# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0002071691-26-007679
**Filing Date:** 2026-4
**Character Count:** 231490
**Document Hash:** fc11e6b9994e03eedbde0011b0867ae5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-007679.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0002071691-26-007679

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263

**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:** 811-07953

**BUSINESS ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 TRUST
- **DATE OF NAME CHANGE:** 19961125

## Series and Classes Contracts Data

### EQ/Money Market Portfolio (Series ID: S000009193)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000024982 | Class IA     |  |
| C000024983 | Class IB     |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001027263

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**Registrant Full Name:** EQ ADVISORS TRUST

**CIK Number of Registrant:** 0001027263

**LEI of Registrant:** 549300Q691FLN6WHB832

**Name of Series:** EQ/MONEY MARKET PORTFOLIO

**LEI of Series:** 549300F4FH6S9VRD8V13

**EDGAR Series Identifier:** S000009193

**Total number of share classes in the series:** 3

**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            | Equitable Investment Management Group, LLC                 | 801-72220         |
| Independent Public Accountant | PricewaterhouseCoopers, LLP<br>City: NEW YORK<br>State: NY |  |
| Administrator                 | Equitable Investment Management, LLC                       |  |
| Transfer Agent                | Equitable Financial Life Insurance Company<br>CIK: —       |  |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-17217

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 37 days

- **WAL:** 45 days

- **Total Value of Portfolio Securities:** $2883355852.19

- **Amortized Cost of Portfolio Securities:** $2883506841.34

- **Cash:** $1859707.58

- **Total Other Assets:** $3001950.60

- **Total Liabilities:** $56804072.35

- **Net Assets of Series:** $2831564427.17

- **Number of Shares Outstanding (Series):** 2830850529.5100

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $2391271324.74            | $2410578027.63             | 86.9300%                  | 87.6400%                   |
| 2026-03-03 | $2475756301.32            | $2495064927.23             | 87.6400%                  | 88.3200%                   |
| 2026-03-04 | $2559401405.84            | $2578711954.79             | 87.9900%                  | 88.6500%                   |
| 2026-03-05 | $3123790749.38            | $3143103221.36             | 89.9400%                  | 90.5000%                   |
| 2026-03-06 | $2262669807.48            | $2281984202.48             | 86.6200%                  | 87.3600%                   |
| 2026-03-09 | $2353512597.63            | $2372832761.71             | 87.0700%                  | 87.7800%                   |
| 2026-03-10 | $2458077656.31            | $2477399743.42             | 87.6500%                  | 88.3400%                   |
| 2026-03-11 | $2554024842.62            | $2573348852.76             | 88.0600%                  | 88.7200%                   |
| 2026-03-12 | $2608812368.13            | $2628138301.29             | 88.2800%                  | 88.9300%                   |
| 2026-03-13 | $2327952440.60            | $2356880296.80             | 87.0400%                  | 88.1300%                   |
| 2026-03-16 | $2425128211.46            | $2454061836.74             | 87.4900%                  | 88.5400%                   |
| 2026-03-17 | $2660895290.41            | $2689830838.72             | 88.4700%                  | 89.4300%                   |
| 2026-03-18 | $2604825789.90            | $2633763261.23             | 88.2500%                  | 89.2300%                   |
| 2026-03-19 | $3077244282.58            | $3096583676.94             | 90.1300%                  | 90.6900%                   |
| 2026-03-20 | $2358607975.47            | $2389349292.86             | 87.5000%                  | 88.6400%                   |
| 2026-03-23 | $2414031196.87            | $2444778283.35             | 87.7400%                  | 88.8600%                   |
| 2026-03-24 | $2536788967.64            | $2567537977.14             | 88.2600%                  | 89.3300%                   |
| 2026-03-25 | $2633179970.01            | $2663930902.54             | 88.6400%                  | 89.6800%                   |
| 2026-03-26 | $2674448672.20            | $2693801527.76             | 89.1300%                  | 89.7800%                   |
| 2026-03-27 | $2365760887.92            | $2385115666.50             | 87.8900%                  | 88.6100%                   |
| 2026-03-30 | $2446304731.35            | $2465665279.01             | 87.9900%                  | 88.6900%                   |
| 2026-03-31 | $2555073047.12            | $2574435517.81             | 88.4600%                  | 89.1300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7200%             |
| 2026-03-03 | 3.7200%             |
| 2026-03-04 | 3.7200%             |
| 2026-03-05 | 3.7200%             |
| 2026-03-06 | 3.7100%             |
| 2026-03-09 | 3.7100%             |
| 2026-03-10 | 3.7000%             |
| 2026-03-11 | 3.7000%             |
| 2026-03-12 | 3.7000%             |
| 2026-03-13 | 3.7000%             |
| 2026-03-16 | 3.7000%             |
| 2026-03-17 | 3.7000%             |
| 2026-03-18 | 3.7000%             |
| 2026-03-19 | 3.7000%             |
| 2026-03-20 | 3.6900%             |
| 2026-03-23 | 3.6800%             |
| 2026-03-24 | 3.6800%             |
| 2026-03-25 | 3.6800%             |
| 2026-03-26 | 3.6800%             |
| 2026-03-27 | 3.6900%             |
| 2026-03-30 | 3.6900%             |
| 2026-03-31 | 3.7000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0003                      |
|  |  |
| 2026-03-03 | 1.0003                      |
|  |  |
| 2026-03-04 | 1.0002                      |
|  |  |
| 2026-03-05 | 1.0002                      |
|  |  |
| 2026-03-06 | 1.0004                      |
|  |  |
| 2026-03-09 | 1.0003                      |
|  |  |
| 2026-03-10 | 1.0003                      |
|  |  |
| 2026-03-11 | 1.0002                      |
|  |  |
| 2026-03-12 | 1.0002                      |
|  |  |
| 2026-03-13 | 1.0003                      |
|  |  |
| 2026-03-16 | 1.0002                      |
|  |  |
| 2026-03-17 | 1.0002                      |
|  |  |
| 2026-03-18 | 1.0002                      |
|  |  |
| 2026-03-19 | 1.0001                      |
|  |  |
| 2026-03-20 | 1.0002                      |
|  |  |
| 2026-03-23 | 1.0002                      |
|  |  |
| 2026-03-24 | 1.0001                      |
|  |  |
| 2026-03-25 | 1.0002                      |
|  |  |
| 2026-03-26 | 1.0001                      |
|  |  |
| 2026-03-27 | 1.0002                      |
|  |  |
| 2026-03-30 | 1.0002                      |
|  |  |
| 2026-03-31 | 1.0002                      |
|  |  |

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

### Class: Class IA

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $661345342.66

- **Number of Shares Outstanding:** 660846412.2200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0008          |
|  |  |
| 2026-03-03 | 1.0008          |
|  |  |
| 2026-03-04 | 1.0008          |
|  |  |
| 2026-03-05 | 1.0007          |
|  |  |
| 2026-03-06 | 1.0008          |
|  |  |
| 2026-03-09 | 1.0007          |
|  |  |
| 2026-03-10 | 1.0008          |
|  |  |
| 2026-03-11 | 1.0007          |
|  |  |
| 2026-03-12 | 1.0007          |
|  |  |
| 2026-03-13 | 1.0008          |
|  |  |
| 2026-03-16 | 1.0007          |
|  |  |
| 2026-03-17 | 1.0007          |
|  |  |
| 2026-03-18 | 1.0007          |
|  |  |
| 2026-03-19 | 1.0007          |
|  |  |
| 2026-03-20 | 1.0007          |
|  |  |
| 2026-03-23 | 1.0007          |
|  |  |
| 2026-03-24 | 1.0006          |
|  |  |
| 2026-03-25 | 1.0007          |
|  |  |
| 2026-03-26 | 1.0006          |
|  |  |
| 2026-03-27 | 1.0007          |
|  |  |
| 2026-03-30 | 1.0007          |
|  |  |
| 2026-03-31 | 1.0007          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $2335695.48               | $814407.02              |
| 2026-03-03 | $1620857.46               | $1057416.91             |
| 2026-03-04 | $551855.42                | $2637205.37             |
| 2026-03-05 | $4574845.85               | $99795.71               |
| 2026-03-06 | $396127.98                | $2030512.75             |
| 2026-03-09 | $1928403.74               | $3917863.27             |
| 2026-03-10 | $3558444.27               | $2682398.31             |
| 2026-03-11 | $554678.44                | $2035867.48             |
| 2026-03-12 | $851768.49                | $1897188.16             |
| 2026-03-13 | $2532620.57               | $1720349.71             |
| 2026-03-16 | $6827210.55               | $993721.41              |
| 2026-03-17 | $11963645.64              | $3383064.37             |
| 2026-03-18 | $2662187.63               | $7529329.72             |
| 2026-03-19 | $175513.06                | $2686984.09             |
| 2026-03-20 | $5663427.12               | $2385085.45             |
| 2026-03-23 | $72044.06                 | $7609927.76             |
| 2026-03-24 | $5327666.91               | $787915.80              |
| 2026-03-25 | $342981.30                | $2538038.13             |
| 2026-03-26 | $686177.41                | $2177454.52             |
| 2026-03-27 | $316940.82                | $1941343.06             |
| 2026-03-30 | $1125791.49               | $907666.43              |
| 2026-03-31 | $2722372.15               | $2876514.66             |

**Total Gross Subscriptions (Month):** $56791255.84

**Total Gross Redemptions (Month):** $54710050.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.0500%           |
| 2026-03-03 | 3.0500%           |
| 2026-03-04 | 3.0500%           |
| 2026-03-05 | 3.0500%           |
| 2026-03-06 | 3.0400%           |
| 2026-03-09 | 3.0400%           |
| 2026-03-10 | 3.0400%           |
| 2026-03-11 | 3.0300%           |
| 2026-03-12 | 3.0300%           |
| 2026-03-13 | 3.0300%           |
| 2026-03-16 | 3.0300%           |
| 2026-03-17 | 3.0400%           |
| 2026-03-18 | 3.0300%           |
| 2026-03-19 | 3.0300%           |
| 2026-03-20 | 3.0300%           |
| 2026-03-23 | 3.0200%           |
| 2026-03-24 | 3.0100%           |
| 2026-03-25 | 3.0200%           |
| 2026-03-26 | 3.0200%           |
| 2026-03-27 | 3.0200%           |
| 2026-03-30 | 3.0300%           |
| 2026-03-31 | 3.0300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category        | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | Employee Benefit Plan | 12.0000%         | 0.0000%              |
| Other                     | Employee Benefit Plan | 13.0000%         | 0.0000%              |
| Non-financial corporation |  | 8.0000%          | 0.0000%              |
| Broker-dealer             |  | 8.0000%          | 0.0000%              |

### Class: Class IB

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $2170219084.51

- **Number of Shares Outstanding:** 2170004117.2900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0002          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0001          |
|  |  |
| 2026-03-13 | 1.0001          |
|  |  |
| 2026-03-16 | 1.0001          |
|  |  |
| 2026-03-17 | 1.0001          |
|  |  |
| 2026-03-18 | 1.0001          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 1.0001          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 1.0000          |
|  |  |
| 2026-03-27 | 1.0001          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $99648421.35              | $6062058.32             |
| 2026-03-03 | $100006110.67             | $9467208.35             |
| 2026-03-04 | $93900378.40              | $8404542.35             |
| 2026-03-05 | $567032417.92             | $5873272.70             |
| 2026-03-06 | $2890025.55               | $871168940.46           |
| 2026-03-09 | $96327619.84              | $12063331.61            |
| 2026-03-10 | $104653551.69             | $12550158.46            |
| 2026-03-11 | $94623845.40              | $6374333.29             |
| 2026-03-12 | $100440620.29             | $11691425.61            |
| 2026-03-13 | $33843503.83              | $315764794.54           |
| 2026-03-16 | $83198434.84              | $6476610.28             |
| 2026-03-17 | $246775667.38             | $9750321.28             |
| 2026-03-18 | $81255149.17              | $132765518.09           |
| 2026-03-19 | $489750899.98             | $3019756.06             |
| 2026-03-20 | $4451178.99               | $726719211.73           |
| 2026-03-23 | $78232315.69              | $29685641.58            |
| 2026-03-24 | $122112701.88             | $15063559.85            |
| 2026-03-25 | $106395236.75             | $11056748.93            |
| 2026-03-26 | $83775727.65              | $24963904.20            |
| 2026-03-27 | $19409435.66              | $326823044.15           |
| 2026-03-30 | $71041507.88              | $11186971.42            |
| 2026-03-31 | $96429951.57              | $8325976.29             |

**Total Gross Subscriptions (Month):** $2776194702.38

**Total Gross Redemptions (Month):** $2565257329.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.0500%           |
| 2026-03-03 | 3.0500%           |
| 2026-03-04 | 3.0500%           |
| 2026-03-05 | 3.0500%           |
| 2026-03-06 | 3.0400%           |
| 2026-03-09 | 3.0400%           |
| 2026-03-10 | 3.0300%           |
| 2026-03-11 | 3.0300%           |
| 2026-03-12 | 3.0300%           |
| 2026-03-13 | 3.0300%           |
| 2026-03-16 | 3.0300%           |
| 2026-03-17 | 3.0300%           |
| 2026-03-18 | 3.0300%           |
| 2026-03-19 | 3.0300%           |
| 2026-03-20 | 3.0300%           |
| 2026-03-23 | 3.0200%           |
| 2026-03-24 | 3.0100%           |
| 2026-03-25 | 3.0100%           |
| 2026-03-26 | 3.0200%           |
| 2026-03-27 | 3.0200%           |
| 2026-03-30 | 3.0300%           |
| 2026-03-31 | 3.0300%           |

## Part C: Schedule of Portfolio Securities

### Security 1: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12862356.51
- **C.18.a - Value (excl. sponsor support):** $12862356.51
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: Aa1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 2: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39527749.64
- **C.18.a - Value (excl. sponsor support):** $39527749.64
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: Aa1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 3: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B41, C.4 - ISIN: US3130B9B418, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16998563.50
- **C.18.a - Value (excl. sponsor support):** $16998563.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $42943674.30
- **C.18.a - Value (excl. sponsor support):** $42943674.30
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 5: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B58, C.4 - ISIN: US3130B9B582, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16997050.50
- **C.18.a - Value (excl. sponsor support):** $16997050.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7094270.04
- **C.18.a - Value (excl. sponsor support):** $7094270.04
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 7: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VY9, C.4 - ISIN: US313385VY98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3491954.55
- **C.18.a - Value (excl. sponsor support):** $3491954.55
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82A9, C.4 - ISIN: US3130B82A96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $25999170.60
- **C.18.a - Value (excl. sponsor support):** $25999170.60
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3506445.60
- **C.18.a - Value (excl. sponsor support):** $3506445.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 10: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24717702.50
- **C.18.a - Value (excl. sponsor support):** $24717702.50
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 11: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14462364.21
- **C.18.a - Value (excl. sponsor support):** $14462364.21
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 12: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5200151.32
- **C.18.a - Value (excl. sponsor support):** $5200151.32
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: Aa1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 13: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K27, C.4 - ISIN: US3130B8K270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9499584.85
- **C.18.a - Value (excl. sponsor support):** $9499584.85
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8245294.68
- **C.18.a - Value (excl. sponsor support):** $8245294.68
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 15: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $6013803.60
- **C.18.a - Value (excl. sponsor support):** $6013803.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: Aa1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 16: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18791449.74
- **C.18.a - Value (excl. sponsor support):** $18791449.74
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's: Aa1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 17: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VR4, C.4 - ISIN: US313385VR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7188460.56
- **C.18.a - Value (excl. sponsor support):** $7188460.56
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72D5, C.4 - ISIN: US3130B72D53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11999637.60
- **C.18.a - Value (excl. sponsor support):** $11999637.60
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8L91, C.4 - ISIN: US3130B8L914, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11191277.44
- **C.18.a - Value (excl. sponsor support):** $11191277.44
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ZS3SN12
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 4.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** No

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2033-03-31      | 4.2500%  | N/A     | $121771700.00      | $122400041.97      | U.S. Treasuries (including strips) |

### Security 21: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24284552.50
- **C.18.a - Value (excl. sponsor support):** $24284552.50
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 22: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9917515.00
- **C.18.a - Value (excl. sponsor support):** $9917515.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: Aa1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 23: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $13683109.86
- **C.18.a - Value (excl. sponsor support):** $13683109.86
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 24: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17812994.40
- **C.18.a - Value (excl. sponsor support):** $17812994.40
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 25: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11988914.74
- **C.18.a - Value (excl. sponsor support):** $11988914.74
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 26: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KQ2, C.4 - ISIN: US3130B9KQ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4999458.00
- **C.18.a - Value (excl. sponsor support):** $4999458.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $27804699.18
- **C.18.a - Value (excl. sponsor support):** $27804699.18
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 28: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4946029.50
- **C.18.a - Value (excl. sponsor support):** $4946029.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6L6, C.4 - ISIN: US3130BA6L62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7999516.80
- **C.18.a - Value (excl. sponsor support):** $7999516.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **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: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ZS3SN0F
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 10.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** No

**Collateral:**
| Issuer Name                                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank-Agency Debentures and Agency Strips | 2032-05-17      | 4.3000%  | N/A     | $25000000.00       | $25063413.89       | Agency Debentures and Agency Strips |
| United States Treasury-U.S. Treasuries (including strips)    | 2031-03-31      | 3.8750%  | N/A     | $163567500.00      | $162800368.43      | U.S. Treasuries (including strips)  |
| Federal Home Loan Banks-Agency Debentures and Agency Strips  | 2031-05-12      | 2.0000%  | N/A     | $10000000.00       | $9066722.22        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips  | 2034-08-14      | 4.3750%  | N/A     | $25000000.00       | $24198545.14       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips | 2031-06-30      | 1.9400%  | N/A     | $25000000.00       | $22536250.00       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips | 2032-05-03      | 4.0900%  | N/A     | $40000000.00       | $39829377.78       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips | 2031-09-02      | 1.7300%  | N/A     | $10000000.00       | $8854906.11        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips | 2029-09-10      | 1.2300%  | N/A     | $15000000.00       | $13681612.50       | Agency Debentures and Agency Strips |

### Security 31: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7089740.64
- **C.18.a - Value (excl. sponsor support):** $7089740.64
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 32: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84L3, C.4 - ISIN: US3130B84L34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12697811.79
- **C.18.a - Value (excl. sponsor support):** $12697811.79
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6899672.25
- **C.18.a - Value (excl. sponsor support):** $6899672.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4006498.80
- **C.18.a - Value (excl. sponsor support):** $4006498.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4012656.00
- **C.18.a - Value (excl. sponsor support):** $4012656.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87L0, C.4 - ISIN: US3130B87L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6899696.40
- **C.18.a - Value (excl. sponsor support):** $6899696.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10713653.50
- **C.18.a - Value (excl. sponsor support):** $10713653.50
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12934594.40
- **C.18.a - Value (excl. sponsor support):** $12934594.40
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.
- **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: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ZS3SN13
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 10.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** No

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.5000%  | N/A     | $1000.00           | $1017.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-08-20      | 4.3833%  | N/A     | $400000.00         | $36677.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.0000%  | N/A     | $1891518.00        | $31468.15          | Agency Debentures and Agency Strips       |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-12-20      | 4.2500%  | N/A     | $2000.00           | $596.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 2.2381%  | N/A     | $147517184.00      | $3474589.07        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-06-20      | 2.3305%  | N/A     | $20000000.00       | $128869.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 3.5000%  | N/A     | $10303872.00       | $4853673.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-04-25      | 4.7722%  | N/A     | $19000000.00       | $18931056.06       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 2.1381%  | N/A     | $66666624.00       | $1984135.31        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-02-01      | 5.5000%  | N/A     | $1832038.00        | $13151.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.5881%  | N/A     | $50000000.00       | $1823006.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1019.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 4.2820%  | N/A     | $10981472.00       | $10853157.16       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 4.7729%  | N/A     | $100000000.00      | $69131373.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 2.3271%  | N/A     | $43596800.00       | $3338693.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 0.8438%  | N/A     | $261135040.00      | $4329343.51        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.5000%  | N/A     | $477570.00         | $499689.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 4.5000%  | N/A     | $2442520.00        | $1850329.05        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.3105%  | N/A     | $15387232.00       | $594530.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-02-15      | 2.4133%  | N/A     | $53650944.00       | $991942.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 2.0771%  | N/A     | $96532096.00       | $6107745.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-09-15      | 4.5300%  | N/A     | $1002.00           | $969.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | N/A     | $2257712.00        | $2312042.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 3.5000%  | N/A     | $33000.00          | $3312.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-04-25      | 1.2500%  | N/A     | $232366848.00      | $6407128.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.2881%  | N/A     | $75000000.00       | $1171775.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 2.2381%  | N/A     | $93671040.00       | $2459487.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | N/A     | $24503.00          | $24512.50          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 4.0000%  | N/A     | $1000.00           | $247.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 2.5105%  | N/A     | $33710528.00       | $2943014.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-02-01      | 3.5000%  | N/A     | $150000.00         | $485.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-02-01      | 4.0000%  | N/A     | $108667.00         | $21345.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 2.7771%  | N/A     | $50000000.00       | $2072152.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 1.6771%  | N/A     | $100000000.00      | $3843384.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-04-15      | 2.2133%  | N/A     | $46303120.00       | $936110.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.2881%  | N/A     | $115320320.00      | $2882439.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-08-15      | 4.5000%  | N/A     | $1464.00           | $1420.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 3.4881%  | N/A     | $58524800.00       | $3513203.70        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 6.0000%  | N/A     | $2314550.00        | $12601.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.2771%  | N/A     | $67000000.00       | $4803791.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 6.5000%  | N/A     | $51180096.00       | $53985260.00       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-05-01      | 5.0000%  | N/A     | $1314382.00        | $2340.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-08-15      | 2.3133%  | N/A     | $121841120.00      | $994320.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 6.5000%  | N/A     | $4002.00           | $4353.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-02-15      | 8.0000%  | N/A     | $25000.00          | $392.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-03-20      | 2.5000%  | N/A     | $66123.00          | $354.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 3.5000%  | N/A     | $6917000.00        | $1905070.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 1.0000%  | N/A     | $7228904.00        | $151638.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-20      | 4.5000%  | N/A     | $2000.00           | $111.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 2.0271%  | N/A     | $185000000.00      | $7122738.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 1.6381%  | N/A     | $200000000.00      | $7416549.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-04-25      | 2.2236%  | N/A     | $16014240.00       | $212705.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.0000%  | N/A     | $2604356.00        | $57886.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.1271%  | N/A     | $150000000.00      | $2180028.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 2.3081%  | N/A     | $125000000.00      | $2704948.85        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 4.3290%  | N/A     | $3637244.00        | $812.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 1.0000%  | N/A     | $1660204.00        | $30161.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.3381%  | N/A     | $120025984.00      | $959507.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 2.5000%  | N/A     | $82974.00          | $39203.44          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-05-15      | 5.5000%  | N/A     | $8655856.00        | $12813.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 3.4881%  | N/A     | $69834624.00       | $6529048.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-01-01      | 3.8800%  | N/A     | $23983168.00       | $18079981.10       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 1.5881%  | N/A     | $110000000.00      | $3315499.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 5.5000%  | N/A     | $51000.00          | $44570.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.9271%  | N/A     | $200000000.00      | $4816895.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-11-01      | 4.5000%  | N/A     | $1000000.00        | $23963.54          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-20      | 4.0000%  | N/A     | $1018.00           | $943.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6771%  | N/A     | $114794112.00      | $4517470.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.5000%  | N/A     | $28675072.00       | $28006611.43       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 2.4771%  | N/A     | $91416448.00       | $2785456.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.8271%  | N/A     | $50000000.00       | $1231760.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6971%  | N/A     | $130000000.00      | $3825058.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.6571%  | N/A     | $250000000.00      | $1920143.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.5000%  | N/A     | $88200.00          | $63439.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-06-01      | 4.0000%  | N/A     | $525000.00         | $80934.95          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 0.5771%  | N/A     | $39795008.00       | $598521.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.0271%  | N/A     | $50000000.00       | $777943.93         | Agency Collateralized Mortgage Obligation |

### Security 40: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H52, C.4 - ISIN: US3130B9H522, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9598298.88
- **C.18.a - Value (excl. sponsor support):** $9598298.88
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25875948.85
- **C.18.a - Value (excl. sponsor support):** $25875948.85
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1503416.40
- **C.18.a - Value (excl. sponsor support):** $1503416.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: Aa1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JP6, C.4 - ISIN: US3130B9JP65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6299209.35
- **C.18.a - Value (excl. sponsor support):** $6299209.35
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JS2, C.4 - ISIN: US3130B8JS22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11592077.20
- **C.18.a - Value (excl. sponsor support):** $11592077.20
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TV4, C.4 - ISIN: US3130B8TV41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11999268.00
- **C.18.a - Value (excl. sponsor support):** $11999268.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FS4, C.4 - ISIN: US3130B9FS41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4799497.92
- **C.18.a - Value (excl. sponsor support):** $4799497.92
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N30, C.4 - ISIN: US3130B9N306, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6999307.00
- **C.18.a - Value (excl. sponsor support):** $6999307.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25629985.49
- **C.18.a - Value (excl. sponsor support):** $25629985.49
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: Aa1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ZS3SN0G
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 15.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** No

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | N/A     | $2829800.00        | $2952026.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | N/A     | $100.00            | $107.90            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | N/A     | $200.00            | $163.07            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 3.2500%  | N/A     | $400.00            | $395.59            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | N/A     | $100.00            | $66.95             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | N/A     | $66920200.00       | $40511334.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.3750%  | N/A     | $6616000.00        | $6617262.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 0.0000%  | N/A     | $7000.00           | $1661.17           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | N/A     | $2089200.00        | $1980397.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | N/A     | $1026500.00        | $1139964.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | N/A     | $12953500.00       | $12992334.74       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 0.0000%  | N/A     | $96604800.00       | $49979555.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | N/A     | $51465600.00       | $50969435.79       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | N/A     | $3961500.00        | $1942756.33        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-15      | 2.7500%  | N/A     | $58400.00          | $54109.97          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | N/A     | $35914000.00       | $36071314.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 0.0000%  | N/A     | $2424659.18        | $1458173.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-07-15      | 1.3750%  | N/A     | $100.00            | $104.85            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | N/A     | $70314600.00       | $71999905.77       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 0.0000%  | N/A     | $134602400.00      | $68755578.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | N/A     | $14099500.00       | $10166276.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1250%  | N/A     | $24999900.00       | $28653485.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 0.0000%  | N/A     | $95600.00          | $91579.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | N/A     | $6270200.00        | $6051581.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 0.0000%  | N/A     | $13843107.83       | $7496998.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | N/A     | $16315800.00       | $11698243.77       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | N/A     | $12249600.00       | $10232886.43       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | N/A     | $25955700.00       | $23352810.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-15      | 0.2500%  | N/A     | $3814000.00        | $4716440.60        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 0.0000%  | N/A     | $61.23             | $37.31             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | N/A     | $300.00            | $332.83            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | N/A     | $2000.00           | $1980.67           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 0.0000%  | N/A     | $645747.77         | $199246.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 2.5000%  | N/A     | $5761400.00        | $3984899.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-21      | 0.0000%  | N/A     | $4952000.00        | $4926596.24        | U.S. Treasuries (including strips) |

### Security 50: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17363548.09
- **C.18.a - Value (excl. sponsor support):** $17363548.09
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: FFCB

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW94, C.4 - ISIN: US3133ETW940, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6799565.48
- **C.18.a - Value (excl. sponsor support):** $6799565.48
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17722392.27
- **C.18.a - Value (excl. sponsor support):** $17722392.27
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3999826.40
- **C.18.a - Value (excl. sponsor support):** $3999826.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8638274.37
- **C.18.a - Value (excl. sponsor support):** $8638274.37
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $13783666.32
- **C.18.a - Value (excl. sponsor support):** $13783666.32
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Moody's: Aa1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15006882.00
- **C.18.a - Value (excl. sponsor support):** $15006882.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's: Aa1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VW3, C.4 - ISIN: US313385VW33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8681740.44
- **C.18.a - Value (excl. sponsor support):** $8681740.44
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3009954.00
- **C.18.a - Value (excl. sponsor support):** $3009954.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1205403.36
- **C.18.a - Value (excl. sponsor support):** $1205403.36
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JM3, C.4 - ISIN: US3130B9JM35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $17698569.84
- **C.18.a - Value (excl. sponsor support):** $17698569.84
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 61: United States of America

- **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):** $15346447.70
- **C.18.a - Value (excl. sponsor support):** $15346447.70
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14298581.44
- **C.18.a - Value (excl. sponsor support):** $14298581.44
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YT7, C.4 - ISIN: US313385YT76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8422756.25
- **C.18.a - Value (excl. sponsor support):** $8422756.25
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 64: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97E4, C.4 - ISIN: US3130B97E46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29993880.00
- **C.18.a - Value (excl. sponsor support):** $29993880.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 65: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2949436.80
- **C.18.a - Value (excl. sponsor support):** $2949436.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $26778546.60
- **C.18.a - Value (excl. sponsor support):** $26778546.60
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Moody's: Aa1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7, C.4 - ISIN: US3130B8EJ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11999582.40
- **C.18.a - Value (excl. sponsor support):** $11999582.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 68: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ER9, C.4 - ISIN: US3130B8ER93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5999842.20
- **C.18.a - Value (excl. sponsor support):** $5999842.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 69: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F27, C.4 - ISIN: US313385F276, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8854205.40
- **C.18.a - Value (excl. sponsor support):** $8854205.40
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-09
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 70: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99798750.00
- **C.18.a - Value (excl. sponsor support):** $99798750.00
- **C.19 - Percentage of Net Assets:** 3.5200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 71: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15851594.90
- **C.18.a - Value (excl. sponsor support):** $15851594.90
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 72: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.4 - ISIN: US912797UG01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6881950.60
- **C.18.a - Value (excl. sponsor support):** $6881950.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: Aa1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 73: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7724867.20
- **C.18.a - Value (excl. sponsor support):** $7724867.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 74: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $20169469.72
- **C.18.a - Value (excl. sponsor support):** $20169469.72
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: Aa1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 75: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SD5, C.4 - ISIN: US3130B8SD51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5499662.85
- **C.18.a - Value (excl. sponsor support):** $5499662.85
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 76: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $23912738.40
- **C.18.a - Value (excl. sponsor support):** $23912738.40
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 77: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44711005.50
- **C.18.a - Value (excl. sponsor support):** $44711005.50
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 78: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2998198.80
- **C.18.a - Value (excl. sponsor support):** $2998198.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 79: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3574207.44
- **C.18.a - Value (excl. sponsor support):** $3574207.44
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 80: Banco Santander SA

- **C.1 - Title:** Banco Santander SA
- **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: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ZS3SN14
- **C.18 - Value (incl. sponsor support):** $484000000.00
- **C.18.a - Value (excl. sponsor support):** $484000000.00
- **C.19 - Percentage of Net Assets:** 17.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** No

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | N/A     | $13192.00          | $11929.01          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-07-20      | 3.0000%  | N/A     | $1024.00           | $524.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1086.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-06-15      | 4.9200%  | N/A     | $1000.00           | $978.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $562.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $650.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-07-20      | 0.9068%  | N/A     | $93962207.00       | $8179095.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-06-01      | 5.0000%  | N/A     | $1000.00           | $852.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-10-01      | 4.5000%  | N/A     | $1000.00           | $105.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $569.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.5000%  | N/A     | $23354542.00       | $3812793.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.5771%  | N/A     | $40000000.00       | $2841923.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | N/A     | $1000.00           | $1018.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.0000%  | N/A     | $1025.00           | $559.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1014.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | N/A     | $1000.00           | $1029.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $944.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $2003.00           | $2055.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-12-01      | 2.0000%  | N/A     | $1003.00           | $681.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 1.3771%  | N/A     | $204393723.00      | $8043910.22        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-05-31      | 4.0000%  | N/A     | $31100.00          | $31620.54          | U.S. Treasuries (including strips)        |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 3.0000%  | N/A     | $1024.00           | $131.32            | Agency Mortgage-Backed Securities         |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-03-31      | 3.6250%  | N/A     | $200.00            | $199.27            | U.S. Treasuries (including strips)        |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 4.0000%  | N/A     | $52489360.00       | $8455149.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 5.0000%  | N/A     | $1000.00           | $371.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-01-15      | 4.4500%  | N/A     | $1000.00           | $947.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.6271%  | N/A     | $200000000.00      | $10295575.31       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-03-01      | 2.0000%  | N/A     | $1008.00           | $451.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-08-01      | 4.5000%  | N/A     | $1000.00           | $942.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-20      | 4.0000%  | N/A     | $1024.00           | $94.84             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.5000%  | N/A     | $1003.00           | $1038.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 4.0000%  | N/A     | $1000.00           | $89.79             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-03-01      | 2.0000%  | N/A     | $1000.00           | $802.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-04-01      | 1.5000%  | N/A     | $1000.00           | $432.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $563.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-02-01      | 4.0000%  | N/A     | $257937.00         | $34464.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.5071%  | N/A     | $152733502.00      | $6381468.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.5000%  | N/A     | $1000.00           | $1022.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $980.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | N/A     | $52704163.00       | $7135731.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1017.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.0000%  | N/A     | $1024.00           | $951.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.0000%  | N/A     | $1000.00           | $995.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-03-15      | 4.0000%  | N/A     | $5000.00           | $649.12            | Agency Mortgage-Backed Securities         |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-08-15      | 1.2500%  | N/A     | $200.00            | $173.84            | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $904.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 4.0000%  | N/A     | $1100.00           | $152.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-02-15      | 4.3500%  | N/A     | $1000.00           | $942.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 6.5000%  | N/A     | $1008.00           | $557.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-05-20      | 6.5000%  | N/A     | $1000.00           | $211.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 3.5000%  | N/A     | $23079.00          | $3398.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-01-01      | 4.0000%  | N/A     | $2048.00           | $685.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-01-01      | 5.5000%  | N/A     | $3760.00           | $152.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.5000%  | N/A     | $1008.00           | $800.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | N/A     | $11283900.00       | $9587409.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-02-01      | 2.5000%  | N/A     | $5883416.00        | $1026299.90        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.5000%  | N/A     | $1024.00           | $1041.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $998.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 3.4881%  | N/A     | $56131568.00       | $6012066.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $423.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-08-01      | 3.5000%  | N/A     | $1024.00           | $291.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-12-01      | 3.0000%  | N/A     | $1000.00           | $121.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $816.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.5000%  | N/A     | $1024.00           | $462.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 1.7171%  | N/A     | $106728238.00      | $3697045.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1045.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.5000%  | N/A     | $4000.00           | $2182.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.4771%  | N/A     | $118000000.00      | $4799624.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 6.0000%  | N/A     | $1000.00           | $1035.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-20      | 4.0000%  | N/A     | $1000.00           | $286.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.9771%  | N/A     | $57100000.00       | $2539940.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 3.0000%  | N/A     | $22792314.00       | $1572085.49        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 3.5271%  | N/A     | $54365903.00       | $5318819.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-12-01      | 3.5000%  | N/A     | $1000.00           | $125.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.0000%  | N/A     | $1008.00           | $1003.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1012.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $740.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.5000%  | N/A     | $13705100.00       | $11603572.19       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $811.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.5000%  | N/A     | $1024.00           | $754.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-25      | 0.5289%  | N/A     | $200000000.00      | $8449701.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $867.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $103.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $2055.00           | $2095.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-20      | 2.5000%  | N/A     | $1000.00           | $11.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1013.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | N/A     | $1024.00           | $349.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.5000%  | N/A     | $3000.00           | $2112.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | N/A     | $1024.00           | $853.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | N/A     | $1001.00           | $1016.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-08-20      | 4.5000%  | N/A     | $1000.00           | $50.95             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $740.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 4.5000%  | N/A     | $1000.00           | $898.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-03-01      | 1.5000%  | N/A     | $1000.00           | $442.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-09-20      | 4.5000%  | N/A     | $1000.00           | $369.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-12-20      | 4.0000%  | N/A     | $2000.00           | $228.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 3.4771%  | N/A     | $68787430.00       | $7671049.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-11-01      | 5.0000%  | N/A     | $1000.00           | $643.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 2.0000%  | N/A     | $14404964.00       | $9202904.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-12-01      | 2.0000%  | N/A     | $4222000.00        | $2978392.16        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 6.0000%  | N/A     | $1000.00           | $1036.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-04-20      | 3.0000%  | N/A     | $1000.00           | $97.65             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $805.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-09-20      | 3.5000%  | N/A     | $1000.00           | $89.08             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.5000%  | N/A     | $1000.00           | $1020.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $277.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 4.0000%  | N/A     | $1013.00           | $231.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-10-01      | 6.0000%  | N/A     | $8104.00           | $134.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-02-01      | 3.5000%  | N/A     | $1000.00           | $225.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 7.0000%  | N/A     | $1188488.00        | $1247711.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | N/A     | $1008.00           | $953.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $745.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 4.0000%  | N/A     | $1998.00           | $383.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 2.2271%  | N/A     | $53115600.00       | $3407737.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-12-15      | 5.2500%  | N/A     | $1000.00           | $1016.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $660.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-01-20      | 3.0000%  | N/A     | $4000.00           | $993.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 3.0000%  | N/A     | $10833333.00       | $1031970.66        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.5000%  | N/A     | $3000.00           | $3158.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $982.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 3.5000%  | N/A     | $1000.00           | $201.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.0000%  | N/A     | $1000.00           | $1005.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-20      | 3.0000%  | N/A     | $2000.00           | $463.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $749.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.5000%  | N/A     | $1007.00           | $1022.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-05-01      | 4.0000%  | N/A     | $1024.00           | $610.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | N/A     | $11977600.00       | $11902482.04       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 1.7271%  | N/A     | $146310961.00      | $6656176.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $1053.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-04-01      | 5.5000%  | N/A     | $1000.00           | $750.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 3.5271%  | N/A     | $74074285.00       | $8118436.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | N/A     | $1040.00           | $965.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.5000%  | N/A     | $1000.00           | $1015.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.0000%  | N/A     | $1000.00           | $995.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 6.0000%  | N/A     | $1000.00           | $1042.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-09-01      | 3.0000%  | N/A     | $74469590.00       | $17876957.57       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 4.1800%  | N/A     | $32054593.00       | $32077939.42       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 4.5000%  | N/A     | $1000.00           | $155.12            | Agency Mortgage-Backed Securities         |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-08-15      | 3.8750%  | N/A     | $1300.00           | $1272.37           | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $503.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-09-01      | 3.0000%  | N/A     | $1000.00           | $148.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-11-01      | 3.5000%  | N/A     | $1000.00           | $4.72              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-02-01      | 2.0000%  | N/A     | $1008.00           | $506.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1031.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-08-15      | 6.2200%  | N/A     | $2000.00           | $2132.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $981.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1008.00           | $991.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-08-01      | 3.5000%  | N/A     | $1000.00           | $121.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 4.0000%  | N/A     | $1020.00           | $101.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $25080730.00       | $16947494.60       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 2.0000%  | N/A     | $1024.00           | $652.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 3.0000%  | N/A     | $1000.00           | $158.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 3.0000%  | N/A     | $1000.00           | $264.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-04-15      | 5.7900%  | N/A     | $1000.00           | $1045.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-02-25      | 2.5000%  | N/A     | $1000.00           | $603.11            | Agency Debentures and Agency Strips       |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-02-15      | 4.9500%  | N/A     | $1000.00           | $977.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1035.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 4.5000%  | N/A     | $1000.00           | $819.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 3.0000%  | N/A     | $1000.00           | $259.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 3.5000%  | N/A     | $1024.00           | $238.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $834.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 5.0000%  | N/A     | $1013.00           | $9.13              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $913.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | N/A     | $686554.00         | $484273.14         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 4.5000%  | N/A     | $1000.00           | $800.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $1024.00           | $683.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-02-01      | 3.0000%  | N/A     | $2332068.00        | $144279.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $908.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2063-06-01      | 2.5000%  | N/A     | $17875568.00       | $11156470.67       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-02-20      | 4.0000%  | N/A     | $1040.00           | $98.66             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | N/A     | $1024.00           | $1052.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 3.9100%  | N/A     | $4346711.00        | $4296412.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-01-15      | 6.2000%  | N/A     | $1000.00           | $1068.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1047.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | N/A     | $2064.00           | $1578.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.0000%  | N/A     | $1000.00           | $996.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $965.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 2.5000%  | N/A     | $1024.00           | $388.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | N/A     | $78000000.00       | $7402012.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.5000%  | N/A     | $2006.00           | $2044.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-07-01      | 2.5000%  | N/A     | $1000.00           | $38.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $216.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $24939904.00       | $16945621.50       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $765.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-12-25      | 4.8619%  | N/A     | $8286261.00        | $8067927.13        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-08-01      | 6.0000%  | N/A     | $1000.00           | $4.51              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | N/A     | $1001.00           | $994.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-09-01      | 5.0000%  | N/A     | $1000.00           | $930.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 2.9771%  | N/A     | $28489649.00       | $4256078.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 3.5000%  | N/A     | $1024.00           | $199.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.0000%  | N/A     | $1050.00           | $293.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 6.5000%  | N/A     | $1001.00           | $1074.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 5.5000%  | N/A     | $2000.00           | $1425.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 6.0000%  | N/A     | $1024.00           | $549.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-07-01      | 3.5000%  | N/A     | $1000.00           | $226.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $147.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-03-16      | 0.7518%  | N/A     | $80440894.00       | $5617806.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | N/A     | $9524203.00        | $9464262.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | N/A     | $1004.00           | $785.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-06-01      | 3.0000%  | N/A     | $2000.00           | $273.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-07-01      | 4.0000%  | N/A     | $1000.00           | $262.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-20      | 3.0000%  | N/A     | $1000.00           | $144.98            | Agency Mortgage-Backed Securities         |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-11-30      | 4.3750%  | N/A     | $400.00            | $413.02            | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-08-01      | 3.0000%  | N/A     | $1000.00           | $243.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-08-01      | 3.5000%  | N/A     | $596000.00         | $125444.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-03-01      | 2.5000%  | N/A     | $1000.00           | $290.34            | Agency Mortgage-Backed Securities         |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-12-31      | 3.8750%  | N/A     | $200.00            | $202.06            | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-09-01      | 4.5000%  | N/A     | $1000.00           | $515.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-04-01      | 3.5000%  | N/A     | $1000.00           | $170.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | N/A     | $2024.00           | $1488.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | N/A     | $45838080.00       | $32115555.78       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $929.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-01-01      | 4.0000%  | N/A     | $1000.00           | $167.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1020.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $856.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $144.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 5.0000%  | N/A     | $2048.00           | $36.58             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 4.5000%  | N/A     | $1000.00           | $840.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-15      | 4.5000%  | N/A     | $4000.00           | $3084.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | N/A     | $219805.00         | $179228.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.4571%  | N/A     | $100000000.00      | $3449449.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-05-01      | 4.5000%  | N/A     | $1004.00           | $954.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $819.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-08-01      | 5.5000%  | N/A     | $1000.00           | $751.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 6.5000%  | N/A     | $1000.00           | $672.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.5000%  | N/A     | $1000.00           | $1053.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $886.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 4.0000%  | N/A     | $2000.00           | $613.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $777.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-02-20      | 5.5000%  | N/A     | $7000.00           | $4668.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 2.5000%  | N/A     | $1000.00           | $154.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | N/A     | $1008.00           | $945.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.0000%  | N/A     | $4096.00           | $669.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $364.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-12-01      | 3.5000%  | N/A     | $1024.00           | $249.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.0000%  | N/A     | $89335.00          | $62716.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-05-01      | 3.5000%  | N/A     | $1000.00           | $176.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $594.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $793.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-09-01      | 5.0000%  | N/A     | $1024.00           | $16.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $469.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $1027.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 2.1381%  | N/A     | $12500000.00       | $236440.97         | Agency Debentures and Agency Strips       |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.5000%  | N/A     | $1000.00           | $413.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 5.5000%  | N/A     | $10784104.00       | $8999675.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $989.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-01-01      | 5.0000%  | N/A     | $1000.00           | $965.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.5000%  | N/A     | $1008.00           | $678.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 3.5000%  | N/A     | $1000.00           | $114.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 3.5000%  | N/A     | $1000.00           | $627.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1033.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-11-01      | 6.0000%  | N/A     | $2484.00           | $58.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-06-15      | 5.5100%  | N/A     | $1000.00           | $1026.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.0000%  | N/A     | $564321.00         | $367623.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $117.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 5.5000%  | N/A     | $1024.00           | $642.10            | Agency Mortgage-Backed Securities         |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-11-30      | 3.8750%  | N/A     | $1000.00           | $1013.43           | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $973.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1031.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $985.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2062-06-01      | 4.0000%  | N/A     | $1000.00           | $690.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 2.3271%  | N/A     | $52133400.00       | $4309670.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | N/A     | $98339966.00       | $6946014.34        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.4271%  | N/A     | $170000000.00      | $6521296.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-02-15      | 4.0000%  | N/A     | $6000.00           | $609.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $672.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-02-01      | 4.5000%  | N/A     | $1024.00           | $249.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $829.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.0000%  | N/A     | $48038594.00       | $44362261.50       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-06-20      | 3.0000%  | N/A     | $1000.00           | $110.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-03-01      | 5.0000%  | N/A     | $1000.00           | $22.82             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-20      | 5.5000%  | N/A     | $2000.00           | $1149.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2059-03-15      | 5.3500%  | N/A     | $1003.00           | $1020.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-08-20      | 3.0000%  | N/A     | $1000.00           | $117.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $521.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-01-01      | 3.5000%  | N/A     | $3348000.00        | $520678.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-06-01      | 2.5000%  | N/A     | $1000.00           | $240.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-09-20      | 4.5000%  | N/A     | $1000.00           | $112.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1019.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 3.5000%  | N/A     | $57000.00          | $48013.52          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-04-20      | 4.0000%  | N/A     | $1000.00           | $50.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | N/A     | $1008.00           | $580.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $565.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.5000%  | N/A     | $2048.00           | $1486.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-03-20      | 4.0000%  | N/A     | $1000.00           | $81.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $635.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.0000%  | N/A     | $1042.00           | $446.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-07-20      | 3.5000%  | N/A     | $1000.00           | $72.84             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 4.5000%  | N/A     | $1000.00           | $71.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1015.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $775.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1009.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-03-01      | 1.5000%  | N/A     | $1000.00           | $472.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $1008.00           | $1042.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | N/A     | $19932.00          | $18261.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-07-01      | 3.5000%  | N/A     | $1040.00           | $140.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-09-15      | 5.7200%  | N/A     | $1000.00           | $1050.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-05-01      | 3.5000%  | N/A     | $1344000.00        | $141455.43         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 6.5000%  | N/A     | $2002.00           | $2122.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.5000%  | N/A     | $1024.00           | $570.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 5.5000%  | N/A     | $1024.00           | $804.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | N/A     | $1024.00           | $689.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-08-20      | 6.0000%  | N/A     | $5000.00           | $2932.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | N/A     | $1024.00           | $1019.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.5000%  | N/A     | $1037.00           | $420.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2062-12-01      | 2.5000%  | N/A     | $1040.00           | $689.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | N/A     | $1040.00           | $478.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-09-01      | 5.5000%  | N/A     | $488578.00         | $4971.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 6.0000%  | N/A     | $1000.00           | $1035.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-12-01      | 5.5000%  | N/A     | $1000.00           | $844.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $972.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-04-15      | 3.9300%  | N/A     | $1000.00           | $915.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1001.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $939.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 2.0000%  | N/A     | $2000.00           | $1430.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $979.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.0000%  | N/A     | $1003.00           | $882.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 5.5000%  | N/A     | $1024.00           | $789.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 5.5000%  | N/A     | $1008.00           | $654.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-10-25      | 2.5000%  | N/A     | $41304097.00       | $5917011.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-07-20      | 4.0000%  | N/A     | $2048.00           | $902.76            | Agency Mortgage-Backed Securities         |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-04-15      | 1.2500%  | N/A     | $100.00            | $109.50            | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $975.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.5000%  | N/A     | $1000.00           | $1016.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-06-01      | 3.0000%  | N/A     | $1000.00           | $421.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 2.5000%  | N/A     | $2000.00           | $1068.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.0000%  | N/A     | $1000.00           | $997.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $724.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $982.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-06-01      | 2.5000%  | N/A     | $2428904.00        | $1755284.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $487.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-03-20      | 5.5000%  | N/A     | $3000.00           | $2950.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 3.5000%  | N/A     | $2000.00           | $1434.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1020.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | N/A     | $1024.00           | $683.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.2471%  | N/A     | $100000000.00      | $2208569.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 7.0000%  | N/A     | $1000.00           | $928.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 3.5000%  | N/A     | $1120.00           | $160.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-05-01      | 3.5000%  | N/A     | $2024.00           | $538.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 5.5000%  | N/A     | $3428216.00        | $2606215.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-03-20      | 4.0000%  | N/A     | $1000.00           | $93.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 7.0000%  | N/A     | $605376.00         | $520135.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $662.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | N/A     | $1010.00           | $987.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $757.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | N/A     | $1024.00           | $410.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-12-15      | 5.2500%  | N/A     | $1000.00           | $1016.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $1003.00           | $1039.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-01-20      | 5.0000%  | N/A     | $1000.00           | $862.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.5000%  | N/A     | $1000.00           | $1019.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.5000%  | N/A     | $1579645.00        | $1651392.08        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.9271%  | N/A     | $123952707.00      | $3487772.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $97.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.5000%  | N/A     | $1008.00           | $1024.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 3.5000%  | N/A     | $3000.00           | $680.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-04-20      | 5.5000%  | N/A     | $4000.00           | $1193.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-08-01      | 3.5000%  | N/A     | $1000.00           | $234.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $735.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-06-20      | 4.0000%  | N/A     | $1000.00           | $458.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-06-01      | 3.5000%  | N/A     | $1024.00           | $222.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1010.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 3.4771%  | N/A     | $94060188.00       | $8583014.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-12-15      | 4.9000%  | N/A     | $1000.00           | $974.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $193.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-09-20      | 4.0000%  | N/A     | $2001.00           | $1027.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 3.0000%  | N/A     | $1024.00           | $611.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-04-01      | 3.5000%  | N/A     | $1260000.00        | $114714.33         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-04-20      | 4.0000%  | N/A     | $2000.00           | $643.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | N/A     | $1008.00           | $813.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-03-01      | 4.5000%  | N/A     | $1008.00           | $126.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-02-01      | 4.5000%  | N/A     | $1024.00           | $162.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.5000%  | N/A     | $2016.00           | $1344.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 6.5000%  | N/A     | $1008.00           | $629.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 4.8619%  | N/A     | $7528690.00        | $7173210.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 3.5000%  | N/A     | $1048.00           | $260.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $846.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-02-01      | 2.5000%  | N/A     | $1000.00           | $769.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-15      | 3.0000%  | N/A     | $2000.00           | $718.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-03-01      | 4.0000%  | N/A     | $1025.00           | $133.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-20      | 4.5000%  | N/A     | $1024.00           | $87.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.5000%  | N/A     | $1007.00           | $1022.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1006.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 3.5000%  | N/A     | $1024.00           | $369.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 4.5000%  | N/A     | $1040.00           | $336.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-12-20      | 1.5000%  | N/A     | $2000.00           | $983.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $659.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-11-01      | 3.5000%  | N/A     | $1000.00           | $286.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | N/A     | $1008.00           | $744.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.0000%  | N/A     | $201367.00         | $149926.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 1.3881%  | N/A     | $123076924.00      | $1944809.59        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-06-01      | 4.5000%  | N/A     | $1010.00           | $223.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1030.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.5000%  | N/A     | $8563760.00        | $6003512.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1035.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-01-01      | 3.0000%  | N/A     | $1000.00           | $46.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | N/A     | $2024.00           | $1655.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-01-01      | 2.5000%  | N/A     | $2064981.00        | $498359.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-05-20      | 3.5000%  | N/A     | $1000.00           | $68.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $649.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 4.5000%  | N/A     | $1024.00           | $148.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.5000%  | N/A     | $1000.00           | $605.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $1001.00           | $1036.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 5.5000%  | N/A     | $50571.00          | $134.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-07-20      | 2.5000%  | N/A     | $4917.00           | $2919.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-03-20      | 3.0000%  | N/A     | $1000.00           | $100.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-09-15      | 5.7200%  | N/A     | $1000.00           | $1046.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-06-01      | 2.0000%  | N/A     | $1000.00           | $885.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | N/A     | $1024.00           | $857.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-01-25      | 3.0000%  | N/A     | $39771120.00       | $6640621.76        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.0000%  | N/A     | $1000.00           | $995.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | N/A     | $1008.00           | $1049.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1019.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-09-01      | 4.5000%  | N/A     | $1000.00           | $962.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1036.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | N/A     | $1182182.00        | $1103449.01        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | N/A     | $1000.00           | $1081.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-02-15      | 5.2500%  | N/A     | $2000.00           | $1985.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 2.5000%  | N/A     | $1014.00           | $645.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $1047.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $808.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-01-01      | 3.5000%  | N/A     | $1920.00           | $312.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-09-01      | 2.5000%  | N/A     | $1000.00           | $119.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | N/A     | $1148080.00        | $1139412.50        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 6.0000%  | N/A     | $4000.00           | $2071.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 4.5000%  | N/A     | $1000.00           | $227.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-01-01      | 3.5000%  | N/A     | $27359.00          | $6466.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $957.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 2.0000%  | N/A     | $1000.00           | $565.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 3.3271%  | N/A     | $78777378.00       | $4252121.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-05-01      | 3.5000%  | N/A     | $1024.00           | $243.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-04-01      | 3.5000%  | N/A     | $2048.00           | $480.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-01-01      | 1.5000%  | N/A     | $1000.00           | $439.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-07-20      | 6.0000%  | N/A     | $1000.00           | $776.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $861.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-20      | 2.5000%  | N/A     | $48883.00          | $795.18            | Agency Mortgage-Backed Securities         |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-08-15      | 3.7500%  | N/A     | $400.00            | $401.35            | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-12-01      | 4.0000%  | N/A     | $15331519.00       | $889629.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $422.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1022.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-05-20      | 3.0000%  | N/A     | $1000.00           | $89.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 4.0000%  | N/A     | $1000.00           | $132.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $1051.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $1024.00           | $670.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-12-15      | 5.8500%  | N/A     | $1000.00           | $1037.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 0.8271%  | N/A     | $200000000.00      | $3397607.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | N/A     | $1003.00           | $746.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-12-20      | 4.0000%  | N/A     | $1000.00           | $83.99             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 2.9571%  | N/A     | $13501158.00       | $1181203.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | N/A     | $3716.00           | $3490.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.1271%  | N/A     | $400000000.00      | $6956329.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.0000%  | N/A     | $1000.00           | $994.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 4.8619%  | N/A     | $1248049.00        | $1207532.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $180.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 4.0000%  | N/A     | $2003.00           | $1620.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-06-20      | 4.5000%  | N/A     | $1024.00           | $71.05             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $760.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.0000%  | N/A     | $13022946.00       | $9651290.47        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-08-15      | 3.5000%  | N/A     | $1000.00           | $81.88             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-06-01      | 6.0000%  | N/A     | $116278.00         | $88781.98          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-07-20      | 3.0000%  | N/A     | $1000.00           | $104.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 3.5771%  | N/A     | $55267199.00       | $5922983.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | N/A     | $1024.00           | $482.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $857.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-07-20      | 6.0000%  | N/A     | $1000.00           | $595.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $44.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $259.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 4.5000%  | N/A     | $1000.00           | $21.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | N/A     | $1024.00           | $244.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-08-01      | 4.5000%  | N/A     | $1040.00           | $55.38             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-08-20      | 4.5000%  | N/A     | $2000.00           | $1603.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1009.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 4.9929%  | N/A     | $2010.00           | $1863.69           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $745.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-11-01      | 5.0000%  | N/A     | $1000.00           | $394.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $1008.00           | $1027.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | N/A     | $1008.00           | $920.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-01-15      | 5.3800%  | N/A     | $1000.00           | $993.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-06-15      | 5.8400%  | N/A     | $1000.00           | $1051.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $1008.00           | $1042.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $865.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.9771%  | N/A     | $99368893.00       | $5018892.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | N/A     | $1007.00           | $1026.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-03-20      | 3.0000%  | N/A     | $1000.00           | $350.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-08-01      | 3.5000%  | N/A     | $1145999.00        | $164077.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.5000%  | N/A     | $1001.00           | $650.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 6.5000%  | N/A     | $1000.00           | $300.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 6.0000%  | N/A     | $1008.00           | $1040.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-09-01      | 3.0000%  | N/A     | $17404.00          | $4009.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-12-01      | 4.0000%  | N/A     | $1000.00           | $62.20             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | N/A     | $112500000.00      | $6524068.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-06-01      | 2.5000%  | N/A     | $1000.00           | $555.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.5000%  | N/A     | $1024.00           | $258.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 6.0000%  | N/A     | $1000.00           | $1064.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.5000%  | N/A     | $1008.00           | $582.06            | Agency Mortgage-Backed Securities         |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-07-31      | 4.0000%  | N/A     | $100.00            | $101.12            | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $989.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | N/A     | $1620822.00        | $1014572.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-06-01      | 3.5000%  | N/A     | $1000.00           | $208.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 1.8881%  | N/A     | $99230674.00       | $3472443.63        | Agency Debentures and Agency Strips       |

### Security 81: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86A5, C.4 - ISIN: US3130B86A50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $23191272.16
- **C.18.a - Value (excl. sponsor support):** $23191272.16
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 82: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $13755490.00
- **C.18.a - Value (excl. sponsor support):** $13755490.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 83: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29772336.00
- **C.18.a - Value (excl. sponsor support):** $29772336.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Moody's: Aa1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 84: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63459011.52
- **C.18.a - Value (excl. sponsor support):** $63459011.52
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 85: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11917509.60
- **C.18.a - Value (excl. sponsor support):** $11917509.60
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: Aa1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 86: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10830097.30
- **C.18.a - Value (excl. sponsor support):** $10830097.30
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 87: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7399712.25
- **C.18.a - Value (excl. sponsor support):** $7399712.25
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 88: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19635792.00
- **C.18.a - Value (excl. sponsor support):** $19635792.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

## N-MFP: Signatures

**Registrant:** EQ ADVISORS TRUST

**Date:** 2026-04-07

**By:** /s/James Kelly

**Name of Signing Officer:** James Kelly

**Title of Signing Officer:** Controller