# EDGAR Filing Document

**Accession Number:** 0000862021
**File Stem:** 0001410368-26-000359
**Filing Date:** 2026-1
**Character Count:** 357219
**Document Hash:** 942cf7613df6a07bd1feee1f6000ead1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-000359.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001410368-26-000359

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB FIXED INCOME SHARES INC
- **CENTRAL INDEX KEY:** 0000862021

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06068
- **FILM NUMBER:** 26518570

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN FIXED INCOME SHARES INC
- **DATE OF NAME CHANGE:** 20060417

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN INSTITUTIONAL RESERVES INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE INSTITUTIONAL RESERVES INC
- **DATE OF NAME CHANGE:** 19980716

## Series and Classes Contracts Data

### AB Government Money Market Portfolio (Series ID: S000011990)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000032709 | Class AB            | MYMXX           |
| C000172512 | Advisor Class       | AEYXX           |
| C000172513 | Class 1             | AGRXX           |
| C000172514 | Class A             | AEAXX           |
| C000172515 | Class C             | AECXX           |
| C000172516 | Class I             | AIEXX           |
| C000172520 | Institutional Class | GMOXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000862021

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

**Registrant Full Name:** AllianceBernstein Fixed Income Shares

**CIK Number of Registrant:** 0000862021

**LEI of Registrant:** 254900AM6NTI6YO2LI69

**Name of Series:** AB Fixed-Income Shares, Inc. - AB Government Money Market Portfolio

**LEI of Series:** 5493006YWHO7MNK2U579

**EDGAR Series Identifier:** S000011990

**Total number of share classes in the series:** 7

**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            | AllianceBernstein LP.                                        | 801-56720         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: New York<br>State: NY            |  |
| Administrator                 | AllianceBernstein LP.                                        |  |
| Transfer Agent                | AllianceBernstein Investor Services, Inc.<br>CIK: 0000733598 | 084-01187         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-34001

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 38 days

- **WAL:** 76 days

- **Total Value of Portfolio Securities:** $26136671304.58

- **Amortized Cost of Portfolio Securities:** $26127602005.03

- **Cash:** $717046.94

- **Total Other Assets:** $60982203.01

- **Total Liabilities:** $8799461.11

- **Net Assets of Series:** $26180501793.87

- **Number of Shares Outstanding (Series):** 26182565833.5240

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $17466554703.44           | $17466554703.44            | 71.7300%                  | 71.7300%                   |
| 2025-12-02 | $17211367519.50           | $17211367519.50            | 71.4300%                  | 71.4300%                   |
| 2025-12-03 | $17299311535.22           | $17299311535.22            | 71.5300%                  | 71.5300%                   |
| 2025-12-04 | $17040742622.10           | $17040742622.10            | 71.2200%                  | 71.2200%                   |
| 2025-12-05 | $17230276936.68           | $17230276936.68            | 71.4300%                  | 71.4300%                   |
| 2025-12-08 | $17472183009.05           | $17472183009.05            | 71.7100%                  | 71.7100%                   |
| 2025-12-09 | $18578893154.84           | $19225390416.25            | 72.9400%                  | 75.4800%                   |
| 2025-12-10 | $18083196539.01           | $18729695033.73            | 72.4000%                  | 74.9900%                   |
| 2025-12-11 | $17773404026.73           | $18618401598.24            | 72.0500%                  | 75.4800%                   |
| 2025-12-12 | $17589324720.80           | $18434323132.58            | 71.8300%                  | 75.2800%                   |
| 2025-12-15 | $18144463131.98           | $18342963088.31            | 74.3900%                  | 75.2000%                   |
| 2025-12-16 | $18118218348.55           | $18316718364.43            | 74.3800%                  | 75.1900%                   |
| 2025-12-17 | $18595434388.51           | $18595434388.51            | 75.4700%                  | 75.4700%                   |
| 2025-12-18 | $18420393557.10           | $18420393557.10            | 75.3100%                  | 75.3100%                   |
| 2025-12-19 | $18660714322.33           | $18660714322.33            | 75.5300%                  | 75.5300%                   |
| 2025-12-22 | $20209629425.90           | $20209629425.90            | 76.9900%                  | 76.9900%                   |
| 2025-12-23 | $20189797109.17           | $20189797109.17            | 76.9800%                  | 76.9800%                   |
| 2025-12-24 | $19887713603.30           | $19887713603.30            | 76.7000%                  | 76.7000%                   |
| 2025-12-26 | $20611695889.28           | $20611695889.28            | 77.3200%                  | 77.3200%                   |
| 2025-12-29 | $20746799836.44           | $20746799836.44            | 77.4400%                  | 77.4400%                   |
| 2025-12-30 | $20281759468.40           | $20281759468.40            | 77.0400%                  | 77.0400%                   |
| 2025-12-31 | $20152478902.22           | $20152478902.22            | 76.9200%                  | 76.9200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0400%             |
| 2025-12-02 | 4.0400%             |
| 2025-12-03 | 4.0300%             |
| 2025-12-04 | 4.0300%             |
| 2025-12-05 | 3.9900%             |
| 2025-12-08 | 3.9700%             |
| 2025-12-09 | 3.9600%             |
| 2025-12-10 | 3.9600%             |
| 2025-12-11 | 3.9400%             |
| 2025-12-12 | 3.8800%             |
| 2025-12-15 | 3.8600%             |
| 2025-12-16 | 3.8400%             |
| 2025-12-17 | 3.8200%             |
| 2025-12-18 | 3.8200%             |
| 2025-12-19 | 3.8100%             |
| 2025-12-22 | 3.8100%             |
| 2025-12-23 | 3.8000%             |
| 2025-12-24 | 3.8000%             |
| 2025-12-26 | 3.8000%             |
| 2025-12-29 | 3.8100%             |
| 2025-12-30 | 3.8200%             |
| 2025-12-31 | 3.8300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0000                      |
|  |  |
| 2025-12-02 | 1.0000                      |
|  |  |
| 2025-12-03 | 1.0000                      |
|  |  |
| 2025-12-04 | 1.0000                      |
|  |  |
| 2025-12-05 | 1.0000                      |
|  |  |
| 2025-12-08 | 1.0000                      |
|  |  |
| 2025-12-09 | 1.0000                      |
|  |  |
| 2025-12-10 | 1.0000                      |
|  |  |
| 2025-12-11 | 1.0000                      |
|  |  |
| 2025-12-12 | 1.0000                      |
|  |  |
| 2025-12-15 | 1.0000                      |
|  |  |
| 2025-12-16 | 1.0000                      |
|  |  |
| 2025-12-17 | 1.0000                      |
|  |  |
| 2025-12-18 | 1.0000                      |
|  |  |
| 2025-12-19 | 1.0000                      |
|  |  |
| 2025-12-22 | 1.0000                      |
|  |  |
| 2025-12-23 | 1.0000                      |
|  |  |
| 2025-12-24 | 1.0000                      |
|  |  |
| 2025-12-26 | 1.0000                      |
|  |  |
| 2025-12-29 | 1.0000                      |
|  |  |
| 2025-12-30 | 1.0000                      |
|  |  |
| 2025-12-31 | 1.0000                      |
|  |  |

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

### Class: Class AB

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $7286566973.56

- **Number of Shares Outstanding:** 7287529160.1800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $371225207.84             | $265760670.93           |
| 2025-12-02 | $117578262.84             | $338540513.40           |
| 2025-12-03 | $272613849.25             | $201674689.17           |
| 2025-12-04 | $93650463.44              | $362623751.21           |
| 2025-12-05 | $508421782.54             | $276478505.04           |
| 2025-12-08 | $416930469.91             | $172288580.46           |
| 2025-12-09 | $1249915037.80            | $179959819.42           |
| 2025-12-10 | $568702031.32             | $961339962.03           |
| 2025-12-11 | $245381880.08             | $503847129.40           |
| 2025-12-12 | $105704139.21             | $552938386.08           |
| 2025-12-15 | $265600017.72             | $206545519.30           |
| 2025-12-16 | $554955652.82             | $356907236.09           |
| 2025-12-17 | $581331554.80             | $185997088.45           |
| 2025-12-18 | $171344854.18             | $397658342.74           |
| 2025-12-19 | $565813265.48             | $321732017.93           |
| 2025-12-22 | $1776888894.93            | $220972659.73           |
| 2025-12-23 | $361775524.22             | $417667607.19           |
| 2025-12-24 | $575182151.90             | $268884978.65           |
| 2025-12-26 | $272390024.25             | $357993395.92           |
| 2025-12-29 | $504338000.62             | $310470514.13           |
| 2025-12-30 | $73787452.40              | $482952776.09           |
| 2025-12-31 | $215515795.70             | $510515321.85           |

**Total Gross Subscriptions (Month):** $9869046313.25

**Total Gross Redemptions (Month):** $7853749465.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8300%           |
| 2025-12-02 | 3.8400%           |
| 2025-12-03 | 3.8300%           |
| 2025-12-04 | 3.8200%           |
| 2025-12-05 | 3.7800%           |
| 2025-12-08 | 3.7700%           |
| 2025-12-09 | 3.7600%           |
| 2025-12-10 | 3.7500%           |
| 2025-12-11 | 3.7400%           |
| 2025-12-12 | 3.6800%           |
| 2025-12-15 | 3.6600%           |
| 2025-12-16 | 3.6400%           |
| 2025-12-17 | 3.6200%           |
| 2025-12-18 | 3.6200%           |
| 2025-12-19 | 3.6100%           |
| 2025-12-22 | 3.6000%           |
| 2025-12-23 | 3.6000%           |
| 2025-12-24 | 3.5900%           |
| 2025-12-26 | 3.6000%           |
| 2025-12-29 | 3.6000%           |
| 2025-12-30 | 3.6100%           |
| 2025-12-31 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 9.4500%              |
| Retail investor |  | 0.0000%          | 7.4500%              |
| Retail investor |  | 0.0000%          | 6.7700%              |
| Retail investor |  | 0.0000%          | 5.2600%              |
| Retail investor |  | 0.0000%          | 14.0900%             |

### Class: Advisor

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $995126523.48

- **Number of Shares Outstanding:** 995128492.1250

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $858704.31                | $2669061.71             |
| 2025-12-02 | $15065062.42              | $2227166.56             |
| 2025-12-03 | $3620948.31               | $9605728.04             |
| 2025-12-04 | $5218278.11               | $9330755.45             |
| 2025-12-05 | $2835674.19               | $10089722.60            |
| 2025-12-08 | $3847872.76               | $2572006.91             |
| 2025-12-09 | $3156709.47               | $1621636.43             |
| 2025-12-10 | $1635475.31               | $3741785.32             |
| 2025-12-11 | $4237472.74               | $1813641.99             |
| 2025-12-12 | $2272602.25               | $3029714.30             |
| 2025-12-15 | $1946013.18               | $6980649.18             |
| 2025-12-16 | $3229604.58               | $3476264.16             |
| 2025-12-17 | $2846931.77               | $6893971.85             |
| 2025-12-18 | $10416719.63              | $5775776.84             |
| 2025-12-19 | $8992509.53               | $7332995.23             |
| 2025-12-22 | $7139248.82               | $5216605.67             |
| 2025-12-23 | $2951196.68               | $6753898.86             |
| 2025-12-24 | $3955843.12               | $3156319.23             |
| 2025-12-26 | $1527476.57               | $1051505.98             |
| 2025-12-29 | $7386665.98               | $2685370.35             |
| 2025-12-30 | $3623288.96               | $5021792.57             |
| 2025-12-31 | $3091826.30               | $2565421.96             |

**Total Gross Subscriptions (Month):** $99856124.99

**Total Gross Redemptions (Month):** $103611791.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8100%           |
| 2025-12-02 | 3.8100%           |
| 2025-12-03 | 3.8100%           |
| 2025-12-04 | 3.8000%           |
| 2025-12-05 | 3.7600%           |
| 2025-12-08 | 3.7400%           |
| 2025-12-09 | 3.7300%           |
| 2025-12-10 | 3.7300%           |
| 2025-12-11 | 3.7100%           |
| 2025-12-12 | 3.6500%           |
| 2025-12-15 | 3.6300%           |
| 2025-12-16 | 3.6100%           |
| 2025-12-17 | 3.5900%           |
| 2025-12-18 | 3.5900%           |
| 2025-12-19 | 3.5800%           |
| 2025-12-22 | 3.5800%           |
| 2025-12-23 | 3.5700%           |
| 2025-12-24 | 3.5700%           |
| 2025-12-26 | 3.5700%           |
| 2025-12-29 | 3.5700%           |
| 2025-12-30 | 3.5800%           |
| 2025-12-31 | 3.5900%           |

### Class: 1

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $6246905299.60

- **Number of Shares Outstanding:** 6247705371.4750

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $12757813.25              | $86371629.54            |
| 2025-12-02 | $19821935.10              | $57951165.07            |
| 2025-12-03 | $123816690.33             | $29450596.24            |
| 2025-12-04 | $59327190.11              | $26764615.76            |
| 2025-12-05 | $17247111.50              | $43489634.47            |
| 2025-12-08 | $25277304.20              | $24372133.06            |
| 2025-12-09 | $38783304.36              | $27632009.43            |
| 2025-12-10 | $28917297.96              | $46138889.58            |
| 2025-12-11 | $19461443.80              | $34266005.08            |
| 2025-12-12 | $359100685.39             | $52189537.23            |
| 2025-12-15 | $45498781.19              | $31538001.36            |
| 2025-12-16 | $27155985.17              | $52507388.45            |
| 2025-12-17 | $19141104.75              | $37068747.34            |
| 2025-12-18 | $25910054.59              | $44628435.80            |
| 2025-12-19 | $338064607.46             | $74773366.22            |
| 2025-12-22 | $88145391.87              | $123082019.15           |
| 2025-12-23 | $48399795.95              | $304721346.18           |
| 2025-12-24 | $84632462.64              | $87151772.36            |
| 2025-12-26 | $65229509.56              | $103935160.08           |
| 2025-12-29 | $64686380.08              | $56597030.94            |
| 2025-12-30 | $35883317.49              | $45034873.00            |
| 2025-12-31 | $199400236.86             | $89377342.95            |

**Total Gross Subscriptions (Month):** $1746658403.61

**Total Gross Redemptions (Month):** $1479041699.29

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7300%           |
| 2025-12-02 | 3.7300%           |
| 2025-12-03 | 3.7300%           |
| 2025-12-04 | 3.7200%           |
| 2025-12-05 | 3.6800%           |
| 2025-12-08 | 3.6700%           |
| 2025-12-09 | 3.6500%           |
| 2025-12-10 | 3.6500%           |
| 2025-12-11 | 3.6400%           |
| 2025-12-12 | 3.5700%           |
| 2025-12-15 | 3.5600%           |
| 2025-12-16 | 3.5400%           |
| 2025-12-17 | 3.5200%           |
| 2025-12-18 | 3.5100%           |
| 2025-12-19 | 3.5100%           |
| 2025-12-22 | 3.5000%           |
| 2025-12-23 | 3.5000%           |
| 2025-12-24 | 3.4900%           |
| 2025-12-26 | 3.4900%           |
| 2025-12-29 | 3.5000%           |
| 2025-12-30 | 3.5000%           |
| 2025-12-31 | 3.5100%           |

### Class: A

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9214544685.78

- **Number of Shares Outstanding:** 9214531767.7610

- **Expense Reimbursement/Waiver:** 1956617.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $10851131.49              | $13332923.67            |
| 2025-12-02 | $32607274.75              | $31768365.20            |
| 2025-12-03 | $27898947.61              | $39182550.74            |
| 2025-12-04 | $24592028.17              | $32624697.67            |
| 2025-12-05 | $30078221.13              | $36851684.45            |
| 2025-12-08 | $30201753.51              | $30716211.83            |
| 2025-12-09 | $29052003.02              | $48593259.26            |
| 2025-12-10 | $28576239.21              | $42343937.07            |
| 2025-12-11 | $26092039.91              | $35549468.59            |
| 2025-12-12 | $22596318.71              | $34507438.48            |
| 2025-12-15 | $31293116.34              | $42277209.90            |
| 2025-12-16 | $31996153.34              | $36703101.56            |
| 2025-12-17 | $27728309.91              | $53514810.07            |
| 2025-12-18 | $32040733.00              | $37565019.79            |
| 2025-12-19 | $42658036.56              | $32377375.80            |
| 2025-12-22 | $27866031.12              | $32629570.70            |
| 2025-12-23 | $30997158.15              | $38566372.67            |
| 2025-12-24 | $48266046.48              | $34580077.54            |
| 2025-12-26 | $25978495.61              | $20230179.31            |
| 2025-12-29 | $19502318.94              | $20041332.61            |
| 2025-12-30 | $38854902.85              | $26642185.28            |
| 2025-12-31 | $44742804.69              | $24185318.03            |

**Total Gross Subscriptions (Month):** $664470064.50

**Total Gross Redemptions (Month):** $744783090.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8100%           |
| 2025-12-02 | 3.8100%           |
| 2025-12-03 | 3.8100%           |
| 2025-12-04 | 3.8000%           |
| 2025-12-05 | 3.7600%           |
| 2025-12-08 | 3.7400%           |
| 2025-12-09 | 3.7300%           |
| 2025-12-10 | 3.7300%           |
| 2025-12-11 | 3.7100%           |
| 2025-12-12 | 3.6500%           |
| 2025-12-15 | 3.6300%           |
| 2025-12-16 | 3.6100%           |
| 2025-12-17 | 3.5900%           |
| 2025-12-18 | 3.5900%           |
| 2025-12-19 | 3.5800%           |
| 2025-12-22 | 3.5800%           |
| 2025-12-23 | 3.5700%           |
| 2025-12-24 | 3.5700%           |
| 2025-12-26 | 3.5700%           |
| 2025-12-29 | 3.5700%           |
| 2025-12-30 | 3.5800%           |
| 2025-12-31 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 17.4800%             |
| Broker-dealer |  | 0.0000%          | 6.1700%              |
| Broker-dealer |  | 0.0000%          | 72.7300%             |

### Class: C

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $17851360.79

- **Number of Shares Outstanding:** 17853273.4880

- **Expense Reimbursement/Waiver:** 11415.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $5704.09                  | $17923.89               |
| 2025-12-02 | $1921.17                  | $3000.00                |
| 2025-12-03 | $2478.03                  | $239.64                 |
| 2025-12-04 | $2074.75                  | $18172.22               |
| 2025-12-05 | $1841.98                  | $10214.29               |
| 2025-12-08 | $124153.77                | $0.00                   |
| 2025-12-09 | $2733.35                  | $85000.00               |
| 2025-12-10 | $1338.62                  | $41620.00               |
| 2025-12-11 | $2056.67                  | $11385.54               |
| 2025-12-12 | $41790.25                 | $132300.00              |
| 2025-12-15 | $6145.40                  | $21301.83               |
| 2025-12-16 | $2263.18                  | $102314.00              |
| 2025-12-17 | $4084.15                  | $0.00                   |
| 2025-12-18 | $1866.26                  | $0.00                   |
| 2025-12-19 | $3621.50                  | $0.00                   |
| 2025-12-22 | $36121.02                 | $8006.19                |
| 2025-12-23 | $1764.01                  | $0.00                   |
| 2025-12-24 | $4743.87                  | $0.00                   |
| 2025-12-26 | $13477.75                 | $5925.00                |
| 2025-12-29 | $13343.09                 | $8469.12                |
| 2025-12-30 | $45437.44                 | $58358.02               |
| 2025-12-31 | $1758.28                  | $0.00                   |

**Total Gross Subscriptions (Month):** $320718.63

**Total Gross Redemptions (Month):** $524229.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8100%           |
| 2025-12-02 | 3.8100%           |
| 2025-12-03 | 3.8100%           |
| 2025-12-04 | 3.8000%           |
| 2025-12-05 | 3.7600%           |
| 2025-12-08 | 3.7400%           |
| 2025-12-09 | 3.7300%           |
| 2025-12-10 | 3.7300%           |
| 2025-12-11 | 3.7100%           |
| 2025-12-12 | 3.6500%           |
| 2025-12-15 | 3.6300%           |
| 2025-12-16 | 3.6100%           |
| 2025-12-17 | 3.5900%           |
| 2025-12-18 | 3.5900%           |
| 2025-12-19 | 3.5800%           |
| 2025-12-22 | 3.5800%           |
| 2025-12-23 | 3.5700%           |
| 2025-12-24 | 3.5600%           |
| 2025-12-26 | 3.5700%           |
| 2025-12-29 | 3.5700%           |
| 2025-12-30 | 3.5800%           |
| 2025-12-31 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 39.4600%             |
| Broker-dealer |  | 0.0000%          | 25.4600%             |
| Broker-dealer |  | 0.0000%          | 18.5500%             |

### Class: I

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $77432410.55

- **Number of Shares Outstanding:** 77437297.7250

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $26889.33                 | $8697.52                |
| 2025-12-02 | $54874.48                 | $205012.14              |
| 2025-12-03 | $52516.32                 | $257726.71              |
| 2025-12-04 | $121364.11                | $52969.59               |
| 2025-12-05 | $13109.40                 | $47866.48               |
| 2025-12-08 | $63511.89                 | $518.68                 |
| 2025-12-09 | $15987.37                 | $85441.07               |
| 2025-12-10 | $43931.85                 | $14592.20               |
| 2025-12-11 | $18553.46                 | $45455.03               |
| 2025-12-12 | $18716.58                 | $382891.91              |
| 2025-12-15 | $35169.44                 | $202350.10              |
| 2025-12-16 | $41741.32                 | $431713.19              |
| 2025-12-17 | $20081.28                 | $696931.44              |
| 2025-12-18 | $125550.81                | $147170.05              |
| 2025-12-19 | $199961.13                | $331035.35              |
| 2025-12-22 | $45697.13                 | $0.00                   |
| 2025-12-23 | $38206.44                 | $219698.19              |
| 2025-12-24 | $39033.94                 | $273913.99              |
| 2025-12-26 | $57311.28                 | $0.00                   |
| 2025-12-29 | $89604.59                 | $94510.43               |
| 2025-12-30 | $30848.50                 | $101969.07              |
| 2025-12-31 | $65686.81                 | $209421.85              |

**Total Gross Subscriptions (Month):** $1218347.46

**Total Gross Redemptions (Month):** $3809884.99

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8100%           |
| 2025-12-02 | 3.8200%           |
| 2025-12-03 | 3.8100%           |
| 2025-12-04 | 3.8000%           |
| 2025-12-05 | 3.7600%           |
| 2025-12-08 | 3.7500%           |
| 2025-12-09 | 3.7400%           |
| 2025-12-10 | 3.7300%           |
| 2025-12-11 | 3.7200%           |
| 2025-12-12 | 3.6600%           |
| 2025-12-15 | 3.6400%           |
| 2025-12-16 | 3.6200%           |
| 2025-12-17 | 3.6000%           |
| 2025-12-18 | 3.6000%           |
| 2025-12-19 | 3.5900%           |
| 2025-12-22 | 3.5900%           |
| 2025-12-23 | 3.5800%           |
| 2025-12-24 | 3.5700%           |
| 2025-12-26 | 3.5800%           |
| 2025-12-29 | 3.5800%           |
| 2025-12-30 | 3.5900%           |
| 2025-12-31 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 0.0000%          | 7.1900%              |
| Retail investor |  | 0.0000%          | 63.7300%             |
| Retail investor |  | 0.0000%          | 7.4400%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $2342074540.11

- **Number of Shares Outstanding:** 2342380470.7700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $11344470.33              | $7764756.73             |
| 2025-12-02 | $412371.60                | $10509705.16            |
| 2025-12-03 | $278227.24                | $60062414.92            |
| 2025-12-04 | $768207.14                | $10146000.00            |
| 2025-12-05 | $112185230.65             | $110510045.00           |
| 2025-12-08 | $918630.81                | $1305114.71             |
| 2025-12-09 | $85367715.17              | $40670000.00            |
| 2025-12-10 | $459352.99                | $70090000.00            |
| 2025-12-11 | $263081.72                | $30309887.43            |
| 2025-12-12 | $11073696.28              | $43208162.30            |
| 2025-12-15 | $2593716.22               | $150000000.00           |
| 2025-12-16 | $295302.09                | $200000000.00           |
| 2025-12-17 | $44436677.10              | $110829494.03           |
| 2025-12-18 | $74639548.76              | $7337000.00             |
| 2025-12-19 | $35946882.76              | $315540000.00           |
| 2025-12-22 | $106174416.52             | $75409044.71            |
| 2025-12-23 | $610491424.47             | $307960000.00           |
| 2025-12-24 | $17926538.26              | $637980000.00           |
| 2025-12-26 | $857938085.64             | $15314000.00            |
| 2025-12-29 | $7758322.76               | $75020000.00            |
| 2025-12-30 | $35324966.48              | $92495000.00            |
| 2025-12-31 | $35278906.13              | $345000.00              |

**Total Gross Subscriptions (Month):** $2051875771.12

**Total Gross Redemptions (Month):** $2372805624.99

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8300%           |
| 2025-12-02 | 3.8400%           |
| 2025-12-03 | 3.8300%           |
| 2025-12-04 | 3.8200%           |
| 2025-12-05 | 3.7800%           |
| 2025-12-08 | 3.7700%           |
| 2025-12-09 | 3.7600%           |
| 2025-12-10 | 3.7500%           |
| 2025-12-11 | 3.7400%           |
| 2025-12-12 | 3.6700%           |
| 2025-12-15 | 3.6600%           |
| 2025-12-16 | 3.6400%           |
| 2025-12-17 | 3.6200%           |
| 2025-12-18 | 3.6100%           |
| 2025-12-19 | 3.6100%           |
| 2025-12-22 | 3.6000%           |
| 2025-12-23 | 3.6000%           |
| 2025-12-24 | 3.5900%           |
| 2025-12-26 | 3.5900%           |
| 2025-12-29 | 3.6000%           |
| 2025-12-30 | 3.6000%           |
| 2025-12-31 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor                                                             |  | 0.0000%          | 9.8500%              |
| Retail investor                                                             |  | 0.0000%          | 5.2100%              |
| Retail investor                                                             |  | 0.0000%          | 12.5400%             |
| State or municipal government entity (excluding governmental pension plans) |  | 0.0000%          | 34.2900%             |
| Retail investor                                                             |  | 0.0000%          | 9.3500%              |
| Broker-dealer                                                               |  | 0.0000%          | 10.7000%             |
| Retail investor                                                             |  | 0.0000%          | 6.1000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 05252T001, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $2400000000.00
- **C.18.a - Value (excl. sponsor support):** $2400000000.00
- **C.19 - Percentage of Net Assets:** 9.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2042-11-30      | 4.0000%  | 0.0000% | $57419907.23       | $58555845.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1200%  | 0.0000% | $151335624.04      | $154329498.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-31      | 3.7500%  | 0.0000% | $135782561.84      | $138468750.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1200%  | 0.0000% | $40303059.57       | $41100375.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $94446290.71       | $96314723.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-31      | 2.2500%  | 0.0000% | $63922255.55       | $65186830.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $123375470.46      | $125816208.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-30      | 2.0000%  | 0.0000% | $119924083.82      | $122296544.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8700%  | 0.0000% | $338189225.28      | $344879627.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6200%  | 0.0000% | $59315351.41       | $60488787.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $123862193.75      | $126312560.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 3.3700%  | 0.0000% | $50364974.46       | $51361345.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-29      | 3.6200%  | 0.0000% | $43131111.66       | $43984375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $383455538.53      | $391041444.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-09-30      | 1.6200%  | 0.0000% | $62143472.04       | $63372856.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $98209401.16       | $100152279.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1200%  | 0.0000% | $71170664.34       | $72578634.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8700%  | 0.0000% | $86562192.86       | $88274653.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-30      | 4.5000%  | 0.0000% | $52939393.77       | $53986694.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-28      | 4.7500%  | 0.0000% | $51042108.32       | $52051875.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-10-31      | 1.6200%  | 0.0000% | $193615785.86      | $197446090.00      | U.S. Treasuries (including strips) |

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3QB2, C.4 - ISIN: US3130B3QB27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100058599.00
- **C.18.a - Value (excl. sponsor support):** $100058599.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RY4, C.4 - ISIN: US3130B6RY42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $548496451.21
- **C.18.a - Value (excl. sponsor support):** $548496451.21
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ZE9, C.4 - ISIN: US3130B6ZE95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499492227.78
- **C.18.a - Value (excl. sponsor support):** $499492227.78
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B74E1, C.4 - ISIN: US3130B74E19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $348997295.25
- **C.18.a - Value (excl. sponsor support):** $348997295.25
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75S9, C.4 - ISIN: US3130B75S95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248998872.03
- **C.18.a - Value (excl. sponsor support):** $248998872.03
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7EQ3, C.4 - ISIN: US3130B7EQ38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198997076.69
- **C.18.a - Value (excl. sponsor support):** $198997076.69
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FQ2, C.4 - ISIN: US3130B7FQ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249995292.50
- **C.18.a - Value (excl. sponsor support):** $249995292.50
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NV2, C.4 - ISIN: US3130B7NV22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7SP0, C.4 - ISIN: US3130B7SP09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $498650295.81
- **C.18.a - Value (excl. sponsor support):** $498650295.81
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85P3, C.4 - ISIN: US3130B85P39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499737261.37
- **C.18.a - Value (excl. sponsor support):** $499737261.37
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B68, C.4 - ISIN: US3130B8B683, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $549489411.14
- **C.18.a - Value (excl. sponsor support):** $549489411.14
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B84, C.4 - ISIN: US3130B8B840, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99497743.34
- **C.18.a - Value (excl. sponsor support):** $99497743.34
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39771450.69
- **C.18.a - Value (excl. sponsor support):** $39771450.69
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30016729.80
- **C.18.a - Value (excl. sponsor support):** $30016729.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSL2, C.4 - ISIN: US3133ETSL26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $284003163.76
- **C.18.a - Value (excl. sponsor support):** $284003163.76
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWH6, C.4 - ISIN: US3133ETWH67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999272.00
- **C.18.a - Value (excl. sponsor support):** $34999272.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $50004087.00
- **C.18.a - Value (excl. sponsor support):** $50004087.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $119816795.35
- **C.18.a - Value (excl. sponsor support):** $119816795.35
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $94044750.58
- **C.18.a - Value (excl. sponsor support):** $94044750.58
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $79800340.59
- **C.18.a - Value (excl. sponsor support):** $79800340.59
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $29521210.50
- **C.18.a - Value (excl. sponsor support):** $29521210.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99679462.18
- **C.18.a - Value (excl. sponsor support):** $99679462.18
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $400166465.88
- **C.18.a - Value (excl. sponsor support):** $400166465.88
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $199482160.71
- **C.18.a - Value (excl. sponsor support):** $199482160.71
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $200085636.00
- **C.18.a - Value (excl. sponsor support):** $200085636.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $37018037.50
- **C.18.a - Value (excl. sponsor support):** $37018037.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $72037811.52
- **C.18.a - Value (excl. sponsor support):** $72037811.52
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $72051549.12
- **C.18.a - Value (excl. sponsor support):** $72051549.12
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 46699D001, C.3 - LEI: N/A, C.5 - Other ID: 46699D001_3.60_0102
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-12-31      | 4.0000%  | 0.0000% | $250050000.00      | $250000001.14      | U.S. Treasuries (including strips) |

### Security 31: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 46699D001, C.3 - LEI: N/A, C.5 - Other ID: 46699D001_3.75_0102
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $250052083.33      | $250000000.00      | U.S. Treasuries (including strips) |

### Security 32: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 643996002_3.80_0102
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $200042222.22      | $204000000.25      | U.S. Treasuries (including strips) |

### Security 33: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 3.860000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 643996002_3.86_0102
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.8200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-03-31      | 4.1200%  | 0.0000% | $554898212.77      | $565874826.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $445316231.68      | $454125170.12      | U.S. Treasuries (including strips) |

### Security 34: Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC

- **C.1 - Title:** Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 3.840000%
- **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: 65999Z009, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 6.8800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1493727.00        | $1547036.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1126715.00        | $1174803.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1298784.00        | $1306599.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1015185.00        | $1052607.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1431770.00        | $1471539.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1165305.00        | $1196218.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2337688.00        | $2351753.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2323519.00        | $2337498.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $3665062.00        | $3687113.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $2939864.00        | $2858647.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $481478.00         | $484375.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1865670.00        | $1876896.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $30128953.00       | $30936117.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $13036696.00       | $13471756.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $6969176.00        | $7011114.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2155682.00        | $2235142.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $28265778.00       | $28631800.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $1000000.00        | $173043.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $25000.00          | $7124.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $25000.00          | $6530.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $25000.00          | $5875.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $44000.00          | $11944.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-15      | 2.5000%  | 0.0000% | $45690.00          | $9075.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $46000.00          | $17545.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $17000.00          | $4881.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $88000.00          | $20718.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $24900.00          | $7149.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $28892.00          | $7960.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $1114203.00        | $96498.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2893841.00        | $2971362.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1420363.00        | $1458413.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1467188.00        | $1506491.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1120813.00        | $1152217.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1137789.00        | $1168269.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1433354.00        | $1471313.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2453865.00        | $2547530.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1029.00           | $1035.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3663755.00        | $3761893.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1347293.00        | $1404791.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1643471.00        | $1704052.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1612659.00        | $1655857.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1146508.00        | $1177221.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1800261.00        | $1848488.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $26000.00          | $6852.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $2291591.00        | $176861.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $5290.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $6420.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $1225067.00        | $109231.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $11000.00          | $2268.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $10444.00          | $3108.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $26592.00          | $6151.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $22657.00          | $3745.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-15      | 5.0000%  | 0.0000% | $137168.00         | $912.49            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-15      | 4.5000%  | 0.0000% | $1601348.00        | $127121.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $33738.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $107610.00         | $16044.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-03-15      | 6.0000%  | 0.0000% | $1299999.00        | $22292.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-15      | 5.0000%  | 0.0000% | $145000.00         | $1679.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $110.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $179.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-12-15      | 6.0000%  | 0.0000% | $25000.00          | $287.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-03-15      | 6.5000%  | 0.0000% | $150000.00         | $516.57            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-03-15      | 6.0000%  | 0.0000% | $225000.00         | $1834.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $25000.00          | $214.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-05-20      | 7.5000%  | 0.0000% | $75000.00          | $34.26             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-08-20      | 7.0000%  | 0.0000% | $10000000.00       | $6120.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-11-20      | 6.0000%  | 0.0000% | $117900.00         | $128.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-07-20      | 7.5000%  | 0.0000% | $275000.00         | $73.50             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-01-20      | 7.5000%  | 0.0000% | $40000.00          | $9.80              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-02-20      | 7.5000%  | 0.0000% | $70000.00          | $11.69             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-11-20      | 6.0000%  | 0.0000% | $900000.00         | $7833.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-12-20      | 5.5000%  | 0.0000% | $43569.00          | $517.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-05-20      | 5.0000%  | 0.0000% | $35000.00          | $524.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-05-20      | 5.5000%  | 0.0000% | $25000.00          | $343.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-06-20      | 5.5000%  | 0.0000% | $33000.00          | $458.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-02-20      | 6.0000%  | 0.0000% | $25000.00          | $29.09             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-06-20      | 8.0000%  | 0.0000% | $11547786.00       | $7578.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-10-20      | 6.5000%  | 0.0000% | $220000.00         | $166.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-05-20      | 5.5000%  | 0.0000% | $1399904.00        | $932.98            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-05-20      | 6.5000%  | 0.0000% | $27000.00          | $44.28             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-06-20      | 5.5000%  | 0.0000% | $1608413.00        | $3044.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-12-20      | 5.5000%  | 0.0000% | $17527922.00       | $76268.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-01-20      | 5.5000%  | 0.0000% | $1864168.00        | $8123.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-01-20      | 6.0000%  | 0.0000% | $350868.00         | $928.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-02-20      | 5.5000%  | 0.0000% | $8288883.00        | $38881.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-03-20      | 6.0000%  | 0.0000% | $26000.00          | $83.33             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-04-20      | 5.5000%  | 0.0000% | $1479111.00        | $12318.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-04-20      | 6.0000%  | 0.0000% | $25000.00          | $69.00             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-06-20      | 7.0000%  | 0.0000% | $175000.00         | $316.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-11-20      | 5.5000%  | 0.0000% | $50000.00          | $240.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-09-20      | 5.5000%  | 0.0000% | $46143654.00       | $162931.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-10-20      | 5.5000%  | 0.0000% | $5557951.00        | $27196.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-05-20      | 5.0000%  | 0.0000% | $25000.00          | $219.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-07-20      | 5.5000%  | 0.0000% | $25000.00          | $243.94            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-04-20      | 4.0000%  | 0.0000% | $164000.00         | $5182.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $763282.00         | $29301.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-09-20      | 5.5000%  | 0.0000% | $77000.00          | $869.69            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-03-20      | 5.5000%  | 0.0000% | $77000.00          | $1200.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-07-20      | 5.5000%  | 0.0000% | $35000.00          | $518.01            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 5.5000%  | 0.0000% | $25000.00          | $311.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $55075.00          | $800.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-20      | 6.0000%  | 0.0000% | $57322.00          | $953.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-03-20      | 5.0000%  | 0.0000% | $58000.00          | $757.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 5.5000%  | 0.0000% | $117624.00         | $1329.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-06-20      | 6.0000%  | 0.0000% | $100000.00         | $1068.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-07-20      | 6.0000%  | 0.0000% | $1212877.00        | $12404.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-10-20      | 6.5000%  | 0.0000% | $1977202.00        | $21180.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-01-20      | 7.0000%  | 0.0000% | $18214.00          | $121.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-07-20      | 6.0000%  | 0.0000% | $795986.00         | $9151.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $2600000.00        | $22474.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $205353.00         | $5434.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 4.0000%  | 0.0000% | $32989000.00       | $1734844.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-20      | 6.0000%  | 0.0000% | $367502.00         | $10231.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-11-20      | 3.0000%  | 0.0000% | $25000.00          | $1766.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-20      | 5.0000%  | 0.0000% | $955000.00         | $44023.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-20      | 5.0000%  | 0.0000% | $3759001.00        | $102247.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-20      | 5.0000%  | 0.0000% | $18257.00          | $466.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-20      | 5.5000%  | 0.0000% | $6475000.00        | $202417.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-11-20      | 5.0000%  | 0.0000% | $805000.00         | $24613.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $100000.00         | $3729.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-20      | 5.0000%  | 0.0000% | $2430000.00        | $83162.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 6.0000%  | 0.0000% | $419210.00         | $9142.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 5.0000%  | 0.0000% | $95000.00          | $3037.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $200000.00         | $6890.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $450000.00         | $15923.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-07-20      | 4.0000%  | 0.0000% | $240000.00         | $9682.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $3650000.00        | $120421.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 4.0000%  | 0.0000% | $18065.00          | $690.70            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $1940000.00        | $75531.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 4.0000%  | 0.0000% | $153026.00         | $6805.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 5.0000%  | 0.0000% | $800000.00         | $31686.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-20      | 3.5000%  | 0.0000% | $65000.00          | $3588.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-20      | 4.0000%  | 0.0000% | $1146156.00        | $54380.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-20      | 6.0000%  | 0.0000% | $2873501.00        | $53177.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $5750960.00        | $288964.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $9130615.00        | $445438.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-20      | 5.0000%  | 0.0000% | $500000.00         | $21621.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-04-20      | 6.0000%  | 0.0000% | $377252.00         | $10702.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-15      | 6.5000%  | 0.0000% | $27351.00          | $306.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-01-15      | 6.5000%  | 0.0000% | $3474166.00        | $101820.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-01-15      | 6.0000%  | 0.0000% | $2027000.00        | $13195.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-12-15      | 6.5000%  | 0.0000% | $608289.00         | $13088.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-09-15      | 6.5000%  | 0.0000% | $6189125.00        | $57974.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-09-15      | 6.5000%  | 0.0000% | $66169.00          | $1421.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-04-15      | 6.0000%  | 0.0000% | $2458014.00        | $95431.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-08-15      | 6.0000%  | 0.0000% | $242426.00         | $2051.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-08-15      | 6.0000%  | 0.0000% | $1050078.00        | $8573.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-09-15      | 6.0000%  | 0.0000% | $6411300.00        | $396357.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-05-15      | 6.5000%  | 0.0000% | $1868041.00        | $20361.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-05-15      | 5.0000%  | 0.0000% | $50000.00          | $1471.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-05-15      | 6.5000%  | 0.0000% | $1841150.00        | $16146.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-11-15      | 6.0000%  | 0.0000% | $809875.00         | $6806.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 3.0000%  | 0.0000% | $246000.00         | $28318.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 3.0000%  | 0.0000% | $500000.00         | $42628.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 1.5000%  | 0.0000% | $337425.00         | $44547.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 1.5000%  | 0.0000% | $355533.00         | $15625.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $7000000.00        | $513304.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $201109.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 5.0000%  | 0.0000% | $371061.00         | $18078.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 3.0000%  | 0.0000% | $25000.00          | $2575.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $100000.00         | $6442.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $206400.00         | $13410.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 5.0000%  | 0.0000% | $1816408.00        | $81374.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 3.0000%  | 0.0000% | $226225.00         | $17956.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 3.5000%  | 0.0000% | $7500000.00        | $530762.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 1.5000%  | 0.0000% | $131516.00         | $14407.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $10000000.00       | $1155176.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $42764000.00       | $4345107.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-02-20      | 4.0000%  | 0.0000% | $3406842.00        | $173950.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-01-20      | 4.5000%  | 0.0000% | $100000.00         | $4925.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $100000.00         | $1663.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $300000.00         | $11897.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $950000.00         | $32873.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $474329578.00      | $42047274.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 2.5000%  | 0.0000% | $351445.00         | $55429.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $5194000.00        | $403389.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $1225000.00        | $105231.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 3.5000%  | 0.0000% | $2194000.00        | $186543.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $1000000.00        | $90865.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $308363.00         | $33375.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $2900000.00        | $250185.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $11278734.00       | $1418437.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $2255352.00        | $206049.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $1625000.00        | $112456.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 6.0000%  | 0.0000% | $50000.00          | $4091.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 3.0000%  | 0.0000% | $1661447.00        | $199671.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $12750656.00       | $1379354.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $3350000.00        | $327258.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $552794.00         | $62109.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $16831000.00       | $1707988.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 5.0000%  | 0.0000% | $10000000.00       | $964273.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-20      | 6.0000%  | 0.0000% | $10000000.00       | $1015026.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $1002000.00        | $97055.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $1600000.00        | $194455.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $825000.00         | $123783.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $939000.00         | $83341.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-20      | 5.0000%  | 0.0000% | $230000.00         | $20623.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $4683000.00        | $534968.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $385000.00         | $36347.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-10-20      | 6.0000%  | 0.0000% | $34000.00          | $4104.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-20      | 6.5000%  | 0.0000% | $1000000.00        | $66371.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 2.5000%  | 0.0000% | $581568.00         | $98696.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $2634427.00        | $292028.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $10000000.00       | $878928.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 2.5000%  | 0.0000% | $1281476.00        | $242009.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $9428221.00        | $1076188.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $975000.00         | $104125.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 2.5000%  | 0.0000% | $1802502.00        | $360905.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $7900000.00        | $932786.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $375000.00         | $39928.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $816292.00         | $76044.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $4892183.00        | $594288.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $9100000.00        | $891513.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $4969122.00        | $624506.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1000000.00        | $96107.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $1990000.00        | $255850.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $3875334.00        | $472800.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 2.5000%  | 0.0000% | $1325000.00        | $218340.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $11845000.00       | $1568124.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $893945.00         | $150288.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $4540000.00        | $620837.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1828000.00        | $296803.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $5835240.00        | $808938.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-20      | 5.5000%  | 0.0000% | $1674784.00        | $182617.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $14570159.00       | $2212620.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $1197000.00        | $143563.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $13075000.00       | $1888635.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 5.0000%  | 0.0000% | $347077.00         | $30506.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $3750000.00        | $334781.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 3.5000%  | 0.0000% | $9810000.00        | $1103768.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $1300000.00        | $121254.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $2038203.00        | $161236.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 5.0000%  | 0.0000% | $712813.00         | $48313.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $7195000.00        | $980318.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $1322808.00        | $114973.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 5.0000%  | 0.0000% | $810141.00         | $75790.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $1781887.00        | $232379.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $16971000.00       | $1506518.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $440000.00         | $47511.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 4.5000%  | 0.0000% | $705680.00         | $61467.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $570000.00         | $50714.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $2135000.00        | $253597.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $8928099.00        | $1181676.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $61890000.00       | $7620253.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $165000.00         | $17819.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $5439464.00        | $753052.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $21635000.00       | $2645360.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $1200000.00        | $128507.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $1619160.00        | $181505.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.5000%  | 0.0000% | $581265.00         | $31764.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $350000.00         | $48379.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $400000.00         | $48856.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-05-20      | 5.0000%  | 0.0000% | $201000.00         | $6895.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $3382880.00        | $120067.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-08-20      | 4.0000%  | 0.0000% | $906515.00         | $43210.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-20      | 5.0000%  | 0.0000% | $1639000.00        | $62983.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $107845.00         | $4483.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-04-20      | 6.0000%  | 0.0000% | $693357.00         | $15886.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-20      | 3.0000%  | 0.0000% | $55000.00          | $4449.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-11-20      | 5.5000%  | 0.0000% | $3912000.00        | $136040.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $18000.00          | $1268.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $1106723.00        | $55852.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-07-15      | 5.0000%  | 0.0000% | $80000.00          | $581.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-07-15      | 6.5000%  | 0.0000% | $5168630.00        | $74055.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-08-15      | 6.5000%  | 0.0000% | $7203994.00        | $57866.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-05-15      | 7.5000%  | 0.0000% | $1135142.00        | $60897.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-11-15      | 6.0000%  | 0.0000% | $1122965.00        | $6513.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-08-15      | 5.0000%  | 0.0000% | $755848.00         | $142065.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-06-15      | 6.5000%  | 0.0000% | $475000.00         | $150.42            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-08-15      | 7.0000%  | 0.0000% | $660000.00         | $271.97            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-05-15      | 6.0000%  | 0.0000% | $40000.00          | $316.97            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-12-15      | 6.5000%  | 0.0000% | $245000.00         | $1125.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-15      | 4.0000%  | 0.0000% | $200000.00         | $15424.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-12-15      | 6.0000%  | 0.0000% | $30000.00          | $406.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-08-15      | 6.7500%  | 0.0000% | $50000.00          | $314.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-11-15      | 8.0000%  | 0.0000% | $50000.00          | $35.97             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-02-15      | 5.0000%  | 0.0000% | $228111.00         | $3511.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-05-15      | 8.0000%  | 0.0000% | $283345.00         | $2530.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-11-15      | 8.0000%  | 0.0000% | $1852151.00        | $31310.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-15      | 5.5000%  | 0.0000% | $89645.00          | $675.99            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-11-15      | 7.5000%  | 0.0000% | $1176388.00        | $19558.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-01-15      | 6.0000%  | 0.0000% | $25000.00          | $89.69             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-10-15      | 6.5000%  | 0.0000% | $132123.00         | $214.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-01-15      | 7.5000%  | 0.0000% | $50000.00          | $2.98              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-12-15      | 7.0000%  | 0.0000% | $6350000.00        | $4119.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-01-15      | 6.0000%  | 0.0000% | $70000.00          | $96.76             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-03-15      | 6.0000%  | 0.0000% | $100000.00         | $99.69             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-05-15      | 6.5000%  | 0.0000% | $38000.00          | $32.03             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-05-15      | 6.5000%  | 0.0000% | $27000.00          | $23.52             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-05-15      | 6.0000%  | 0.0000% | $38000.00          | $76.44             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-03-20      | 5.5000%  | 0.0000% | $4339940.00        | $17589.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-11-15      | 8.0000%  | 0.0000% | $385000.00         | $597.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-03-15      | 6.0000%  | 0.0000% | $308503.00         | $1418.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $950457.00         | $298602.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-15      | 3.0000%  | 0.0000% | $645000.00         | $138318.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-15      | 4.0000%  | 0.0000% | $39688000.00       | $1734919.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-06-20      | 3.0000%  | 0.0000% | $1105000.00        | $104840.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-15      | 6.0000%  | 0.0000% | $1091062.00        | $53398.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $367258.00         | $46009.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-15      | 6.0000%  | 0.0000% | $269816.00         | $43373.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $1400000.00        | $135885.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 3.5000%  | 0.0000% | $334815.00         | $33006.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $79539.00          | $9686.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $2500000.00        | $486109.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-06-15      | 6.0000%  | 0.0000% | $951247.00         | $20077.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-15      | 5.0000%  | 0.0000% | $130854.00         | $9054.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $345000.00         | $113268.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $500000.00         | $121935.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $950043.00         | $336031.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $384271.00         | $80725.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $108000.00         | $50416.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1625000.00        | $860462.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $211000.00         | $123801.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-15      | 5.0000%  | 0.0000% | $351630.00         | $138093.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $100000.00         | $71727.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 3.5000%  | 0.0000% | $1046065.00        | $511180.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $426400.00         | $238401.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $60210.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-15      | 4.5000%  | 0.0000% | $589267.00         | $223468.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-15      | 3.0000%  | 0.0000% | $2000000.00        | $1404636.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $378000.00         | $230609.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $670000.00         | $402553.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $130000.00         | $81381.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-15      | 3.0000%  | 0.0000% | $460000.00         | $349806.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $100000.00         | $54029.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1558150.00        | $1025539.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $400000.00         | $311262.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1700000.00        | $997935.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $300000.00         | $258420.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 3.5000%  | 0.0000% | $155000.00         | $110533.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $2349000.00        | $1724844.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $2075000.00        | $1609489.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $8502500.00        | $6193430.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $600000.00         | $464758.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $100000.00         | $71604.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $175000.00         | $139307.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $900000.00         | $671191.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $160000.00         | $118612.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $60000.00          | $44461.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $50000.00          | $36828.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $3136185.00        | $1901082.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-01-15      | 5.5000%  | 0.0000% | $2022612.00        | $2106898.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-01-15      | 4.0000%  | 0.0000% | $1820341.00        | $115354.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-15      | 7.0000%  | 0.0000% | $350000.00         | $9923.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-09-15      | 6.5000%  | 0.0000% | $44000.00          | $423.74            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-04-15      | 5.0000%  | 0.0000% | $4077839.00        | $60003.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-08-15      | 5.0000%  | 0.0000% | $541613.00         | $10067.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-15      | 6.5000%  | 0.0000% | $1000000.00        | $14553.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $55000.00          | $982.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-05-15      | 7.0000%  | 0.0000% | $35000.00          | $509.60            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-07-15      | 6.0000%  | 0.0000% | $2392116.00        | $17166.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-15      | 6.5000%  | 0.0000% | $1250000.00        | $8073.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-11-15      | 5.5000%  | 0.0000% | $3500000.00        | $48350.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-15      | 5.0000%  | 0.0000% | $897164.00         | $28104.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-15      | 5.0000%  | 0.0000% | $2000000.00        | $63141.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $92853.00          | $2426.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $1473485.00        | $54026.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-15      | 6.0000%  | 0.0000% | $474174.00         | $12111.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $89670.00          | $2582.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $80077.00          | $2356.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $300000.00         | $10886.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 5.0000%  | 0.0000% | $21953.00          | $944.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-15      | 6.0000%  | 0.0000% | $660554.00         | $16730.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-05-20      | 5.5000%  | 0.0000% | $2100000.00        | $81754.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-20      | 4.5000%  | 0.0000% | $400000.00         | $17235.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-15      | 6.0000%  | 0.0000% | $4106459.00        | $114149.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-15      | 5.0000%  | 0.0000% | $456384.00         | $14488.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-20      | 6.0000%  | 0.0000% | $45000.00          | $1501.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-20      | 6.0000%  | 0.0000% | $1000000.00        | $23338.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-07-15      | 6.5000%  | 0.0000% | $742098.00         | $47249.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-12-15      | 6.5000%  | 0.0000% | $252451.00         | $2762.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-06-15      | 6.5000%  | 0.0000% | $150000.00         | $2211.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-10-15      | 6.0000%  | 0.0000% | $150000.00         | $1996.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-08-15      | 6.5000%  | 0.0000% | $848287.00         | $7300.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-15      | 5.0000%  | 0.0000% | $50000.00          | $394.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-01-15      | 5.5000%  | 0.0000% | $72260.00          | $840.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-02-15      | 5.5000%  | 0.0000% | $30000.00          | $687.00            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-06-15      | 6.5000%  | 0.0000% | $250000.00         | $4239.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-07-15      | 5.0000%  | 0.0000% | $273482.00         | $4193.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-15      | 6.5000%  | 0.0000% | $1036768.00        | $6552.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-09-15      | 6.0000%  | 0.0000% | $492888.00         | $8294.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-06-15      | 6.0000%  | 0.0000% | $2396314.00        | $15135.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-02-15      | 6.5000%  | 0.0000% | $1684757.00        | $93165.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-15      | 6.5000%  | 0.0000% | $2212600.00        | $38523.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-08-15      | 6.5000%  | 0.0000% | $49208.00          | $751.84            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-08-15      | 6.5000%  | 0.0000% | $7000000.00        | $63495.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 4.5000%  | 0.0000% | $542676.00         | $44206.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 3.0000%  | 0.0000% | $789745.00         | $105707.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $625000.00         | $73887.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 3.0000%  | 0.0000% | $1223773.00        | $192607.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $2316393.00        | $171368.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $1100000.00        | $81412.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $1140000.00        | $85292.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $950000.00         | $111165.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $1800000.00        | $159456.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $1500000.00        | $231881.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.5000%  | 0.0000% | $327417.00         | $38456.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $5196000.00        | $851316.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $500000.00         | $66404.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $900000.00         | $96133.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $800000.00         | $74430.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $711000.00         | $54176.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $2100000.00        | $190878.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $4000000.00        | $305352.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $4187029.00        | $283226.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $309846.00         | $61372.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1700000.00        | $154929.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $1000.00           | $73.65             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $8894849.00        | $531592.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $1786228.00        | $162747.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $4436438.00        | $296956.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $1300000.00        | $79276.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $1800000.00        | $135915.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $14320056.00       | $925876.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $4300000.00        | $252826.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $80000.00          | $6288.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $5000000.00        | $362167.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $143217.00         | $9239.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 6.5000%  | 0.0000% | $1000000.00        | $166779.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 6.5000%  | 0.0000% | $1000000.00        | $117944.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $2747077.00        | $232589.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $8530248.00        | $636139.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $3800000.00        | $334012.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1000000.00        | $144544.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 3.0000%  | 0.0000% | $600060.00         | $69910.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $19419094.00       | $1583125.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $334408.00         | $29443.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $1242149.00        | $106309.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 6.0000%  | 0.0000% | $35000.00          | $4223.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 3.0000%  | 0.0000% | $97000.00          | $13220.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $2563584.00        | $217834.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $177557.00         | $13923.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $37000.00          | $3916.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $975000.00         | $103030.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $21309.00          | $1916.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $3500000.00        | $471057.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 3.0000%  | 0.0000% | $4500000.00        | $637520.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $19333513.00       | $9466209.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 5.5000%  | 0.0000% | $45000.00          | $10947.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 1.5000%  | 0.0000% | $1102744.00        | $572142.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $75398243.00       | $37558042.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $62000.00          | $22817.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $5826791.00        | $994561.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $41652396.00       | $5360801.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $1211913.00        | $214003.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $4800000.00        | $685996.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $157000.00         | $22019.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $100000.00         | $12770.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $5276997.00        | $830106.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $770000.00         | $111249.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $1800000.00        | $243130.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $97331223.00       | $20655057.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $3939744.00        | $950491.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $4500000.00        | $870050.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $14470010.00       | $3617581.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 3.5000%  | 0.0000% | $1400000.00        | $313688.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $105000.00         | $24526.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1000.00           | $269.00            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $1620000.00        | $696613.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $155000.00         | $53430.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $145384.00         | $42151.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $135000.00         | $26257.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $170000.00         | $76484.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1498000.00        | $690430.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $1200000.00        | $370673.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 4.5000%  | 0.0000% | $1362979.00        | $317836.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $647231.00         | $305728.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $58000.00          | $19125.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $348862.00         | $168223.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $45000.00          | $15407.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $243426.00         | $61484.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $190061.00         | $119107.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $29643057.00       | $19709969.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.5000%  | 0.0000% | $8082007.00        | $5758203.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $13336966.00       | $8599047.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $35804500.00       | $24164543.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $3796415.00        | $2618943.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $515000.00         | $375056.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $90154.00          | $57315.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $12000.00          | $8065.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 1.5000%  | 0.0000% | $70771.00          | $37908.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $9218172.00        | $4787369.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $26000.00          | $13091.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $1070076.00        | $192258.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $2675064.00        | $1421860.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $2784640.00        | $1449037.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $706000.00         | $341251.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 5.0000%  | 0.0000% | $5103235.00        | $1970083.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.0000%  | 0.0000% | $100000.00         | $53859.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $26000.00          | $14143.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 4.0000%  | 0.0000% | $135000.00         | $59208.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $9000.00           | $5070.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $7936675.00        | $4450060.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 1.5000%  | 0.0000% | $50000.00          | $28423.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $13844974.00       | $7959258.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $25744.00          | $15071.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 5.5000%  | 0.0000% | $800000.00         | $331216.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 1.5000%  | 0.0000% | $707000.00         | $408830.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $204000.00         | $119815.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $655000.00         | $381641.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 4.0000%  | 0.0000% | $641482.00         | $367254.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 1.5000%  | 0.0000% | $23234.00          | $13717.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $135000.00         | $81286.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $1000000.00        | $614412.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $19802000.00       | $12429071.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $599057.00         | $389560.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $91639.00          | $57729.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $90033909.00       | $55854380.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $32197.00          | $20321.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1112114.00        | $735557.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $500000.00         | $314322.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $2282344.00        | $1436876.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.5000%  | 0.0000% | $140000.00         | $88264.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $1854618.00        | $771090.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $74000.00          | $50913.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 1.5000%  | 0.0000% | $18618.00          | $11099.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $337105.00         | $205770.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 3.0000%  | 0.0000% | $2000.00           | $1286.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $2350000.00        | $1730372.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $200000.00         | $148098.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1202000.00        | $901295.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1855000.00        | $1388717.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $25000.00          | $19128.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-11-20      | 4.0000%  | 0.0000% | $147582.00         | $88018.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 3.5000%  | 0.0000% | $249221.00         | $185244.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $810996.00         | $614937.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $100000.00         | $76283.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1205000.00        | $842100.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 6.5000%  | 0.0000% | $3622.00           | $1398.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $10000.00          | $6518.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 3.5000%  | 0.0000% | $4245.00           | $3050.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $100000.00         | $75002.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $299000.00         | $207071.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $84113900.00       | $56964146.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $102410.00         | $86619.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 4.5000%  | 0.0000% | $4047162.00        | $3575939.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $340084.00         | $259919.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.0000%  | 0.0000% | $190000.00         | $168840.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.5000%  | 0.0000% | $1000000.00        | $786182.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-11-20      | 4.5000%  | 0.0000% | $151769.00         | $112284.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $825000.00         | $668546.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $313007.00         | $67664.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $677248.00         | $605311.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $3000000.00        | $790645.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $325000.00         | $279251.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $400462.00         | $128887.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $4861869.00        | $935381.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $380000.00         | $50594.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-15      | 4.0000%  | 0.0000% | $77762.00          | $23794.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9260.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $358447.00         | $25809.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-15      | 5.0000%  | 0.0000% | $12676.00          | $159.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $18616.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $511692.00         | $217121.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $35068.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $4836.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-15      | 5.0000%  | 0.0000% | $34147.00          | $4172.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-15      | 4.0000%  | 0.0000% | $50000.00          | $18571.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $506554.00         | $49048.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $213704.00         | $44301.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $1264886.00        | $161360.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $56000.00          | $18488.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-15      | 3.0000%  | 0.0000% | $1150394.00        | $198001.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-15      | 5.0000%  | 0.0000% | $51548.00          | $2521.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $67000.00          | $29603.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $50000.00          | $23142.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $58000.00          | $25921.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-15      | 4.0000%  | 0.0000% | $68000.00          | $24097.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-15      | 5.0000%  | 0.0000% | $6713729.00        | $4677390.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6613.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $321000.00         | $74684.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-15      | 3.5000%  | 0.0000% | $490000.00         | $85570.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-15      | 5.0000%  | 0.0000% | $40161.00          | $8152.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $1702920.00        | $362362.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $1015828.00        | $49743.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $6000000.00        | $218356.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $27545.00          | $2694.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-20      | 3.0000%  | 0.0000% | $680966.00         | $181285.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $500000.00         | $76251.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1000000.00        | $156436.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-15      | 5.5000%  | 0.0000% | $35000.00          | $3040.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-15      | 5.5000%  | 0.0000% | $508192.00         | $60686.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-15      | 5.5000%  | 0.0000% | $4899128.00        | $172400.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 3.5000%  | 0.0000% | $1159573.00        | $411214.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $200000.00         | $33303.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-15      | 4.5000%  | 0.0000% | $3327956.00        | $174427.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-15      | 4.0000%  | 0.0000% | $550136.00         | $59379.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-15      | 4.0000%  | 0.0000% | $50224.00          | $6364.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $3985713.00        | $407372.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.5000%  | 0.0000% | $278419.00         | $47093.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-15      | 3.0000%  | 0.0000% | $1027812.00        | $178479.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $213081.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $499000.00         | $267267.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-15      | 3.0000%  | 0.0000% | $616097.00         | $123914.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 2.5000%  | 0.0000% | $1865000.00        | $164418.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $2185000.00        | $365229.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $2780000.00        | $295030.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $1267713.00        | $155728.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $1375435.00        | $504199.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-15      | 3.0000%  | 0.0000% | $2896450.00        | $528730.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-15      | 4.5000%  | 0.0000% | $34720.00          | $2603.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $1403686.00        | $271028.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-15      | 3.0000%  | 0.0000% | $530000.00         | $84975.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.5000%  | 0.0000% | $3500000.00        | $1138511.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-03-20      | 5.5000%  | 0.0000% | $3300000.00        | $1316573.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-15      | 2.5000%  | 0.0000% | $586800.00         | $337855.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $7115.00           | $4262.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $11760.00          | $5256.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $8199.00           | $5994.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $75000.00          | $36507.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $3500000.00        | $1674935.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $150000.00         | $76985.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $2061547.00        | $1372034.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1877366.00        | $1082979.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4052542.00        | $2606067.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $1452000.00        | $713214.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1196624.00        | $632527.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $1875000.00        | $1076492.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $420000.00         | $306934.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-15      | 3.5000%  | 0.0000% | $870188.00         | $733685.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $412000.00         | $257125.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $740000.00         | $480635.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $351591.00         | $187904.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-15      | 3.5000%  | 0.0000% | $1010769.00        | $679832.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-15      | 3.5000%  | 0.0000% | $1100306.00        | $840563.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $430000.00         | $298603.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $836000.00         | $500479.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $900000.00         | $594962.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-15      | 3.5000%  | 0.0000% | $1469738.00        | $1105578.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-15      | 3.5000%  | 0.0000% | $333947.00         | $272263.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $81945.00          | $50475.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-15      | 3.5000%  | 0.0000% | $327567.00         | $85931.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $19348.00          | $16320.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.5000%  | 0.0000% | $371782.00         | $313657.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $46211.00          | $42399.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $116353.00         | $57740.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $5631.00           | $5194.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-15      | 2.5000%  | 0.0000% | $523753.00         | $16205.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $3058244.00        | $474191.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-15      | 2.5000%  | 0.0000% | $45068.00          | $6267.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 3.0000%  | 0.0000% | $400000.00         | $64049.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-15      | 3.5000%  | 0.0000% | $25319.00          | $1304.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 4.0000%  | 0.0000% | $475000.00         | $38021.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-15      | 2.4900%  | 0.0000% | $1025838.00        | $282575.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $1025719.00        | $84525.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-05-20      | 4.0000%  | 0.0000% | $1096810.00        | $115024.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $79425.00          | $9126.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $70653.00          | $19648.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $1784136.00        | $91181.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4818193.00        | $332260.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-12-15      | 4.0000%  | 0.0000% | $15781516.00       | $1443691.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1141745.00        | $838067.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1033926.00        | $1065055.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1101182.00        | $885500.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $4341140.00        | $2555391.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $5281445.00        | $2099599.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $4327364.00        | $1738077.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1056961.00        | $645885.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $2770878.00        | $1641086.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $2283263.00        | $2224242.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $3974545.00        | $3736200.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1736033.00        | $1743997.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $2560416.00        | $2548728.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1337148.00        | $1353235.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1255542.00        | $1271583.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1000000.00        | $1013761.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $748637.00         | $759156.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $3287741.00        | $1398545.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1223306.00        | $1245152.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2633956.00        | $2701768.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1353542.00        | $1383927.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1323060.00        | $1350666.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2220887.00        | $2292365.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $9716177.00        | $9947099.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $3577816.00        | $3660602.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1110461.00        | $1126742.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1405530.00        | $1429728.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $7074704.00        | $6723095.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $254101.00         | $251769.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1441945.00        | $1489135.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $5416977.00        | $5597709.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3400409.00        | $3512623.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3265665.00        | $3373332.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1102049.00        | $1130676.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2223768.00        | $2276726.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2549140.00        | $2622414.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4512851.00        | $4646141.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $5528377.00        | $5697063.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $36660239.00       | $37718733.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1808353.00        | $1864858.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1308513.00        | $1353547.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2604397.00        | $2668405.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1508594.00        | $1561257.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1633512.00        | $1689886.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1137934.00        | $1171498.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1248043.00        | $1292535.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1412857.00        | $1454489.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1109696.00        | $1138085.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1146818.00        | $1188014.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3215034.00        | $3294196.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1877949.00        | $1928258.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $8381962.00        | $8690946.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2212369.00        | $2293919.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $5623343.00        | $5830636.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3857378.00        | $3999564.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $5095562.00        | $5283394.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $17445244.00       | $17912590.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $8190940.00        | $8492882.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1136747.00        | $879424.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2422549.00        | $2472338.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $6299371.00        | $6427146.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1432496.00        | $1463519.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1657888.00        | $1695018.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1019584.00        | $1041641.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1156701.00        | $1180260.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1677365.00        | $1711781.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1091253.00        | $1115598.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1417804.00        | $1449603.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1169904.00        | $1211007.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2450156.00        | $2538124.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1026143.00        | $1063927.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2827082.00        | $2889502.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1191606.00        | $1234258.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1063178.00        | $1108352.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1421076.00        | $1456146.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1125243.00        | $1153036.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1082027.00        | $1108504.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $7442956.00        | $7625959.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $10180825.00       | $10250015.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $4582799.00        | $4685365.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $11584010.00       | $11871581.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $8612605.00        | $8799495.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $12350174.00       | $12618297.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $10047593.00       | $10372701.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1281430.00        | $1289139.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1081091.00        | $1091592.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1571563.00        | $1582956.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1192031.00        | $1221532.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4054367.00        | $4196078.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1690120.00        | $1765933.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1956988.00        | $2040947.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1680991.00        | $1739705.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2118217.00        | $2169923.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4095430.00        | $4238368.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2452389.00        | $2576275.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1432236.00        | $1482130.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $5233943.00        | $5497552.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $10283663.00       | $10799704.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $5931232.00        | $6230632.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3686175.00        | $3872113.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $6653231.00        | $6989261.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $18630833.00       | $19208749.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1032100.00        | $1073552.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1513739.00        | $1567863.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1706266.00        | $1765800.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1588014.00        | $1645898.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1205465.00        | $1239623.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1315065.00        | $1364522.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2789877.00        | $2948282.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $4389507.00        | $4628404.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1131941.00        | $1173664.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2169758.00        | $2272662.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2344669.00        | $2447106.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2315465.00        | $2413939.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1295827.00        | $1330540.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1256411.00        | $1290069.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1039978.00        | $1075320.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1457520.00        | $1493505.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $5463975.00        | $5596013.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $13682939.00       | $14112893.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1419016.00        | $1454070.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2441381.00        | $2501065.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1913874.00        | $1960989.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1841873.00        | $1886124.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1236638.00        | $1282045.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3055246.00        | $3161919.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1713757.00        | $1773477.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1862359.00        | $1926291.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1403324.00        | $1413920.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1482502.00        | $1533411.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1135074.00        | $1185139.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1338651.00        | $1395363.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1150475.00        | $1217089.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1071880.00        | $1134993.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1005254.00        | $1063212.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1237273.00        | $1283636.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1168023.00        | $1217871.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1104649.00        | $1153486.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2281770.00        | $2365876.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1848841.00        | $1894308.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1520403.00        | $1585963.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1192799.00        | $1222322.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1299221.00        | $1345429.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1082117.00        | $1108422.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1044813.00        | $1083063.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1152553.00        | $1192483.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1117277.00        | $1173386.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1309595.00        | $1343943.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1234727.00        | $1240746.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $8005965.00        | $8291704.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $22015549.00       | $22804961.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1208678.00        | $1214743.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1352785.00        | $1359381.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2077565.00        | $2087613.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $8636304.00        | $8858102.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3017820.00        | $3095281.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $9572992.00        | $9977426.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $16744380.00       | $17348605.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $19408220.00       | $20102568.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $18459203.00       | $19119265.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $4092073.00        | $4116693.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $6927630.00        | $6736219.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1888888.00        | $1901185.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $5099754.00        | $5265507.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $4904134.00        | $5048091.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $5068440.00        | $5222759.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $5933999.00        | $6114333.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $543528.00         | $560188.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3190359.00        | $3291833.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $614850.00         | $634260.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1585658.00        | $1624886.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $6126343.00        | $5949986.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1113261.00        | $1135962.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1024838.00        | $1073083.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3194033.00        | $3272945.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1444379.00        | $1494490.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1812586.00        | $1861142.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $4448673.00        | $4599856.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1049775.00        | $1098440.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1110139.00        | $1157519.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1045335.00        | $1085789.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1440408.00        | $1494826.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1653524.00        | $1697819.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1178418.00        | $1209984.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1642153.00        | $1686143.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2051224.00        | $2106174.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3760747.00        | $3861491.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1389236.00        | $1440447.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $5010635.00        | $5144866.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $5068147.00        | $5203919.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $5020621.00        | $5155120.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $9510139.00        | $9764909.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $10063316.00       | $10332905.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $25196191.00       | $25347788.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5429269.00        | $5461940.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5586347.00        | $5619963.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $3764253.00        | $3786905.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $3117532.00        | $3136292.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $3131113.00        | $3151498.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $15075961.00       | $15479835.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-20      | 4.5000%  | 0.0000% | $951420.00         | $957432.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-20      | 5.0000%  | 0.0000% | $391485.00         | $398196.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $131685806.00      | $129066311.95      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $46562182.00       | $46730861.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $235501.00         | $239457.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $6567589.00        | $6759165.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $11531182.00       | $10724689.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 3.0000%  | 0.0000% | $490534.00         | $399913.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $200000.00         | $145575.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $11263.00          | $6174.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1335000.00        | $1044672.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $501540.00         | $365664.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.0000%  | 0.0000% | $1036724.00        | $971131.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $541123.00         | $503695.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $26848.00          | $23019.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $95132.00          | $85748.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1402173.00        | $1392633.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1889428.00        | $1887038.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 3.0000%  | 0.0000% | $7759515.00        | $6946173.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $380540.00         | $381696.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.0000%  | 0.0000% | $375444.00         | $353663.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $6941128.00        | $6316543.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $116500.00         | $117367.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $638033.00         | $648814.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3236418.00        | $3335748.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.5000%  | 0.0000% | $3573447.00        | $3259370.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.0000%  | 0.0000% | $1539846.00        | $1456050.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $60000000.00       | $60028854.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4250979.00        | $4401092.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $5924961.00        | $6119108.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2929066.00        | $2998788.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $3195434.00        | $3317534.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $3491455.00        | $3357884.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1474980.00        | $1501267.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $6079927.00        | $6192871.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1269440.00        | $1292513.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1202101.00        | $1221460.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $4016335.00        | $4137783.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $28609053.00       | $29152412.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1155812.00        | $1183046.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1234821.00        | $1286955.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2052145.00        | $2136426.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1012851.00        | $1049257.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1085575.00        | $1152431.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1766289.00        | $1870834.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2213262.00        | $2326550.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2345728.00        | $2438968.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2156475.00        | $2231693.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2602818.00        | $2694655.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1251371.00        | $1297496.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1202857.00        | $1261999.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $10303758.00       | $10715314.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2017390.00        | $2073877.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1681007.00        | $1758383.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1914100.00        | $2000091.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $9514719.00        | $9901944.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $20685220.00       | $21447739.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1368849.00        | $1434420.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3209817.00        | $3342847.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2072.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1544188.00        | $1559187.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2370449.00        | $2384713.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1448017.00        | $1501395.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $6359577.00        | $6397840.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2102475.00        | $2195419.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1705942.00        | $1789325.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $8246713.00        | $8296330.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2057398.00        | $2112514.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1665021.00        | $1727200.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1303870.00        | $1350595.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1486985.00        | $1540358.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2596486.00        | $2692202.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2109111.00        | $2186854.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1151306.00        | $1198592.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-05-20      | 5.0000%  | 0.0000% | $2872877.00        | $99804.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-15      | 4.0000%  | 0.0000% | $1502806.00        | $60474.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-15      | 2.5000%  | 0.0000% | $305819.00         | $54582.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-15      | 2.5000%  | 0.0000% | $49183.00          | $12367.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-15      | 4.5000%  | 0.0000% | $65556.00          | $2984.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-15      | 4.0000%  | 0.0000% | $84675.00          | $8589.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 3.0000%  | 0.0000% | $1277071.00        | $286263.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-15      | 3.0000%  | 0.0000% | $213352.00         | $31188.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 4.0000%  | 0.0000% | $1180000.00        | $145948.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $100216.00         | $10922.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 2.5000%  | 0.0000% | $307119.00         | $42143.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 3.0000%  | 0.0000% | $175000.00         | $19028.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 4.0000%  | 0.0000% | $900000.00         | $72151.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-04-20      | 3.0000%  | 0.0000% | $53000.00          | $4294.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-04-20      | 4.0000%  | 0.0000% | $11086.00          | $586.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-20      | 3.0000%  | 0.0000% | $90000.00          | $7278.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-20      | 5.0000%  | 0.0000% | $648800.00         | $32171.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-20      | 3.0000%  | 0.0000% | $1316000.00        | $136108.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-20      | 3.5000%  | 0.0000% | $275000.00         | $23515.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $70000.00          | $7393.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 2.5000%  | 0.0000% | $77566.00          | $10071.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 4.0000%  | 0.0000% | $1261.00           | $101.45            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $866949.00         | $92858.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 3.0000%  | 0.0000% | $3144149.00        | $333625.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-02-20      | 3.0000%  | 0.0000% | $485959.00         | $67902.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-20      | 3.0000%  | 0.0000% | $1750000.00        | $208275.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $260000.00         | $27761.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $490000.00         | $43513.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 3.0000%  | 0.0000% | $1845464.00        | $198188.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $2828500.00        | $280039.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $290000.00         | $31674.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 3.0000%  | 0.0000% | $470526.00         | $53867.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 4.0000%  | 0.0000% | $1106832.00        | $95936.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $1250000.00        | $68602.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-20      | 3.0000%  | 0.0000% | $513300.00         | $70413.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-08-15      | 6.5000%  | 0.0000% | $255668.00         | $10.77             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $40000.00          | $58.72             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-10-15      | 6.0000%  | 0.0000% | $60000.00          | $288.49            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $75000.00          | $2193.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $627519.00         | $30819.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-15      | 2.5000%  | 0.0000% | $309325.00         | $127394.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $103653.00         | $1852.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-15      | 5.0000%  | 0.0000% | $575690.00         | $17709.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-15      | 5.0000%  | 0.0000% | $750073.00         | $18501.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $126341.00         | $11439.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-15      | 5.0000%  | 0.0000% | $1536894.00        | $47594.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $1459492.00        | $179623.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-05-15      | 5.0000%  | 0.0000% | $92259.00          | $4984.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-12-15      | 6.0000%  | 0.0000% | $35000.00          | $40.16             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2028-12-15      | 6.0000%  | 0.0000% | $25000.00          | $72.93             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-15      | 6.0000%  | 0.0000% | $1000000.00        | $57848.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-05-15      | 6.5000%  | 0.0000% | $2062142.00        | $41667.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-09-15      | 6.0000%  | 0.0000% | $100000.00         | $305.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-06-15      | 6.0000%  | 0.0000% | $170548.00         | $5496.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-05-15      | 6.5000%  | 0.0000% | $724776.00         | $69122.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-07-15      | 6.0000%  | 0.0000% | $1343252.00        | $8700.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-15      | 6.0000%  | 0.0000% | $70597.00          | $507.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-15      | 6.5000%  | 0.0000% | $2400000.00        | $11167.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-08-15      | 6.0000%  | 0.0000% | $750755.00         | $9157.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-09-15      | 6.5000%  | 0.0000% | $497597.00         | $4060.77           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-08-15      | 5.5000%  | 0.0000% | $75000.00          | $444.57            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-09-15      | 6.0000%  | 0.0000% | $449085.00         | $3174.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-09-15      | 6.0000%  | 0.0000% | $50099.00          | $890.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-15      | 6.0000%  | 0.0000% | $729734.00         | $15917.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-15      | 6.5000%  | 0.0000% | $6502819.00        | $11549.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-15      | 6.5000%  | 0.0000% | $28697.00          | $305.24            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-04-15      | 5.5000%  | 0.0000% | $493000.00         | $4469.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $91099.00          | $3427.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-09-15      | 6.0000%  | 0.0000% | $82266.00          | $126.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-09-15      | 6.5000%  | 0.0000% | $678168.00         | $17040.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-10-15      | 6.0000%  | 0.0000% | $11000000.00       | $29227.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-15      | 6.0000%  | 0.0000% | $89930.00          | $710.94            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-01-15      | 6.0000%  | 0.0000% | $63255.00          | $1391.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-01-15      | 6.0000%  | 0.0000% | $42017.00          | $1195.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-11-15      | 6.0000%  | 0.0000% | $193013.00         | $669.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-15      | 6.0000%  | 0.0000% | $2217037.00        | $9942.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $140000.00         | $6109.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-01-15      | 6.5000%  | 0.0000% | $589915.00         | $2095.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $128597.00         | $8157.75           | Agency Collateralized Mortgage Obligation |

### Security 35: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 3.840000%
- **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: 65999Z009, C.3 - LEI: N/A, C.5 - Other ID: 65999Z009_3.8400
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $13133000.00       | $11518322.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $93872000.00       | $88734620.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $1694600.00        | $1747082.50        | U.S. Treasuries (including strips) |

### Security 36: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **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):** $590830222.50
- **C.18.a - Value (excl. sponsor support):** $590830222.50
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497861969.85
- **C.18.a - Value (excl. sponsor support):** $497861969.85
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $495946065.00
- **C.18.a - Value (excl. sponsor support):** $495946065.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498437445.00
- **C.18.a - Value (excl. sponsor support):** $498437445.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **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):** $592767118.13
- **C.18.a - Value (excl. sponsor support):** $592767118.13
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **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):** $493912682.72
- **C.18.a - Value (excl. sponsor support):** $493912682.72
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **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):** $494222505.00
- **C.18.a - Value (excl. sponsor support):** $494222505.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498082230.00
- **C.18.a - Value (excl. sponsor support):** $498082230.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497038960.00
- **C.18.a - Value (excl. sponsor support):** $497038960.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $495770467.01
- **C.18.a - Value (excl. sponsor support):** $495770467.01
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $494547951.82
- **C.18.a - Value (excl. sponsor support):** $494547951.82
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399640504.00
- **C.18.a - Value (excl. sponsor support):** $399640504.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286L9, C.4 - ISIN: US9128286L99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199342188.00
- **C.18.a - Value (excl. sponsor support):** $199342188.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98589844.00
- **C.18.a - Value (excl. sponsor support):** $98589844.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197160938.00
- **C.18.a - Value (excl. sponsor support):** $197160938.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $698180252.00
- **C.18.a - Value (excl. sponsor support):** $698180252.00
- **C.19 - Percentage of Net Assets:** 2.6700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $496708985.00
- **C.18.a - Value (excl. sponsor support):** $496708985.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $792668752.00
- **C.18.a - Value (excl. sponsor support):** $792668752.00
- **C.19 - Percentage of Net Assets:** 3.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $294512109.00
- **C.18.a - Value (excl. sponsor support):** $294512109.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98027344.00
- **C.18.a - Value (excl. sponsor support):** $98027344.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100003889.00
- **C.18.a - Value (excl. sponsor support):** $100003889.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.847100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $185370359.25
- **C.18.a - Value (excl. sponsor support):** $185370359.25
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.784100%
- **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):** $200068762.00
- **C.18.a - Value (excl. sponsor support):** $200068762.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **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):** $200215624.00
- **C.18.a - Value (excl. sponsor support):** $200215624.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **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):** $199854688.00
- **C.18.a - Value (excl. sponsor support):** $199854688.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927WWR006, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 927WWR006_3.83_0102
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $73647600.00       | $74731460.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $37653400.00       | $37468550.77       | U.S. Treasuries (including strips) |

### Security 62: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 3.840000%
- **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: 927WWR006, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 927WWR006_3.84_0102
- **C.18 - Value (incl. sponsor support):** $440000000.00
- **C.18.a - Value (excl. sponsor support):** $440000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $16939800.00       | $10499940.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $1388600.00        | $1039336.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $10723400.00       | $9028071.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $4012700.00        | $2940225.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 3.3750%  | 0.0000% | $14130200.00       | $12177409.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $16914800.00       | $15541457.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $1011000.00        | $916970.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $13694900.00       | $12420161.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $180700.00         | $182791.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $10403400.00       | $9636123.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $16450600.00       | $16746258.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $13020200.00       | $12870950.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2036-02-15      | 4.5000%  | 0.0000% | $2990000.00        | $3146033.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2037-02-15      | 4.7500%  | 0.0000% | $89100.00          | $95233.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2037-05-15      | 5.0000%  | 0.0000% | $2700.00           | $2916.36           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2038-02-15      | 4.3750%  | 0.0000% | $42900.00          | $44140.25          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | 3.5000%  | 0.0000% | $102100.00         | $94728.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 4.2500%  | 0.0000% | $563100.00         | $556855.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 4.5000%  | 0.0000% | $228500.00         | $233746.59         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-11-15      | 4.3750%  | 0.0000% | $16976500.00       | $16914236.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-02-15      | 4.6250%  | 0.0000% | $21600.00          | $22303.57          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $297000.00         | $280629.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 2.1250%  | 0.0000% | $88525500.00       | $130197518.77      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 4.3750%  | 0.0000% | $5229000.00        | $5148606.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 3.7500%  | 0.0000% | $4589200.00        | $4219441.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 3.1250%  | 0.0000% | $2490000.00        | $2077780.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $9000.00           | $7548.06           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.0000%  | 0.0000% | $9400.00           | $7635.00           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 2.7500%  | 0.0000% | $6000.00           | $4715.61           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 2.7500%  | 0.0000% | $7000.00           | $5430.76           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $721000.00         | $594766.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 3.7500%  | 0.0000% | $382100.00         | $338497.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 3.6250%  | 0.0000% | $187400.00         | $164303.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $381900.00         | $318579.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $20037500.00       | $16179053.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 3.0000%  | 0.0000% | $90300.00          | $70576.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $4306900.00        | $3107768.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 3.0000%  | 0.0000% | $838400.00         | $651810.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $1906500.00        | $1458758.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $408300.00         | $315250.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $10500.00          | $7451.85           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $2050500.00        | $1374155.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $12700.00          | $9477.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $12000.00          | $9221.17           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $4811800.00        | $3508030.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $1005600.00        | $772419.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $11100.00          | $8396.15           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $19800300.00       | $15839817.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 3.0000%  | 0.0000% | $6138400.00        | $4618323.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $2804000.00        | $1793327.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $4514300.00        | $2931667.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $16511400.00       | $9873107.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $7999700.00        | $3871114.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $24995500.00       | $12516727.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 1.1250%  | 0.0000% | $390800.00         | $248252.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $21239000.00       | $13573623.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $30073400.00       | $15972732.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $23214600.00       | $15180589.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 1.8750%  | 0.0000% | $19660900.00       | $11205164.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 1.8750%  | 0.0000% | $14951300.00       | $10602613.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $20133100.00       | $12837729.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $8135600.00        | $4758675.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $24882300.00       | $17028886.27       | U.S. Treasuries (including strips) |

### Security 63: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.520000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 928DVK003, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 928DVK003_3.52_0102
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $100252600.00      | $102000058.21      | U.S. Treasuries (including strips) |

### Security 64: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.830000%
- **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: 928DVK003, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 928DVK003_3.83_0102
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 3.4400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $303587.00         | $306732.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $109000.00         | $15764.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-04-20      | 2.5000%  | 0.0000% | $298000.00         | $59766.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $10675200.00       | $267615.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-06-15      | 2.6600%  | 0.0000% | $3460315.00        | $2935030.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2149144.00        | $2206715.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2346396.00        | $2434327.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $159438.00         | $163709.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $319433.00         | $327658.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3260256.00        | $3345320.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1896816.00        | $1947632.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2516488.00        | $2609253.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $552721.00         | $567528.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1218088.00        | $1266887.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $890760.00         | $914621.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $9568256.00        | $9299881.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1064564.00        | $1110728.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $458872.00         | $470697.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $56521536.00       | $58035710.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1004464.00        | $1031373.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-15      | 3.0000%  | 0.0000% | $466797.00         | $211193.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-01      | 6.0000%  | 0.0000% | $261890.00         | $41970.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-08-01      | 5.0000%  | 0.0000% | $490000.00         | $125940.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 4.5000%  | 0.0000% | $499000.00         | $85623.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $1602130.00        | $488764.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.0000%  | 0.0000% | $751899.00         | $129485.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $883496.00         | $824655.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $63453312.00       | $49436648.97       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $57205120.00       | $57895405.55       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $2509676.00        | $2575166.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 2.5000%  | 0.0000% | $42217856.00       | $34883900.04       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 1.5000%  | 0.0000% | $151057.00         | $67711.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 2.0000%  | 0.0000% | $415000.00         | $204042.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $300000.00         | $198665.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $172575.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $1806000.00        | $477328.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $72699.00          | $55468.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.5000%  | 0.0000% | $300000.00         | $51928.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.0000%  | 0.0000% | $36697.00          | $6702.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $3911536.00        | $3324056.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $98000.00          | $75437.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.0000%  | 0.0000% | $1671596.00        | $828037.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $54717.00          | $40730.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $4600000.00        | $3226161.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $2066000.00        | $1453555.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $285000.00         | $199616.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $731537.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1698806.00        | $1366866.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $751548.00         | $679391.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-04-01      | 5.0000%  | 0.0000% | $1452082.00        | $1347856.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 7.5000%  | 0.0000% | $1057256.00        | $5648.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $398000.00         | $25424.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.0000%  | 0.0000% | $758532.00         | $37524.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 5.0000%  | 0.0000% | $3646376.00        | $312197.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $200000.00         | $24391.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 2.5000%  | 0.0000% | $8705000.00        | $985994.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 2.5000%  | 0.0000% | $28728.00          | $5456.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 6.0000%  | 0.0000% | $1450000.00        | $8651.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 7.0000%  | 0.0000% | $1190326.00        | $1010539.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $1385568.00        | $1164337.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $3173532.00        | $3261459.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $40000000.00       | $9034185.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2060-09-01      | 3.0000%  | 0.0000% | $5561520.00        | $4204053.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $600000.00         | $45190.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $200000.00         | $37687.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.5000%  | 0.0000% | $1045994.00        | $95198.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $498000.00         | $89079.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $785000.00         | $399240.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.5000%  | 0.0000% | $345000.00         | $55838.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $50000.00          | $20324.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $94604800.00       | $55161464.73       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.5000%  | 0.0000% | $5573072.00        | $4019047.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1491578.00        | $1140394.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $300000.00         | $287637.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $200000.00         | $192748.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $186637824.00      | $149803069.18      | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $2500000.00        | $861773.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.5000%  | 0.0000% | $26000.00          | $17725.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $70386.00          | $49823.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $2985000.00        | $1000431.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $32134720.00       | $24504446.94       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $81675.00          | $57423.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $2500000.00        | $2101407.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $452000.00         | $381283.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $37000.00          | $32090.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 6.0000%  | 0.0000% | $5040792.00        | $41174.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 4.5000%  | 0.0000% | $2103000.00        | $40751.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $1500000.00        | $100427.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $2700000.00        | $84177.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 3.5000%  | 0.0000% | $68000.00          | $53641.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $541380608.00      | $397771729.25      | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $263000.00         | $233077.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.0000%  | 0.0000% | $5008488.00        | $283575.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $17563.00          | $15266.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $6551608.00        | $6826079.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-11-01      | 5.0000%  | 0.0000% | $5000000.00        | $465431.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-01-01      | 3.0000%  | 0.0000% | $690000.00         | $140972.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 4.0000%  | 0.0000% | $1500000.00        | $125504.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-03-01      | 3.0000%  | 0.0000% | $1477000.00        | $266785.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 5.0000%  | 0.0000% | $1417980.00        | $27048.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 5.5000%  | 0.0000% | $1409850.00        | $250212.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 4.0000%  | 0.0000% | $93000.00          | $8259.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.5000%  | 0.0000% | $2000100.00        | $144339.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-04-01      | 6.0000%  | 0.0000% | $79360251.00       | $164973.37         | Agency Mortgage-Backed Securities         |

### Security 65: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: N/A, C.5 - Other ID: 943GEK006_3.82_0102
- **C.18 - Value (incl. sponsor support):** $165000000.00
- **C.18.a - Value (excl. sponsor support):** $165000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $400.00            | $299.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $800.00            | $781.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-15      | 0.8750%  | 0.0000% | $1599000.00        | $2040111.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-08-15      | 6.3750%  | 0.0000% | $5200.00           | $5561.32           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 4.7500%  | 0.0000% | $600.00            | $623.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $78.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $78.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $88.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 1.3750%  | 0.0000% | $13919800.00       | $16433540.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $144.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $300.00            | $229.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $63.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 1.8750%  | 0.0000% | $500.00            | $354.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $70.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $800.00            | $797.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $103425000.00      | $106901291.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-10-31      | 4.1250%  | 0.0000% | $500.00            | $512.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $7027200.00        | $7140897.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $35296000.00       | $35770709.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $3600.00           | $3604.73           | U.S. Treasuries (including strips) |

### Security 66: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.850000%
- **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: 943GEK006, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 943GEK006_3.8500
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $40964700.00       | $30569469.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $79161600.00       | $81630602.19       | U.S. Treasuries (including strips) |

### Security 67: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.850000%
- **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: 943GEK006, C.3 - LEI: N/A, C.5 - Other ID: 943GEK006_3.85_0102
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2037-01-15      | 6.0000%  | 0.0000% | $3368052.00        | $63996.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $7000.00           | $740.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $30000.00          | $3773.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $9990810.00        | $7496127.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $617478.00         | $129362.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-15      | 5.6000%  | 0.0000% | $4001.00           | $4145.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1828090.00        | $1882780.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $110015.00         | $115271.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1169116.00        | $1219562.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $340499.00         | $357446.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $78731.00          | $83132.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-20      | 3.5000%  | 0.0000% | $168090.00         | $152290.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $837075.00         | $855120.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $10641503.00       | $10724548.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $46935.00          | $46460.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 2.0000%  | 0.0000% | $136826.00         | $112249.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $4282064.00        | $4392370.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1307700.00        | $1338283.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-01-01      | 3.8000%  | 0.0000% | $5458000.00        | $4861881.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $6505000.00        | $526814.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $6367520.00        | $6556115.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 4.0000%  | 0.0000% | $149998.00         | $29573.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 2.5000%  | 0.0000% | $7993.00           | $5272.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.0000%  | 0.0000% | $300000.00         | $229337.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $503945.00         | $411740.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.0000%  | 0.0000% | $204581.00         | $190851.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $2820000.00        | $1661914.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $750000.00         | $635063.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $1566070.00        | $1045142.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 5.5000%  | 0.0000% | $5319000.00        | $100737.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 6.0000%  | 0.0000% | $1846670.00        | $138334.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 4.5000%  | 0.0000% | $1131876.00        | $221824.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $1255554.00        | $208019.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $514037.00         | $515913.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $9263936.00        | $5397195.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $950000.00         | $566888.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 5.0000%  | 0.0000% | $421460.00         | $366656.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $300000.00         | $187208.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1799800.00        | $1336519.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 4.5000%  | 0.0000% | $1677432.00        | $1345764.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-01-01      | 3.0000%  | 0.0000% | $750000.00         | $34057.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $4458272.00        | $329258.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $335000.00         | $220251.53         | Agency Mortgage-Backed Securities         |

### Security 68: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 98599G006, C.3 - LEI: N/A, C.5 - Other ID: 98599G006_3.50_0102
- **C.18 - Value (incl. sponsor support):** $975000000.00
- **C.18.a - Value (excl. sponsor support):** $975000000.00
- **C.19 - Percentage of Net Assets:** 3.7200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $1081893200.00     | $975189589.84      | U.S. Treasuries (including strips) |

### Security 69: Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co.

- **C.1 - Title:** Fixed  Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 98599G006, C.3 - LEI: N/A, C.5 - Other ID: 98599G006_3.82_0102
- **C.18 - Value (incl. sponsor support):** $737000000.00
- **C.18.a - Value (excl. sponsor support):** $737000000.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $130850000.00      | $128875251.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $59562900.00       | $70337739.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.2500%  | 0.0000% | $19000000.00       | $18630133.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 4.1250%  | 0.0000% | $198000000.00      | $202648697.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $324468700.00      | $331248191.20      | U.S. Treasuries (including strips) |

### Security 70: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_3.81_0102
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-01-15      | 0.8750%  | 0.0000% | $9432000.00        | $12032933.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $1300.00           | $1289.36           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $17367000.00       | $16716719.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 0.5000%  | 0.0000% | $200.00            | $191.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $453500.00         | $544688.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $300.00            | $284.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $88.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1250%  | 0.0000% | $200.00            | $191.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $200.00            | $179.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-09-03      | 0.0000%  | 0.0000% | $60733400.00       | $59354448.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-07      | 0.0000%  | 0.0000% | $2486200.00        | $2455900.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 4.2500%  | 0.0000% | $300.00            | $292.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 3.1250%  | 0.0000% | $199500.00         | $166533.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 3.6250%  | 0.0000% | $13443200.00       | $11783593.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $152.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $11594800.00       | $8767303.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $165400.00         | $105758.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 2.3750%  | 0.0000% | $5511600.00        | $5347645.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $1788300.00        | $1777755.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.8750%  | 0.0000% | $200.00            | $203.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $500.00            | $528.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $16501000.00       | $16745792.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $600.00            | $613.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $38249600.00       | $41332854.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 3.7841%  | 0.0000% | $12780900.00       | $12871293.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $34131200.00       | $35956965.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $3170000.00        | $3207685.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $17891100.00       | $18063803.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $3624200.00        | $3663799.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $2383000.00        | $2404692.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-31      | 4.0000%  | 0.0000% | $1708000.00        | $1749599.08        | U.S. Treasuries (including strips) |

### Security 71: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.820000%
- **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: 986PPK002, C.3 - LEI: N/A, C.5 - Other ID: 986PPK002_3.82_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1020.00           | $731.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $23726.00          | $14390.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $15173984.00       | $4728118.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1063280.00        | $128933.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $414271.00         | $406819.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.7900%  | 0.0000% | $200000.00         | $199658.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $354229.00         | $79988.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $3125000.00        | $642608.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 1.9640%  | 0.0000% | $44756400.00       | $35052118.29       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.0000%  | 0.0000% | $950054.00         | $905215.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $13330400.00       | $10243084.82       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1023.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $30421408.00       | $31040494.04       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1175413.00        | $1211028.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $22799936.00       | $21860114.49       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $4489100.00        | $4680780.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.0000%  | 0.0000% | $48000.00          | $7251.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.0000%  | 0.0000% | $397958.00         | $36425.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 7.0000%  | 0.0000% | $193000.00         | $13416.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $118.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.5000%  | 0.0000% | $57997.00          | $10473.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-12-01      | 4.0000%  | 0.0000% | $35000.00          | $29664.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.5000%  | 0.0000% | $5173808.00        | $1057671.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $83999.00          | $43539.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $358000.00         | $234910.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $865000.00         | $578685.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.5000%  | 0.0000% | $30186.00          | $20740.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $20206945.00       | $15858226.18       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $764.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $830.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $15105937.00       | $13700232.80       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $18694000.00       | $6612876.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $1529480.00        | $1231646.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $776.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $8907130.00        | $7515135.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 3.4900%  | 0.0000% | $355000.00         | $199603.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $242922.00         | $245243.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.7200%  | 0.0000% | $177388.00         | $180343.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $3114376.00        | $2512630.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-11-01      | 6.5050%  | 0.0000% | $1916312.00        | $13641.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $283451.00         | $179853.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 6.0000%  | 0.0000% | $598975.00         | $603276.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1004.00           | $990.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1704251.00        | $902395.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $808.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 7.0000%  | 0.0000% | $472795.00         | $417208.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $2021588.00        | $1729707.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $953419.00         | $972970.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $763.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $8947592.00        | $7979198.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1458364.00        | $1514049.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 3.0000%  | 0.0000% | $1189146.00        | $425579.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $2768936.00        | $1610132.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $6349372.00        | $4985260.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1008.00           | $809.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-02-01      | 6.4730%  | 0.0000% | $3950000.00        | $6069.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 6.3680%  | 0.0000% | $257000.00         | $8143.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 6.3460%  | 0.0000% | $467000.00         | $14555.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-03-01      | 6.5000%  | 0.0000% | $20000000.00       | $109230.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $49768956.00       | $5660559.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.2890%  | 0.0000% | $434153.00         | $14986.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.6000%  | 0.0000% | $1783678.00        | $300017.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 3.8560%  | 0.0000% | $1096165.00        | $96393.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $9861984.00        | $5641063.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $2196906.00        | $497238.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 6.5720%  | 0.0000% | $198000.00         | $8532.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 6.1430%  | 0.0000% | $2400000.00        | $18312.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $2052736.00        | $2011931.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $100000.00         | $95219.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $3914820.00        | $3873589.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $969.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2782592.00        | $2865361.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $4518888.00        | $4727201.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1163500.00        | $1204360.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $982.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $11175297.00       | $11620248.69       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $4149456.00        | $4275849.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1422546.00        | $315835.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1175520.00        | $338111.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.8430%  | 0.0000% | $4435680.00        | $3621467.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $677999.00         | $291670.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $587.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.6250%  | 0.0000% | $4626279.00        | $3225286.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 5.6300%  | 0.0000% | $2621130.00        | $2815590.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1007.00           | $693.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $2763746.00        | $2307478.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.7770%  | 0.0000% | $6137231.00        | $3324736.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $10000.00          | $5646.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $183008.00         | $129385.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1050.00           | $1020.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $611.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 5.2100%  | 0.0000% | $2797530.00        | $2908333.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 4.6400%  | 0.0000% | $2794644.00        | $2869408.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 4.0000%  | 0.0000% | $747725.00         | $167665.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1197000.00        | $763197.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $7167592.00        | $5376354.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $19563712.00       | $16193244.66       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $2487956.00        | $2037654.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $1140.00           | $853.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $50000000.00       | $46960656.03       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $31675808.00       | $28448690.11       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $5329872.00        | $5004622.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 3.0000%  | 0.0000% | $1000.00           | $870.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $16933120.00       | $17170069.94       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $978.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $46016064.00       | $46559665.08       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $145.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $505.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1384000.00        | $420153.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $574.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $668.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1247602.00        | $884339.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $17324928.00       | $13426082.74       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $815.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1124628.00        | $841170.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 5.5000%  | 0.0000% | $1000.00           | $658.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $50000.00          | $34937.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $26150752.00       | $26502767.65       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $1854.00           | $24.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $611.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $4097150.00        | $1237269.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $331.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-03-01      | 2.5000%  | 0.0000% | $500000.00         | $225997.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-12-01      | 2.0000%  | 0.0000% | $4500000.00        | $2793478.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $3189000.00        | $2202926.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $827.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $828.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $793.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $105992.00         | $93933.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $985.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $1024.00           | $998.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $24512164.00       | $24595546.22       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $857.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1007.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1239860.00        | $1167206.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $9998.00           | $8267.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $2872640.00        | $2956553.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $103741.00         | $105609.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $4115728.00        | $3842159.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $2593356.00        | $2677744.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1020.00           | $1050.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $1005.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $9000.00           | $9423.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-08-01      | 6.4340%  | 0.0000% | $3405544.00        | $2490905.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.3490%  | 0.0000% | $4117236.00        | $2945748.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.0830%  | 0.0000% | $1000000.00        | $915371.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.3540%  | 0.0000% | $5713444.00        | $5508269.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $87070.00          | $15443.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $385000.00         | $71502.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.0000%  | 0.0000% | $996946.00         | $113319.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 6.2060%  | 0.0000% | $18681922.00       | $398896.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 6.5000%  | 0.0000% | $735000.00         | $5380.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 6.2770%  | 0.0000% | $1075000.00        | $5034.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 6.8800%  | 0.0000% | $2000000.00        | $39778.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 6.4260%  | 0.0000% | $4348986.00        | $85835.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 6.6000%  | 0.0000% | $240000.00         | $7080.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 6.0000%  | 0.0000% | $1081880.00        | $13406.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-02-01      | 6.5000%  | 0.0000% | $400000.00         | $7671.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.0000%  | 0.0000% | $2567780.00        | $49204.22          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.5000%  | 0.0000% | $386293.00         | $7319.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.5000%  | 0.0000% | $2109129.00        | $68584.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-02-01      | 4.0000%  | 0.0000% | $1156263.00        | $104368.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $100000.00         | $5918.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.0000%  | 0.0000% | $154137.00         | $19139.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $1999.00           | $300.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 4.0000%  | 0.0000% | $213740.00         | $5262.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $643000.00         | $118794.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $166205.00         | $54456.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 5.0000%  | 0.0000% | $2787684.00        | $1057035.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.5000%  | 0.0000% | $566954.00         | $39438.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 3.0000%  | 0.0000% | $1327000.00        | $191905.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 6.3760%  | 0.0000% | $500000.00         | $18263.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.0000%  | 0.0000% | $895413.00         | $80578.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $591377.00         | $108522.76         | Agency Mortgage-Backed Securities         |

## N-MFP: Signatures

**Registrant:** AllianceBernstein Fixed Income Shares

**Date:** 2026-01-08

**By:** \\s\\Rodrigo Gallegos

**Name of Signing Officer:** Rodrigo Gallegos

**Title of Signing Officer:** Assistant Controller