147.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $1002.00           | $190.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $291.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $588.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $521.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1387.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $606.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1001.00           | $561.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $786.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $961.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $820.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $707.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $972.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $679.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1001.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $609.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 5.3700%  | 0.0000% | $104557.00         | $108726.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 4.6000%  | 0.0000% | $9551.00           | $9783.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $176.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $175.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $252.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $521.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $463.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1209.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $800.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $1001.00           | $530.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $603.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $1000.00           | $595.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $684.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $729.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.5000%  | 0.0000% | $1024.00           | $744.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1056.00           | $751.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1022.00           | $718.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1007.00           | $807.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $790.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $771.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $4413.00           | $3562.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $831.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $626.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1985.00           | $1638.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $22205.00          | $18512.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $911.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $863.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $829.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $967.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $990.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1021.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $19847.00          | $19696.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 3.0000%  | 0.0000% | $1000.00           | $252.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $297.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $2590020.00        | $476394.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $14524.00          | $2236.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $469.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1023.00           | $563.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $582.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $518.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $481.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $461.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $556.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $633.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 4.5000%  | 0.0000% | $1000.00           | $560.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $642.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $586.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $592.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 3.0000%  | 0.0000% | $1000.00           | $558.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $634.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $635.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $662.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1001.00           | $700.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $675.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $670.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $703.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $663.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $777.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $747.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1999.00           | $1456.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $834.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $667.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1020.00           | $829.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $727.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $784.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $736.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $588.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $779.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 4.5000%  | 0.0000% | $1008.00           | $809.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $767.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $866.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $869.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 6.0000%  | 0.0000% | $1009.00           | $2.12              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $1401.00           | $25.30             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $1000.00           | $13.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $1058.00           | $60.73             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $59.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-03-01      | 5.0000%  | 0.0000% | $1078.00           | $15.67             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 4.0000%  | 0.0000% | $1000.00           | $94.68             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 4.5000%  | 0.0000% | $1000.00           | $120.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $79.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $500.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $609.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $618.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.0000%  | 0.0000% | $1000.00           | $107.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $255961.00         | $34475.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $1000.00           | $222.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $301.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $327.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $401.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1156.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $589.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $915.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $607.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $801.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $674979.00         | $66704.12          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $750.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $994.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1026.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $954.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1028.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1914.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1001.00           | $982.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $983.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $983.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $880.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $919.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1004.00           | $831.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1007.00           | $971.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $978.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1000.00           | $248.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $326.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $2000.00           | $1460.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1000.00           | $753.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1000.00           | $754.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $301.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1000.00           | $1015.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $2000.00           | $1975.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $1000.00           | $1054.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1002.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $825.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $979.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1704.00           | $1665.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1071.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $213208.00         | $178684.46         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-05-20      | 5.6250%  | 0.0000% | $25000.00          | $501.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 5.3180%  | 0.0000% | $1000.00           | $748.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 5.3170%  | 0.0000% | $1001.00           | $835.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.7730%  | 0.0000% | $393920.00         | $385395.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7830%  | 0.0000% | $1000.00           | $997.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.7030%  | 0.0000% | $3718938.00        | $2348050.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.7330%  | 0.0000% | $4197357.00        | $2491010.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.6030%  | 0.0000% | $8838.00           | $5626.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $24919724.00       | $16919240.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.6030%  | 0.0000% | $4969650.00        | $3554745.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.6030%  | 0.0000% | $781787.00         | $404207.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.6030%  | 0.0000% | $130584.00         | $94883.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.7030%  | 0.0000% | $971416.00         | $701502.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.7630%  | 0.0000% | $29247.00          | $11777.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.7230%  | 0.0000% | $2297.00           | $1794.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.2030%  | 0.0000% | $414501.00         | $131666.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.1030%  | 0.0000% | $339181.00         | $105664.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.0030%  | 0.0000% | $1000.00           | $331.19            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.1030%  | 0.0000% | $1023.00           | $314.70            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.2030%  | 0.0000% | $1000.00           | $317.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.9530%  | 0.0000% | $7578.00           | $3313.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 5.5000%  | 0.0000% | $2453.00           | $449.89            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.9030%  | 0.0000% | $1744.00           | $698.00            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.9030%  | 0.0000% | $9243.00           | $4336.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.8030%  | 0.0000% | $1290469.00        | $979456.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.8030%  | 0.0000% | $1000.00           | $619.35            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7230%  | 0.0000% | $422861.00         | $347947.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0030%  | 0.0000% | $7659.00           | $5857.92           | Agency Collateralized Mortgage Obligation |

### Security 43: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2053-10-25      | 5.0973%  | 0.0000% | $6681000.00        | $3996875.26        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2044-02-25      | 4.0000%  | 0.0000% | $1045602.00        | $996535.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2047-12-15      | 3.0000%  | 0.0000% | $624924.00         | $542886.27         | Agency Collateralized Mortgage Obligation |
| FHLMC WLST 2017-SC01           1-A    20461225 3.00000 | 2046-12-25      | 3.0000%  | 0.0000% | $5000000.00        | $529834.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2048-06-15      | 1.5000%  | 0.0000% | $3000000.00        | $1220902.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2053-09-25      | 5.5000%  | 0.0000% | $949623.00         | $972974.76         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-11-25      | 5.0000%  | 0.0000% | $957000.00         | $956377.76         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2037-04-15      | 5.5000%  | 0.0000% | $2000000.00        | $394598.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2037-05-15      | 5.5000%  | 0.0000% | $2267000.00        | $292694.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2036-07-20      | 6.0000%  | 0.0000% | $1548224.00        | $178019.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2039-01-16      | 3.0000%  | 0.0000% | $7749965.00        | $118302.54         | Agency Collateralized Mortgage Obligation |

### Security 44: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 6.1000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $19493800.00       | $20198817.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $96.50             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $10177000.00       | $10400990.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7727%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |

### Security 45: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $7000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $100.00            | $99.83             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-05      | 0.0000%  | 0.0000% | $54900.00          | $54728.88          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.0000%  | 0.0000% | $400.00            | $396.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-28      | 0.0000%  | 0.0000% | $300.00            | $296.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-02      | 0.0000%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $300.00            | $641.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $83.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $39000.00          | $43901.42          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $400.00            | $299.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $42600.00          | $29812.63          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $52400.00          | $32269.22          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $11400.00          | $10425.91          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $6992900.00        | $6712287.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $24700.00          | $23444.22          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $2100.00           | $2059.36           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $23600.00          | $23634.17          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $14200.00          | $18139.67          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $27200.00          | $25859.01          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $1000.00           | $943.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $1000.00           | $872.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $6900.00           | $6197.07           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $200.00            | $206.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $3200.00           | $3318.87           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $98000.00          | $102428.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $1000.00           | $1012.01           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $8800.00           | $9136.01           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $6300.00           | $6368.12           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $71200.00          | $71543.18          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $40000.00          | $40660.04          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.3750%  | 0.0000% | $40800.00          | $40791.63          | U.S. Treasuries (including strips) |

### Security 46: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $6000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-03-26      | 0.0000%  | 0.0000% | $100.00            | $99.48             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-02      | 0.0000%  | 0.0000% | $700.00            | $695.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-23      | 0.0000%  | 0.0000% | $1992800.00        | $1976985.14        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $44800.00          | $52685.66          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $3900.00           | $3642.80           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $9600.00           | $6989.31           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $40200.00          | $29668.68          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $372300.00         | $261777.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $500.00            | $418.88            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $1759300.00        | $1280963.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $226700.00         | $208692.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $2396800.00        | $2363664.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $14000.00          | $13822.87          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $7800.00           | $7775.28           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $4200.00           | $5365.25           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $6100.00           | $5319.52           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $89.81             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $4600.00           | $4775.64           | U.S. Treasuries (including strips) |

### Security 47: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WUJT4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WUJT4
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $800.00            | $798.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-19      | 0.0000%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-16      | 0.0000%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-23      | 0.0000%  | 0.0000% | $1900.00           | $1884.92           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.0000%  | 0.0000% | $200.00            | $198.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-10      | 0.0000%  | 0.0000% | $1000.00           | $999.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-28      | 0.0000%  | 0.0000% | $300.00            | $296.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $23300.00          | $18181.24          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $580900.00         | $512341.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $1000.00           | $703.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $1327700.00        | $1112284.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $7646100.00        | $7682953.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $5000.00           | $5082.50           | U.S. Treasuries (including strips) |

### Security 48: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.870000%
- **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: BIV8YXK23, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8YXK23
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 3.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Banks | 2027-04-08      | 3.7150%  | 0.0000% | $8590000.00        | $8614348.83        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks | 2026-03-26      | 3.6350%  | 0.0000% | $5670000.00        | $5690234.81        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks | 2026-07-30      | 3.6600%  | 0.0000% | $1000000.00        | $999990.00         | Agency Debentures and Agency Strips |

### Security 49: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $9872313.00        | $8906449.06        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2026-04-16      | 0.0000%  | 0.0000% | $394100.00         | $391238.05         | U.S. Treasuries (including strips) |

### Security 50: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV98HGH7, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV98HGH7
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $10025000.00       | $10262103.82       | U.S. Treasuries (including strips) |

### Security 51: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV98N7X9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV98N7X9
- **C.18 - Value (incl. sponsor support):** $7000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.0973%  | 0.0000% | $1000.00           | $924.21            | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $1024.00           | $154.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $1088.00           | $116.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $181095.00         | $44983.40          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $284.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $729.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $2048.00           | $1463.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $1008.00           | $563.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $33664.00          | $20996.74          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $1008.00           | $664.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1022.00           | $747.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $671.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1120.00           | $581.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $753.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $842.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1021.00           | $758.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1024.00           | $594.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1152.00           | $503.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $1024.00           | $909.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $1024.00           | $870.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1008.00           | $750.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $1008.00           | $889.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $2635.00           | $1957.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $912.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1024.00           | $1041.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1008.00           | $1018.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 4.0000%  | 0.0000% | $1000.00           | $51.03             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.8030%  | 0.0000% | $1033.00           | $1015.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.8530%  | 0.0000% | $20106.00          | $16014.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.8130%  | 0.0000% | $91300.00          | $75492.14          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-04-23      | 0.0000%  | 0.0000% | $800.00            | $793.65            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-03      | 0.0000%  | 0.0000% | $18500.00          | $18446.05          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 0.0000%  | 0.0000% | $200.00            | $86.14             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-02-15      | 1.0000%  | 0.0000% | $5924100.00        | $5732122.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.06             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $234000.00         | $196034.25         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 3.0000%  | 0.0000% | $52000.00          | $37861.70          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.8750%  | 0.0000% | $1100.00           | $1006.01           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 4.7500%  | 0.0000% | $11800.00          | $11877.99          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $300.00            | $284.75            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $600.00            | $593.49            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 4.6250%  | 0.0000% | $7900.00           | $7767.37           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 2.3750%  | 0.0000% | $6000.00           | $6016.69           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-15      | 2.2500%  | 0.0000% | $900.00            | $897.22            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-15      | 0.1250%  | 0.0000% | $2000.00           | $2348.74           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $113.40            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-15      | 1.2500%  | 0.0000% | $400.00            | $350.15            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $27600.00          | $27190.41          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.57             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $2200.00           | $1975.88           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $800.00            | $821.81            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 2.1250%  | 0.0000% | $900.00            | $978.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-31      | 4.6250%  | 0.0000% | $4700.00           | $4909.67           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $444300.00         | $459017.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $440300.00         | $460197.21         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $102.72            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-04-30      | 4.0000%  | 0.0000% | $1000.00           | $1012.34           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-31      | 4.0000%  | 0.0000% | $31900.00          | $32565.35          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 0.0000%  | 0.0000% | $2.48              | $1.68              | U.S. Treasuries (including strips)        |

### Security 52: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.660000%
- **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: BIV9BJ0L7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9BJ0L7
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2047-08-01      | 4.5000%  | 0.0000% | $52162.03          | $4884.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2039-02-01      | 4.5000%  | 0.0000% | $12664.00          | $8567.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2038-11-01      | 4.5000%  | 0.0000% | $6113.40           | $4394.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2044-02-01      | 5.0000%  | 0.0000% | $8000.00           | $5815.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-04-01      | 4.5000%  | 0.0000% | $12551.08          | $8613.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-02-01      | 5.5000%  | 0.0000% | $5720.00           | $5041.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2051-04-01      | 1.5000%  | 0.0000% | $12000.00          | $6854.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-01-01      | 2.5000%  | 0.0000% | $8020.00           | $5129.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-02-01      | 2.0000%  | 0.0000% | $7012.00           | $4558.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-07-01      | 2.5000%  | 0.0000% | $11480.00          | $8130.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-06-01      | 2.0000%  | 0.0000% | $7605.88           | $5160.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-08-01      | 4.5000%  | 0.0000% | $6835.09           | $5207.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 2.5000%  | 0.0000% | $9412.00           | $6763.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-11-01      | 4.0000%  | 0.0000% | $7540.00           | $5934.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-12-01      | 5.0000%  | 0.0000% | $6708.00           | $5950.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-11-01      | 6.0000%  | 0.0000% | $8512.00           | $5868.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 5.5000%  | 0.0000% | $6197.65           | $5538.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.0000%  | 0.0000% | $10474.23          | $8285.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-03-01      | 5.5000%  | 0.0000% | $7023.45           | $6994.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-07-01      | 5.5000%  | 0.0000% | $7129.28           | $5934.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-09-01      | 6.5000%  | 0.0000% | $5282.28           | $4423.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-07-01      | 7.5000%  | 0.0000% | $6239.67           | $6589.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-08-01      | 5.0000%  | 0.0000% | $5012.60           | $4984.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-09-01      | 7.5000%  | 0.0000% | $7624.05           | $8112.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-10-01      | 7.5000%  | 0.0000% | $4231.94           | $4451.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-01-01      | 5.0000%  | 0.0000% | $5582.62           | $5666.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2036-01-01      | 4.5000%  | 0.0000% | $4376.50           | $4410.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-06-01      | 4.5000%  | 0.0000% | $6752.00           | $6068.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-02-01      | 3.5000%  | 0.0000% | $15406.60          | $5998.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-03-01      | 4.5000%  | 0.0000% | $12136.27          | $6266.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-08-01      | 7.0000%  | 0.0000% | $7769.41           | $7895.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-03-01      | 3.5000%  | 0.0000% | $28800.00          | $8578.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-02-01      | 5.5000%  | 0.0000% | $8029.73           | $6131.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-04-01      | 5.5000%  | 0.0000% | $6390.20           | $6305.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-06-01      | 5.5000%  | 0.0000% | $5615.60           | $5548.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2045-10-01      | 5.0000%  | 0.0000% | $5776.02           | $5644.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2042-10-01      | 4.5000%  | 0.0000% | $12532.84          | $7767.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2036-01-01      | 4.5000%  | 0.0000% | $8846.40           | $8915.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-03-01      | 7.5000%  | 0.0000% | $8493.24           | $4947.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-04-01      | 6.0000%  | 0.0000% | $5520.22           | $4873.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-06-01      | 7.5000%  | 0.0000% | $10263.21          | $6949.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2040-07-01      | 6.5000%  | 0.0000% | $5966.49           | $5096.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2041-01-01      | 4.0000%  | 0.0000% | $6427.59           | $6373.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.5000%  | 0.0000% | $5563.64           | $4897.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 7.5000%  | 0.0000% | $9163.13           | $5746.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 7.5000%  | 0.0000% | $11484.00          | $8947.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.5000%  | 0.0000% | $15111.20          | $6682.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $6070.76           | $6162.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $6809.68           | $7059.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 7.0000%  | 0.0000% | $5382.63           | $5717.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $4918.95           | $5085.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 7.0000%  | 0.0000% | $4913.65           | $5172.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $4749.36           | $4766.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $8055.95           | $8582.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $4320.51           | $4542.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $4734.46           | $4813.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $4213.10           | $4383.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $6876.62           | $6973.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $7048.43           | $7405.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $4921.70           | $4513.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $5327.89           | $5616.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $5439.28           | $5701.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $6182.29           | $5114.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $4409.00           | $4631.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $5043.42           | $5293.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $4792.08           | $5001.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $4903.48           | $4997.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $7486.94           | $7606.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $4357.04           | $4471.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $4938.64           | $5030.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $8411.79           | $8847.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $4765.52           | $4997.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $4394.06           | $4666.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $4745.74           | $4975.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $5834.70           | $6126.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $5773.79           | $6037.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $7529.05           | $7553.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $4734.14           | $4826.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $7441.49           | $7794.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $7541.05           | $7518.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $8378.50           | $8732.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $7311.08           | $7641.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $5253.62           | $5548.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $7150.36           | $7541.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $6207.64           | $6532.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $5591.70           | $5895.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $4312.24           | $4549.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $4630.15           | $4829.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $6342.00           | $6582.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $5060.42           | $5299.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $5037.32           | $5270.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $6952.00           | $7288.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $5540.15           | $5429.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $5223.10           | $5356.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $6332.62           | $6287.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $4240.87           | $4468.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $5104.87           | $5296.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $5835.68           | $6167.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $6540.40           | $6524.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $4342.29           | $4551.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $5535.61           | $5821.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $4390.06           | $4610.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $4844.00           | $4319.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $4964.22           | $5141.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $5942.82           | $6246.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $6832.40           | $7281.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $4341.00           | $4563.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $4879.00           | $5123.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $7972.10           | $8518.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $7893.95           | $8426.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $4719.98           | $4978.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $4107.38           | $4359.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $4171.40           | $4422.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $4237.00           | $4444.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $5077.60           | $5340.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $6805.28           | $7169.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $6029.23           | $5940.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $4963.34           | $5190.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $4149.42           | $4360.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $4589.22           | $4752.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.5000%  | 0.0000% | $8345.00           | $7078.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $6648.00           | $5879.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $9600.00           | $7964.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $5740.00           | $5366.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $8000.00           | $7180.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 7.5000%  | 0.0000% | $9015.21           | $4435.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 4.0000%  | 0.0000% | $6744.00           | $6007.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $6800.00           | $4945.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $5200.00           | $4399.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $7520.00           | $7071.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $5116.37           | $5227.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $5538.76           | $5711.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $5350.00           | $5473.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $4418.88           | $4546.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $4492.60           | $4598.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $5251.16           | $5382.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $5340.00           | $5516.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $4573.11           | $4756.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $8047.94           | $8342.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $4462.40           | $4631.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $4559.22           | $4732.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $4407.78           | $4574.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $8422.32           | $8613.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $6227.41           | $6447.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $8493.29           | $8373.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.0000%  | 0.0000% | $8010.86           | $7335.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 4.5000%  | 0.0000% | $7389.96           | $7366.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 3.0000%  | 0.0000% | $23464.00          | $5470.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $10440.00          | $6105.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $9648.00           | $6295.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $11317.26          | $7304.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $12000.00          | $7807.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $6300.00           | $5396.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.5000%  | 0.0000% | $4116.77           | $4344.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $13131.26          | $8324.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $6000.00           | $4754.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $9656.13           | $6221.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $12820.00          | $8660.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $11011.49          | $8413.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $10440.00          | $7903.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $10024.80          | $7602.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 2.5000%  | 0.0000% | $7080.00           | $4965.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $6560.00           | $5379.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $9700.00           | $7911.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $10734.00          | $8372.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $9468.00           | $7857.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $6460.00           | $5028.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $7856.66           | $7406.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $9000.00           | $8443.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 4.0000%  | 0.0000% | $818.87            | $774.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $7463.20           | $6160.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 7.0000%  | 0.0000% | $7703.50           | $7898.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $4213.39           | $4316.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $7913.74           | $8048.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 4.5000%  | 0.0000% | $6945.66           | $6999.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-01-01      | 7.0000%  | 0.0000% | $5838.92           | $6091.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 7.0000%  | 0.0000% | $9442.60           | $7802.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 7.0000%  | 0.0000% | $4703.48           | $4626.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.0000%  | 0.0000% | $8010.92           | $7169.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.0000%  | 0.0000% | $7684.45           | $7046.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.5000%  | 0.0000% | $6579.16           | $5550.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 7.0000%  | 0.0000% | $5339.20           | $4414.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 6.0000%  | 0.0000% | $4601.00           | $4757.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 7.0000%  | 0.0000% | $5385.56           | $5036.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.0000%  | 0.0000% | $8536.41           | $8732.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $7794.40           | $8122.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $5677.89           | $5970.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $4307.70           | $4530.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $4645.28           | $4867.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $11162.58          | $8512.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $5645.42           | $5931.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 7.0000%  | 0.0000% | $5827.51           | $6138.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $5417.39           | $5725.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $7401.46           | $6625.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $6761.35           | $5683.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $4611.90           | $4830.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $9429.22           | $9023.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $4172.78           | $4388.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $6691.98           | $7010.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $5724.88           | $4990.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 5.5000%  | 0.0000% | $4527.58           | $4593.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 5.5000%  | 0.0000% | $4427.42           | $4522.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $4460.10           | $4695.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $4591.06           | $4817.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $4996.20           | $4792.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $5279.64           | $5527.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 5.5000%  | 0.0000% | $7723.17           | $7838.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $5730.62           | $6006.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $6003.28           | $5175.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $5378.94           | $5638.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $5221.96           | $5458.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $6477.11           | $6825.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $4607.14           | $4792.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $5844.02           | $6103.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $4127.22           | $4342.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $8143.93           | $8534.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $5387.68           | $5635.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $5028.00           | $5270.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $6622.78           | $6936.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $6008.00           | $5621.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $5506.00           | $5849.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $4273.37           | $4496.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $4161.07           | $4376.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $8262.45           | $8667.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $5591.86           | $5875.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $8496.21           | $8935.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $4495.28           | $4729.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $6982.80           | $7295.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $4414.24           | $4632.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $6063.44           | $6363.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $5031.00           | $5283.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $7691.29           | $8121.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 5.5000%  | 0.0000% | $5414.06           | $5425.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $5057.70           | $5157.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $4225.08           | $4450.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.0000%  | 0.0000% | $5119.31           | $5316.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $4569.18           | $4797.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.5000%  | 0.0000% | $4372.58           | $4603.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $4328.62           | $4539.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 5.5000%  | 0.0000% | $5210.00           | $5314.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.0000%  | 0.0000% | $4590.00           | $4740.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.0000%  | 0.0000% | $4681.62           | $4830.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.5000%  | 0.0000% | $7905.86           | $8497.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.5000%  | 0.0000% | $4419.62           | $4636.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.0000%  | 0.0000% | $4642.11           | $4794.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $6295.60           | $4864.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.5000%  | 0.0000% | $5042.56           | $5294.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $5699.16           | $4704.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $5134.51           | $5339.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.0000%  | 0.0000% | $4585.62           | $4735.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $7541.50           | $7796.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $8224.24           | $8403.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.0000%  | 0.0000% | $6199.01           | $6396.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $8113.04           | $8311.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $7707.26           | $7892.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $8719.38           | $8919.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.5000%  | 0.0000% | $7503.00           | $8018.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $7707.76           | $6411.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $4607.68           | $4758.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $4666.13           | $4856.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $4394.82           | $4495.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.5000%  | 0.0000% | $5935.82           | $6305.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $7569.14           | $7877.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $4962.94           | $5173.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $5847.62           | $6068.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $5439.06           | $5640.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $6028.59           | $6274.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.5000%  | 0.0000% | $6268.20           | $6421.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.5000%  | 0.0000% | $6956.48           | $6862.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $7583.44           | $7882.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $8627.10           | $8961.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $7842.94           | $8153.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $7574.84           | $7872.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2047-01-01      | 3.5000%  | 0.0000% | $8006.60           | $7582.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-11-01      | 5.5000%  | 0.0000% | $7017.03           | $4832.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 4.0000%  | 0.0000% | $7383.76           | $7023.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2040-10-01      | 6.5000%  | 0.0000% | $8009.73           | $7853.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2041-02-01      | 3.0000%  | 0.0000% | $5880.00           | $5664.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.0000%  | 0.0000% | $7884.48           | $7733.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $5528.42           | $5730.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $4523.76           | $4497.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.5000%  | 0.0000% | $5625.23           | $5798.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.5000%  | 0.0000% | $4336.06           | $4490.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.5000%  | 0.0000% | $8784.48           | $9030.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $5695.38           | $4460.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $4690.62           | $4849.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.5000%  | 0.0000% | $4845.41           | $5094.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.5000%  | 0.0000% | $4382.43           | $4622.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $4556.36           | $4786.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.5000%  | 0.0000% | $7032.50           | $7411.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $4638.40           | $4834.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $4943.24           | $5140.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.5000%  | 0.0000% | $4525.05           | $4787.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $6521.93           | $6674.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $8525.90           | $8854.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $5614.32           | $5851.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $8575.09           | $8902.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.5000%  | 0.0000% | $4987.66           | $5252.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.0000%  | 0.0000% | $4335.27           | $4501.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $4556.55           | $4683.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $5001.60           | $5219.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $6296.29           | $6557.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $4554.70           | $4712.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $5892.68           | $6093.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $4468.34           | $4634.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 6.0000%  | 0.0000% | $4639.43           | $4799.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.5000%  | 0.0000% | $7562.64           | $7930.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $8098.29           | $8331.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $5764.46           | $6016.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $6705.06           | $6910.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.0000%  | 0.0000% | $8518.54           | $8587.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $5251.90           | $5508.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 6.5000%  | 0.0000% | $5539.76           | $5910.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $6738.72           | $6926.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $5765.80           | $5990.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $4359.39           | $4470.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $5363.81           | $5577.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.0000%  | 0.0000% | $7258.01           | $7311.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.5000%  | 0.0000% | $4140.60           | $4346.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $4616.34           | $4723.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.0000%  | 0.0000% | $6252.60           | $6296.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.0000%  | 0.0000% | $4287.41           | $4319.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.5000%  | 0.0000% | $8698.80           | $8947.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.0000%  | 0.0000% | $4652.93           | $4879.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $4261.60           | $4417.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $4564.20           | $4667.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 6.5000%  | 0.0000% | $4370.15           | $4587.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 6.5000%  | 0.0000% | $4126.13           | $4345.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $5112.36           | $5303.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 6.0000%  | 0.0000% | $6583.16           | $6858.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $8803.00           | $9033.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $4587.96           | $4718.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $5707.20           | $5859.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $6253.00           | $6404.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $4874.65           | $5011.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $4224.90           | $4339.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 6.0000%  | 0.0000% | $4582.24           | $4763.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $4638.40           | $4747.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $4930.17           | $5038.85           | Agency Mortgage-Backed Securities |

### Security 53: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EC7D0, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV9EC7D0
- **C.18 - Value (incl. sponsor support):** $15004281.25
- **C.18.a - Value (excl. sponsor support):** $15004281.25
- **C.19 - Percentage of Net Assets:** 3.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 3.5 31-JAN-2030 | 2030-01-31      | 3.5000%  | 0.0000% | $15175000.00       | $15322601.00       | U.S. Treasuries (including strips) |

### Security 54: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9ECL28, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV9ECL28
- **C.18 - Value (incl. sponsor support):** $10025000.00
- **C.18.a - Value (excl. sponsor support):** $10025000.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $10000000.00       | $10235050.00       | U.S. Treasuries (including strips) |

### Security 55: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQHT3, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9EQHT3
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 3.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $3900100.00        | $3892221.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-19      | 0.0000%  | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-14      | 0.0000%  | 0.0000% | $900.00            | $890.74            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $98.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-09      | 0.0000%  | 0.0000% | $400.00            | $393.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-05      | 0.0000%  | 0.0000% | $3389100.00        | $3387032.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-03      | 0.0000%  | 0.0000% | $200.00            | $195.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-12      | 0.0000%  | 0.0000% | $200.00            | $199.74            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-26      | 0.0000%  | 0.0000% | $900.00            | $897.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-05      | 0.0000%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-12      | 0.0000%  | 0.0000% | $700.00            | $697.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-26      | 0.0000%  | 0.0000% | $800.00            | $795.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-03      | 0.0000%  | 0.0000% | $200.00            | $199.92            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-23      | 0.0000%  | 0.0000% | $20000.00          | $19834.80          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-24      | 0.0000%  | 0.0000% | $2000400.00        | $1995354.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $8036100.00        | $6001009.04        | U.S. Treasuries (including strips) |

### Security 56: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQJ20, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV9EQJ20
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 5.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.0000%  | 0.0000% | $318.45            | $4.11              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $1538513.04        | $126806.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 4.0000%  | 0.0000% | $128946.38         | $15067.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-10-01      | 3.0000%  | 0.0000% | $7.69              | $0.61              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-10-01      | 2.5000%  | 0.0000% | $7.69              | $0.95              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.5000%  | 0.0000% | $7.69              | $0.88              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-01-01      | 2.5000%  | 0.0000% | $15.38             | $3.81              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-11-01      | 4.5000%  | 0.0000% | $8412.39           | $2802.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $1034872.56        | $174081.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 5.0000%  | 0.0000% | $7.69              | $1.47              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 4.5000%  | 0.0000% | $7.69              | $0.83              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-02-01      | 5.5000%  | 0.0000% | $7.69              | $0.08              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-10-01      | 4.5000%  | 0.0000% | $7.69              | $0.27              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.0000%  | 0.0000% | $7.80              | $0.82              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.5000%  | 0.0000% | $7.70              | $0.71              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $36061.54          | $6354.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $879500.00         | $186344.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $7.75              | $0.95              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 3.0000%  | 0.0000% | $7.69              | $1.27              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-08-01      | 4.0000%  | 0.0000% | $7.69              | $0.53              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-04-01      | 3.0000%  | 0.0000% | $7.69              | $1.67              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $30.42             | $6.39              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $1033607.69        | $225379.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-01-01      | 3.0000%  | 0.0000% | $103815.38         | $33281.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 5.0000%  | 0.0000% | $7.69              | $0.62              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 4.0000%  | 0.0000% | $139805.85         | $19276.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-10-01      | 4.0000%  | 0.0000% | $7.69              | $5.15              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-04-01      | 6.0000%  | 0.0000% | $4530.77           | $3030.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 5.5000%  | 0.0000% | $140178.71         | $108542.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-10-01      | 4.0000%  | 0.0000% | $7.69              | $4.40              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-06-01      | 4.0000%  | 0.0000% | $300.00            | $202.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-12-01      | 6.5000%  | 0.0000% | $140954.34         | $58158.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-01-01      | 6.5000%  | 0.0000% | $534444.92         | $240090.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 6.5000%  | 0.0000% | $7.79              | $3.61              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-02-01      | 6.5000%  | 0.0000% | $7.69              | $5.19              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-04-01      | 6.5000%  | 0.0000% | $7.75              | $6.75              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-05-01      | 2.0000%  | 0.0000% | $7.75              | $3.82              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-08-01      | 2.0000%  | 0.0000% | $7.69              | $6.39              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 3.0000%  | 0.0000% | $8.12              | $3.54              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $15507.69          | $10192.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $7.69              | $5.17              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $7.70              | $5.44              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.5000%  | 0.0000% | $346.15            | $273.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $1154.25           | $825.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-03-01      | 5.0000%  | 0.0000% | $3846.15           | $2690.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $2692.31           | $1925.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $769.23            | $595.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 2.0000%  | 0.0000% | $1130.77           | $839.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $15092.31          | $11980.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $7.69              | $7.19              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.5000%  | 0.0000% | $7.69              | $1.01              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $7.69              | $1.76              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 2.5000%  | 0.0000% | $2653.85           | $1244.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $7.69              | $5.10              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $2807.69           | $1815.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $8444.48           | $5110.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $7.88              | $4.95              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 2.5000%  | 0.0000% | $145527.38         | $103062.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $538.47            | $410.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $7.69              | $5.11              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $55051.32          | $37034.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $8.58              | $6.69              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $53122.83          | $40792.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $7.69              | $5.66              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.5000%  | 0.0000% | $30815.38          | $23459.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $7.69              | $5.98              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $15.38             | $11.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $17892.31          | $13609.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 2.5000%  | 0.0000% | $7.69              | $5.53              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 2.5000%  | 0.0000% | $7.69              | $5.63              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $238.46            | $181.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 4.0000%  | 0.0000% | $46.15             | $37.43             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 6.0000%  | 0.0000% | $7.69              | $5.54              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 5.0000%  | 0.0000% | $776.92            | $689.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $8.00              | $5.52              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $7.69              | $6.96              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $623159.14         | $524171.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $576.92            | $450.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $7.69              | $6.28              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $7.69              | $6.42              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $7.69              | $5.67              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $7.69              | $5.65              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $7.69              | $6.09              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-11-01      | 3.5000%  | 0.0000% | $22.53             | $1.61              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-08-01      | 3.5000%  | 0.0000% | $7.69              | $1.66              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $7.75              | $0.93              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 4.5000%  | 0.0000% | $7.69              | $1.13              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-08-01      | 3.5000%  | 0.0000% | $7.88              | $1.68              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 4.5000%  | 0.0000% | $7.69              | $2.02              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 5.0000%  | 0.0000% | $668570.58         | $128916.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-08-01      | 3.5000%  | 0.0000% | $7.69              | $2.39              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $7.69              | $1.64              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 4.0000%  | 0.0000% | $3640.74           | $681.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $384615.38         | $75667.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 4.5000%  | 0.0000% | $192982.46         | $45895.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-04-01      | 3.5000%  | 0.0000% | $7.69              | $1.35              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.0000%  | 0.0000% | $59561.54          | $14333.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-03-01      | 3.0000%  | 0.0000% | $7.69              | $2.14              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-03-01      | 5.0000%  | 0.0000% | $7.69              | $0.77              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $7.69              | $3.71              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $7.69              | $4.53              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.0000%  | 0.0000% | $7.69              | $5.23              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.0000%  | 0.0000% | $7.69              | $5.46              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 2.0000%  | 0.0000% | $7.69              | $5.68              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $16289.06          | $12550.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.0000%  | 0.0000% | $7.69              | $5.59              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $140669.23         | $106321.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 6.0000%  | 0.0000% | $7.69              | $7.70              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $7.69              | $6.61              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $7.69              | $5.35              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $13748.80          | $12656.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $7.69              | $6.37              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 4.5000%  | 0.0000% | $7.69              | $6.91              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $7.69              | $5.55              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $206153.85         | $145712.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $7695.47           | $6248.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $7.70              | $6.57              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $7.69              | $6.81              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $7.69              | $6.43              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $7.69              | $6.66              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-03-01      | 2.5000%  | 0.0000% | $22438.46          | $15129.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 1.5000%  | 0.0000% | $7.69              | $3.84              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 5.0000%  | 0.0000% | $7.69              | $1.80              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 5.0000%  | 0.0000% | $7.69              | $0.81              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $7.69              | $3.75              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $15.38             | $7.86              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $7.69              | $4.25              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $7.87              | $4.99              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $15.38             | $9.02              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.5000%  | 0.0000% | $2678.70           | $1605.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.0000%  | 0.0000% | $7.69              | $4.42              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $24494.52          | $15187.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $10379.80          | $6882.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $15.38             | $10.32             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-02      | 2.5000%  | 0.0000% | $7.69              | $5.11              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $7.69              | $4.51              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $23.08             | $14.73             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.0000%  | 0.0000% | $7.69              | $5.82              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $67280.98          | $49618.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 6.0000%  | 0.0000% | $7.69              | $5.64              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 5.0000%  | 0.0000% | $3818.05           | $3685.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 5.0000%  | 0.0000% | $56824.49          | $55532.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-05-01      | 3.0000%  | 0.0000% | $19146.15          | $4824.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-03-01      | 2.0000%  | 0.0000% | $7.75              | $3.57              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 2.0000%  | 0.0000% | $96930.24          | $52444.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-11-01      | 5.5000%  | 0.0000% | $7.69              | $7.72              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 4.5000%  | 0.0000% | $7.69              | $0.44              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 2.0000%  | 0.0000% | $8786.54           | $5801.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $237269.56         | $156945.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 4.0000%  | 0.0000% | $15.38             | $14.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $8109.56           | $8302.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 5.5000%  | 0.0000% | $7.69              | $6.91              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-10-01      | 4.5000%  | 0.0000% | $8495.00           | $6944.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-04-01      | 5.5000%  | 0.0000% | $7.69              | $6.31              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 5.0000%  | 0.0000% | $7.69              | $7.72              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-05-01      | 4.5000%  | 0.0000% | $7.69              | $7.45              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 4.5000%  | 0.0000% | $7.69              | $7.37              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-09-01      | 4.5000%  | 0.0000% | $2341.25           | $2295.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $188040.69         | $130763.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 7.5000%  | 0.0000% | $61.32             | $0.05              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 8.0000%  | 0.0000% | $9.32              | $0.00              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $7.69              | $0.70              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $7.69              | $0.37              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $7.69              | $0.88              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 4.5000%  | 0.0000% | $7.69              | $0.33              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $7.69              | $1.26              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-12-01      | 2.5000%  | 0.0000% | $7.69              | $0.20              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $7.87              | $6.92              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $7.69              | $1.43              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 4.0000%  | 0.0000% | $7.69              | $0.80              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $7.86              | $1.81              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $9115.38           | $1592.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $7.70              | $1.69              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 5.0000%  | 0.0000% | $7.69              | $0.09              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $7.69              | $6.98              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $7.69              | $7.33              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 7.5000%  | 0.0000% | $7.70              | $5.21              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $3181.92           | $2111.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 7.5000%  | 0.0000% | $3086.92           | $3267.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $7.69              | $7.99              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $7.70              | $6.08              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $7.69              | $7.66              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $8355.52           | $7665.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $10076.92          | $7924.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $7.69              | $6.38              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $7.69              | $5.90              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $7.69              | $7.80              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-09-01      | 5.0000%  | 0.0000% | $11216.15          | $10739.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $8850.51           | $9214.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $7.69              | $7.62              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 6.0000%  | 0.0000% | $7.69              | $7.60              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $7.69              | $5.55              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $7.69              | $5.75              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $7.69              | $6.24              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $8994.92           | $9262.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-02-01      | 6.0000%  | 0.0000% | $7882.43           | $6628.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $7765.48           | $8238.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $7.69              | $5.33              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $7.69              | $7.90              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $23.08             | $23.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $7.75              | $6.78              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $7.69              | $8.05              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 5.0000%  | 0.0000% | $120246.46         | $110336.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $7.69              | $7.44              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $7.70              | $7.98              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $7.75              | $7.77              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $8635.38           | $8972.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $9522.63           | $10028.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $8379.92           | $8856.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $39307.32          | $34312.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $22918.40          | $21237.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $7.69              | $7.74              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $7.69              | $7.92              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $7.69              | $8.04              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $7.71              | $8.13              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $9098.69           | $9550.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $7.75              | $7.88              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $7.69              | $7.74              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $7.69              | $7.83              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $7.69              | $7.87              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $7.69              | $7.77              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $7.69              | $7.99              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $7.70              | $8.06              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $7.69              | $8.06              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $7.69              | $7.74              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $7.69              | $7.73              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $7048.58           | $7478.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $8815.54           | $9350.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $14308.62          | $14728.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 6.0000%  | 0.0000% | $7.70              | $7.38              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $7.75              | $7.83              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $7.75              | $7.89              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $15.38             | $14.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $7.69              | $7.83              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $7.69              | $7.75              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $7.69              | $7.86              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $7.75              | $7.83              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $7.69              | $1.75              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $183199.29         | $39290.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2060-07-01      | 3.0000%  | 0.0000% | $7.69              | $3.68              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2062-06-01      | 4.0000%  | 0.0000% | $7.69              | $5.50              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $7.87              | $1.05              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-01-01      | 4.0000%  | 0.0000% | $7.69              | $1.39              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $7.87              | $1.88              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 2.5000%  | 0.0000% | $7.69              | $2.34              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $3852.91           | $1006.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $7.69              | $1.43              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 4.0000%  | 0.0000% | $7.75              | $1.35              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $7.98              | $2.15              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 4.0000%  | 0.0000% | $7.88              | $2.19              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 4.5000%  | 0.0000% | $7.69              | $1.69              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $7.69              | $1.12              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $7.69              | $1.23              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $7.72              | $1.44              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $3453.85           | $1121.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $7.69              | $3.67              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $7.69              | $6.59              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $7.69              | $5.18              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $21463.61          | $21819.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $7.69              | $4.68              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $13612.34          | $10078.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $7.69              | $5.99              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $7997.15           | $4619.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $20499.69          | $17322.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $7.76              | $1.62              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $7.70              | $1.77              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 3.5000%  | 0.0000% | $7.69              | $1.88              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $3305.23           | $1340.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $7.69              | $1.73              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $152.05            | $55.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $7.88              | $4.12              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $5977.16           | $2276.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $15.75             | $7.62              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $484.43            | $250.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $7.75              | $4.98              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 2.0000%  | 0.0000% | $3846.15           | $1420.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1325.10           | $785.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1120.45           | $713.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $9.85              | $5.97              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $7.88              | $4.92              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $7.69              | $5.11              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $118046.15         | $76850.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $4016.26           | $2592.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $7.69              | $4.89              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $192269.23         | $122330.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $7.69              | $4.93              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $15.85             | $10.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $23.08             | $14.81             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $10794.34          | $7911.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $15.38             | $10.63             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $3838.45           | $2729.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $12338.46          | $9560.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $107622.46         | $83454.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 5.0000%  | 0.0000% | $7.69              | $6.02              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $7.88              | $6.81              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $7.88              | $6.59              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $107897.97         | $103564.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $7.88              | $4.83              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $5514.47           | $4419.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $7.75              | $7.39              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $66050.95          | $60587.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $2307.69           | $2129.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1838.44           | $1739.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $7.75              | $6.83              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $199.88            | $194.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $28.69             | $27.31             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $23.26             | $23.88             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $60272.31          | $61786.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $52835.51          | $53181.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $7.69              | $8.07              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $7.69              | $8.14              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $8369.62           | $8639.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $33468.33          | $33836.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $7.88              | $7.42              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 6.5000%  | 0.0000% | $8.00              | $5.64              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 2.0000%  | 0.0000% | $15.38             | $12.39             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $7.75              | $6.42              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $7.88              | $7.42              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $131354.09         | $109709.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $82639.69          | $70989.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $7.69              | $6.76              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 1.5000%  | 0.0000% | $539205.91         | $446680.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $7.88              | $7.10              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $7.88              | $7.28              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $150833.28         | $144505.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $7.69              | $7.33              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $15.38             | $14.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $7.88              | $7.72              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $3905.92           | $4002.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $59587.32          | $53562.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $7.75              | $6.73              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $7.88              | $8.09              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.0000%  | 0.0000% | $10384.62          | $9749.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $132321.23         | $132560.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $15.38             | $15.82             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $15.38             | $13.67             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $7.69              | $7.03              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $53529.72          | $52390.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $33914.73          | $34834.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $17207.32          | $17390.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 4.5000%  | 0.0000% | $100.30            | $98.81             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $7.88              | $7.95              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $7.88              | $7.75              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $15.51             | $14.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $30980.84          | $31811.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $7.88              | $7.60              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $7.88              | $7.15              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $47.51             | $47.68             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $7.88              | $6.42              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $16.00             | $14.89             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $7.75              | $7.03              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $7.69              | $7.35              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $85203.69          | $76080.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $15.75             | $15.81             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $7.69              | $7.71              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.0000%  | 0.0000% | $334192.76         | $43651.72          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 7.0000%  | 0.0000% | $6652.25           | $7080.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.5000%  | 0.0000% | $6519.90           | $6864.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $7.69              | $0.65              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $7.69              | $0.86              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $7.69              | $0.68              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-20      | 3.0000%  | 0.0000% | $7.69              | $1.08              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $16246.15          | $1861.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $7.69              | $1.02              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $7.69              | $0.49              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $7.69              | $0.57              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $763833.48         | $350628.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $8.48              | $4.37              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $307.69            | $210.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $37347.75          | $27364.63          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $7.69              | $6.58              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $7.69              | $6.70              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $16565.38          | $15380.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $7.69              | $1.36              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $7.75              | $0.74              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $761.54            | $336.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-07-15      | 4.1400%  | 0.0000% | $76907.69          | $72552.81          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $9114.31           | $8984.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $7.69              | $8.04              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 7.0000%  | 0.0000% | $94503.54          | $13232.95          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-05-15      | 5.3900%  | 0.0000% | $7.69              | $7.88              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $7.69              | $8.02              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $7.69              | $7.50              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $25588.84          | $23986.24          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $7.69              | $3.02              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-08-15      | 6.3000%  | 0.0000% | $7.69              | $8.33              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $869.88            | $926.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $7.69              | $8.00              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $105582.03         | $108158.29         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-12-15      | 4.9500%  | 0.0000% | $7.69              | $7.64              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-09-15      | 5.7200%  | 0.0000% | $7.69              | $8.07              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $11538.89          | $12247.55          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $7.69              | $7.71              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4052.86           | $4232.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $7.69              | $7.73              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $23.15             | $23.83             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $7.69              | $8.05              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $34082.98          | $35520.54          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $8.05              | $8.54              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $26084.62          | $27644.38          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $12709.00          | $13046.85          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $7.69              | $8.07              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $7.69              | $8.07              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $23918.00          | $24553.80          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $8807.69           | $8225.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $7.88              | $7.45              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $7.88              | $8.03              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1627.15           | $1692.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $7.69              | $8.05              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $7.69              | $8.03              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $7.69              | $7.94              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $7.69              | $8.21              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $15.58             | $15.99             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $7.69              | $8.16              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $7.71              | $0.31              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $7.70              | $0.38              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-15      | 4.5000%  | 0.0000% | $7.69              | $0.52              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $7.69              | $2.87              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $7.88              | $2.15              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $8.00              | $3.66              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $7.69              | $3.72              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $7.88              | $5.34              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $7.69              | $4.65              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $7.69              | $7.75              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-20      | 5.5000%  | 0.0000% | $7.69              | $0.29              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $7.69              | $3.62              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0530%  | 0.0000% | $90456.23          | $88600.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0130%  | 0.0000% | $769230.77         | $767910.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.8030%  | 0.0000% | $769230.77         | $277861.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.6030%  | 0.0000% | $769230.77         | $380335.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5530%  | 0.0000% | $769230.77         | $388650.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.7030%  | 0.0000% | $769230.77         | $421026.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6530%  | 0.0000% | $384615.38         | $205260.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8030%  | 0.0000% | $769230.77         | $296503.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.2030%  | 0.0000% | $769230.77         | $244365.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.8030%  | 0.0000% | $769230.77         | $626034.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7530%  | 0.0000% | $769230.77         | $506259.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7530%  | 0.0000% | $81800.00          | $59731.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.8030%  | 0.0000% | $769230.77         | $642007.83         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-02-26      | 0.0000%  | 0.0000% | $38946.15          | $38852.02          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-05      | 0.0000%  | 0.0000% | $156573.85         | $156085.81         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-02      | 0.0000%  | 0.0000% | $64630.00          | $64247.65          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-12      | 0.0000%  | 0.0000% | $2253.08           | $2230.97           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 3.6250%  | 0.0000% | $384611.54         | $335808.53         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $1.54              | $1.28              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 2.5000%  | 0.0000% | $43623.08          | $31312.47          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $12990.77          | $8000.04           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $123276.92         | $91783.91          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $87837.69          | $79167.98          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $326822.31         | $300861.23         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 4.5000%  | 0.0000% | $8.46              | $8.33              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $2.31              | $2.24              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $3.85              | $3.79              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 4.7500%  | 0.0000% | $3886.92           | $3938.19           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $220073.08         | $218073.25         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-15      | 0.7500%  | 0.0000% | $358883.08         | $462709.71         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 1.7500%  | 0.0000% | $122852.31         | $121028.35         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $10573.08          | $10051.81          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-15      | 0.1250%  | 0.0000% | $17015.38          | $19295.35          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 1.2500%  | 0.0000% | $414044.62         | $391330.77         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $229224.62         | $225510.54         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $122.31            | $123.14            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $1040206.15        | $1056292.13        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 3.8750%  | 0.0000% | $230948.46         | $233750.98         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 3.5000%  | 0.0000% | $80737.69          | $81332.35          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 3.6250%  | 0.0000% | $86923.08          | $87554.39          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-15      | 4.1250%  | 0.0000% | $153830.77         | $154930.65         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-07-15      | 1.3750%  | 0.0000% | $665888.46         | $699761.77         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $0.77              | $0.79              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $187282.31         | $195737.70         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $24452.31          | $24459.81          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $375490.00         | $388934.53         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $507674.62         | $518996.83         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $5.38              | $5.55              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $0.77              | $0.77              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $145622.31         | $148035.39         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $3076923.08        | $3117227.68        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-09-30      | 3.6250%  | 0.0000% | $7858.46           | $7846.06           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $19853.85          | $19957.12          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $271785.38         | $276374.15         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.1250%  | 0.0000% | $191.54            | $196.33            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-15      | 1.6250%  | 0.0000% | $184613.85         | $194903.76         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 4.1250%  | 0.0000% | $38070.77          | $38778.89          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $404906.92         | $410933.17         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $320204.62         | $337240.18         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 4.2500%  | 0.0000% | $66282.31          | $68472.35          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-15      | 3.8750%  | 0.0000% | $70282.31          | $71780.10          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $100000.00         | $102343.55         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 4.0000%  | 0.0000% | $55468.46          | $56759.13          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $0.77              | $0.78              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $0.77              | $0.78              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-31      | 4.1250%  | 0.0000% | $225792.31         | $229335.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-15      | 3.8750%  | 0.0000% | $668360.77         | $676315.58         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.7500%  | 0.0000% | $115383.85         | $116089.04         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-15      | 3.8750%  | 0.0000% | $1346662.31        | $1358167.74        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-09-30      | 3.8750%  | 0.0000% | $798915.38         | $803408.99         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.3750%  | 0.0000% | $9515.38           | $9541.67           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.6250%  | 0.0000% | $4704.62           | $4681.19           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.3750%  | 0.0000% | $55676.15          | $55664.74          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-15      | 3.5000%  | 0.0000% | $418428.46         | $417762.86         | U.S. Treasuries (including strips)        |

### Security 57: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQJB0, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9EQJB0
- **C.18 - Value (incl. sponsor support):** $35800000.00
- **C.18.a - Value (excl. sponsor support):** $35800000.00
- **C.19 - Percentage of Net Assets:** 7.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $2363388.06        | $195458.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $6754716.98        | $495094.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $3893196.12        | $377869.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $9163505.65        | $1836328.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $1887770.31        | $438248.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $3274967.73        | $730197.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $217460.73         | $47363.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $252792.44         | $107865.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $12161.35          | $9058.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $3052930.61        | $2301211.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $732541.58         | $76493.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $20264150.94       | $1955687.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $1948600.75        | $188211.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $5604969.58        | $3761924.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $2193885.05        | $1613555.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $913949.43         | $692033.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1034340.00        | $780309.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $431732.66         | $320829.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1056318.11        | $796144.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $45563.11          | $19980.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $4583955.98        | $3757532.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $3759381.47        | $3769813.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1460560.77        | $1276976.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $7025747.30        | $5888108.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $3362528.87        | $2780065.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2436808.39        | $2439500.00        | Agency Mortgage-Backed Securities |

### Security 58: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQJK0, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV9EQJK0
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 5.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $6666666.67        | $1071599.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8030%  | 0.0000% | $693427.80         | $678989.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.7530%  | 0.0000% | $1666666.67        | $1534353.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.4998%  | 0.0000% | $6666666.67        | $1248663.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1666666.67        | $1185779.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.9530%  | 0.0000% | $3333333.33        | $1420877.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.9030%  | 0.0000% | $1666666.67        | $1041310.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $633333.33         | $668249.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.2130%  | 0.0000% | $3333333.33        | $1059228.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.2030%  | 0.0000% | $3333333.33        | $1059073.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.0530%  | 0.0000% | $3333333.33        | $1460852.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.9030%  | 0.0000% | $734959.80         | $287866.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.8530%  | 0.0000% | $1666666.67        | $735402.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.0030%  | 0.0000% | $3333333.33        | $1478569.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.8530%  | 0.0000% | $3333333.33        | $1600626.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.7030%  | 0.0000% | $1666666.67        | $1414303.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.8530%  | 0.0000% | $1460036.50        | $1239747.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.5530%  | 0.0000% | $1489336.33        | $832965.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.8030%  | 0.0000% | $1116533.33        | $941482.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.8030%  | 0.0000% | $1277350.77        | $1282193.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.8030%  | 0.0000% | $1584848.23        | $1588646.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $937600.00         | $921035.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $758233.33         | $748182.19         | Agency Collateralized Mortgage Obligation |

### Security 59: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9EQJL8, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV9EQJL8
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 5.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 5.5000%  | 0.0000% | $5136.38           | $21.77             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 2.5000%  | 0.0000% | $31.25             | $8.87              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $31.25             | $19.14             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $213780.50         | $165166.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $285804.00         | $197774.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1581380.66        | $1255737.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $31.25             | $19.49             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2030-08-01      | 3.5000%  | 0.0000% | $31.25             | $2.26              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 4.5000%  | 0.0000% | $31.25             | $18.15             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $31.25             | $14.25             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 4.0000%  | 0.0000% | $31.25             | $27.45             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $31.25             | $27.27             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.5000%  | 0.0000% | $31.25             | $17.02             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $103562.81         | $82595.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2046-01-01      | 5.0000%  | 0.0000% | $664588.75         | $671491.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2035-11-01      | 5.5000%  | 0.0000% | $31.25             | $31.35             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2051-04-25      | 2.5000%  | 0.0000% | $31.25             | $24.33             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.5000%  | 0.0000% | $73106.38          | $18072.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-11-01      | 3.5000%  | 0.0000% | $31.25             | $0.62              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-12-01      | 2.5000%  | 0.0000% | $31.25             | $0.83              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $52.00             | $11.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $31.25             | $6.86              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-07-01      | 2.5000%  | 0.0000% | $369586.84         | $14263.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $31.25             | $23.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $31.25             | $23.97             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $31.25             | $25.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $31.25             | $32.11             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $31.25             | $32.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $31.25             | $32.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $31.25             | $30.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $31.25             | $32.91             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $31.25             | $33.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $99175.38          | $99475.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $31.25             | $32.97             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $31.25             | $31.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $31.25             | $30.87             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $31.25             | $31.46             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $31.25             | $31.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $62.50             | $60.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 4.0000%  | 0.0000% | $31.25             | $8.03              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $31.25             | $4.90              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 4.5000%  | 0.0000% | $31.25             | $7.31              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $31.78             | $8.55              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $31.25             | $2.82              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $31.25             | $5.01              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $31.25             | $15.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $31.25             | $15.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $1229486.88        | $901159.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $319188.50         | $270736.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $31.25             | $20.94             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $31.25             | $31.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $19293.00          | $14954.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 4.1700%  | 0.0000% | $906068.75         | $884275.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $702395.97         | $146173.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $35.00             | $8.22              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $31.25             | $7.20              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $31.25             | $8.27              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $35.00             | $13.56             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $30817.50          | $12778.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $32.00             | $17.06             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $40.00             | $23.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1222287.03        | $801978.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $7317494.94        | $4431877.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $32.00             | $19.74             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $36.91             | $22.23             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $31.25             | $21.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $32.00             | $27.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $154297.81         | $129472.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $31.47             | $25.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $31.25             | $22.56             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $31.25             | $26.24             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $31.25             | $27.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $31.25             | $27.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $31.25             | $32.68             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $31.25             | $30.66             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $184182.72         | $158453.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 3.0000%  | 0.0000% | $31.25             | $25.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $32.78             | $32.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $32.00             | $32.14             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $32.00             | $31.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $31.50             | $30.39             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $652177.69         | $559415.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $76651.50          | $69396.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $31.25             | $29.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $31.25             | $5.75              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $31.25             | $14.87             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 4.0000%  | 0.0000% | $58.75             | $6.68              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $32.00             | $17.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $31.25             | $20.50             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $31.25             | $13.17             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $31.25             | $21.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $31.25             | $24.94             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $677230.00         | $465269.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 1.5000%  | 0.0000% | $31.25             | $18.05             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $32.00             | $27.66             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $31.25             | $25.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $64364.00          | $52543.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $32.50             | $22.46             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $32.00             | $28.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1146.50           | $1053.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $31.25             | $28.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $586454.00         | $571471.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $239743.75         | $242132.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $17561.78          | $17790.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $32.88             | $33.35             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-12-01      | 3.5000%  | 0.0000% | $31.25             | $2.65              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $52531.25          | $4980.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $2348868.00        | $276756.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $31.25             | $1.10              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $31.25             | $18.10             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $31.25             | $15.50             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $31.25             | $7.05              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 3.0000%  | 0.0000% | $31.25             | $5.65              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $31.25             | $15.36             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $31.25             | $17.22             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $34.44             | $19.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $31.25             | $23.85             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $31.25             | $23.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $68260.50          | $50805.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $31.47             | $19.22             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $31.25             | $25.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $344060.94         | $285142.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-01-01      | 5.0000%  | 0.0000% | $31.25             | $24.04             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $659773.16         | $544179.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 6.0000%  | 0.0000% | $31.25             | $0.76              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $31.25             | $2.97              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $31.25             | $30.89             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $135777.50         | $138545.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $31.25             | $32.39             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 7.0000%  | 0.0000% | $618927.00         | $592726.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $31.50             | $32.11             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $31.25             | $30.56             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $31332.16          | $30419.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $255343.75         | $255980.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $31.25             | $31.96             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $881282.00         | $831196.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $32.00             | $30.71             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $548183.00         | $523762.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 3.5000%  | 0.0000% | $31.25             | $29.05             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1362768.97        | $1360263.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 2.0000%  | 0.0000% | $31.25             | $25.49             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $31.25             | $29.06             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $31.25             | $32.09             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.5000%  | 0.0000% | $31.50             | $30.10             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $96.00             | $73.10             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $32.00             | $27.12             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $32.00             | $23.67             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $33.13             | $30.69             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $836945.00         | $756806.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1851996.00        | $1754669.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $377271.88         | $384387.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $296.50            | $293.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $32.50             | $32.99             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 7.0000%  | 0.0000% | $31.28             | $31.16             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $31.25             | $31.44             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $32.00             | $30.26             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $31.69             | $32.30             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $31.25             | $32.62             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $31.25             | $31.82             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $31.25             | $32.13             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $31.25             | $32.37             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $60325.59          | $60988.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $31.25             | $32.01             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.0000%  | 0.0000% | $31.25             | $31.67             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $31.25             | $31.61             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $6108021.19        | $5409784.16        | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Invesco Variable Insurance Funds

**Date:** 2026-02-06

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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