# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0002071691-26-009412
**Filing Date:** 2026-5
**Character Count:** 322363
**Document Hash:** 25be5eb05fdd772cb21ad8dec32d0e08
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009412.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0002071691-26-009412

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**Registrant Full Name:** EQ ADVISORS TRUST

**CIK Number of Registrant:** 0001027263

**LEI of Registrant:** 549300Q691FLN6WHB832

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

**LEI of Series:** 549300F4FH6S9VRD8V13

**EDGAR Series Identifier:** S000009193

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

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

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

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

### Service Providers
| Role                          | Details                                                    | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Equitable Investment Management Group, LLC                 | 801-72220         |
| Independent Public Accountant | PricewaterhouseCoopers, LLP<br>City: NEW YORK<br>State: NY |  |
| Administrator                 | Equitable Investment Management, LLC                       |  |
| Transfer Agent                | Equitable Financial Life Insurance Company<br>CIK: —       |  |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 32 days

- **WAL:** 46 days

- **Total Value of Portfolio Securities:** $3144915435.20

- **Amortized Cost of Portfolio Securities:** $3145035509.64

- **Cash:** $1536549.31

- **Total Other Assets:** $2742730.22

- **Total Liabilities:** $71701917.97

- **Net Assets of Series:** $3077612871.20

- **Number of Shares Outstanding (Series):** 3076898973.5400

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $2629504134.38            | $2648868528.11             | 88.7500%                  | 89.4000%                   |
| 2026-04-02 | $3097887331.64            | $3117253648.39             | 90.2800%                  | 90.8500%                   |
| 2026-04-06 | $2348374823.11            | $2367748831.97             | 87.5800%                  | 88.3100%                   |
| 2026-04-07 | $2444062122.15            | $2489438054.04             | 87.7600%                  | 89.3900%                   |
| 2026-04-08 | $2512425101.65            | $2557802956.56             | 88.0500%                  | 89.6400%                   |
| 2026-04-09 | $2604423837.75            | $2661803615.69             | 88.4300%                  | 90.3700%                   |
| 2026-04-10 | $2346725960.54            | $2404107661.52             | 87.3200%                  | 89.4500%                   |
| 2026-04-13 | $2458825046.00            | $2497112516.06             | 88.6400%                  | 90.0200%                   |
| 2026-04-14 | $2541738670.89            | $2580028063.97             | 88.9800%                  | 90.3200%                   |
| 2026-04-15 | $2814123264.44            | $2840414580.55             | 90.2800%                  | 91.1300%                   |
| 2026-04-16 | $3104785132.35            | $3123878371.49             | 90.2400%                  | 90.8000%                   |
| 2026-04-17 | $2363351212.14            | $2375545664.30             | 87.2700%                  | 87.7200%                   |
| 2026-04-20 | $2401755119.64            | $2413953210.89             | 87.4400%                  | 87.8900%                   |
| 2026-04-21 | $2476425651.51            | $2479924955.79             | 88.0500%                  | 88.1700%                   |
| 2026-04-22 | $2570471828.56            | $2573971480.70             | 87.8600%                  | 87.9800%                   |
| 2026-04-23 | $2710230766.69            | $2710230766.69             | 88.5100%                  | 88.5100%                   |
| 2026-04-24 | $2379187565.16            | $2379187565.16             | 87.1200%                  | 87.1200%                   |
| 2026-04-27 | $2466332945.68            | $2466332945.68             | 87.0500%                  | 87.0500%                   |
| 2026-04-28 | $2496524251.51            | $2496524251.51             | 87.1800%                  | 87.1800%                   |
| 2026-04-29 | $2663146933.55            | $2663146933.55             | 87.3100%                  | 87.3100%                   |
| 2026-04-30 | $2729603184.09            | $2739103184.09             | 86.6700%                  | 86.9700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7000%             |
| 2026-04-02 | 3.7000%             |
| 2026-04-06 | 3.6900%             |
| 2026-04-07 | 3.6900%             |
| 2026-04-08 | 3.6800%             |
| 2026-04-09 | 3.6800%             |
| 2026-04-10 | 3.6700%             |
| 2026-04-13 | 3.6600%             |
| 2026-04-14 | 3.6700%             |
| 2026-04-15 | 3.6800%             |
| 2026-04-16 | 3.6900%             |
| 2026-04-17 | 3.6900%             |
| 2026-04-20 | 3.7000%             |
| 2026-04-21 | 3.7000%             |
| 2026-04-22 | 3.6900%             |
| 2026-04-23 | 3.6900%             |
| 2026-04-24 | 3.6900%             |
| 2026-04-27 | 3.7000%             |
| 2026-04-28 | 3.7000%             |
| 2026-04-29 | 3.7000%             |
| 2026-04-30 | 3.7000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 1.0002                      |
|  |  |
| 2026-04-02 | 1.0003                      |
|  |  |
| 2026-04-06 | 1.0002                      |
|  |  |
| 2026-04-07 | 1.0002                      |
|  |  |
| 2026-04-08 | 1.0002                      |
|  |  |
| 2026-04-09 | 1.0002                      |
|  |  |
| 2026-04-10 | 1.0003                      |
|  |  |
| 2026-04-13 | 1.0002                      |
|  |  |
| 2026-04-14 | 1.0002                      |
|  |  |
| 2026-04-15 | 1.0002                      |
|  |  |
| 2026-04-16 | 1.0002                      |
|  |  |
| 2026-04-17 | 1.0003                      |
|  |  |
| 2026-04-20 | 1.0002                      |
|  |  |
| 2026-04-21 | 1.0002                      |
|  |  |
| 2026-04-22 | 1.0002                      |
|  |  |
| 2026-04-23 | 1.0002                      |
|  |  |
| 2026-04-24 | 1.0003                      |
|  |  |
| 2026-04-27 | 1.0002                      |
|  |  |
| 2026-04-28 | 1.0002                      |
|  |  |
| 2026-04-29 | 1.0002                      |
|  |  |
| 2026-04-30 | 1.0002                      |
|  |  |

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

### Class: Class IA

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $654877839.13

- **Number of Shares Outstanding:** 654378908.6900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0007          |
|  |  |
| 2026-04-02 | 1.0008          |
|  |  |
| 2026-04-06 | 1.0007          |
|  |  |
| 2026-04-07 | 1.0007          |
|  |  |
| 2026-04-08 | 1.0007          |
|  |  |
| 2026-04-09 | 1.0007          |
|  |  |
| 2026-04-10 | 1.0008          |
|  |  |
| 2026-04-13 | 1.0007          |
|  |  |
| 2026-04-14 | 1.0007          |
|  |  |
| 2026-04-15 | 1.0007          |
|  |  |
| 2026-04-16 | 1.0007          |
|  |  |
| 2026-04-17 | 1.0008          |
|  |  |
| 2026-04-20 | 1.0007          |
|  |  |
| 2026-04-21 | 1.0007          |
|  |  |
| 2026-04-22 | 1.0007          |
|  |  |
| 2026-04-23 | 1.0007          |
|  |  |
| 2026-04-24 | 1.0008          |
|  |  |
| 2026-04-27 | 1.0007          |
|  |  |
| 2026-04-28 | 1.0007          |
|  |  |
| 2026-04-29 | 1.0007          |
|  |  |
| 2026-04-30 | 1.0007          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $3548023.45               | $2161328.30             |
| 2026-04-02 | $1680431.62               | $2414624.28             |
| 2026-04-06 | $1959131.55               | $2185227.28             |
| 2026-04-07 | $839416.92                | $1262102.44             |
| 2026-04-08 | $843222.78                | $1911204.43             |
| 2026-04-09 | $820821.27                | $3469280.81             |
| 2026-04-10 | $1179524.29               | $293088.46              |
| 2026-04-13 | $690708.55                | $1915643.61             |
| 2026-04-14 | $442523.13                | $1760875.24             |
| 2026-04-15 | $13351240.39              | $1862598.70             |
| 2026-04-16 | $402400.60                | $9904711.02             |
| 2026-04-17 | $2665992.75               | $819574.34              |
| 2026-04-20 | $444425.33                | $2899435.28             |
| 2026-04-21 | $1135686.74               | $1296091.06             |
| 2026-04-22 | $2039874.87               | $352048.12              |
| 2026-04-23 | $746249.94                | $3842239.34             |
| 2026-04-24 | $3300465.45               | $415074.83              |
| 2026-04-27 | $35161.99                 | $2228004.06             |
| 2026-04-28 | $689572.13                | $2018835.11             |
| 2026-04-29 | $860246.41                | $569420.66              |
| 2026-04-30 | $226295.50                | $787511.82              |

**Total Gross Subscriptions (Month):** $37901415.66

**Total Gross Redemptions (Month):** $44368919.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.0300%           |
| 2026-04-02 | 3.0300%           |
| 2026-04-06 | 3.0300%           |
| 2026-04-07 | 3.0300%           |
| 2026-04-08 | 3.0200%           |
| 2026-04-09 | 3.0200%           |
| 2026-04-10 | 3.0100%           |
| 2026-04-13 | 3.0000%           |
| 2026-04-14 | 3.0000%           |
| 2026-04-15 | 3.0100%           |
| 2026-04-16 | 3.0200%           |
| 2026-04-17 | 3.0300%           |
| 2026-04-20 | 3.0300%           |
| 2026-04-21 | 3.0300%           |
| 2026-04-22 | 3.0300%           |
| 2026-04-23 | 3.0200%           |
| 2026-04-24 | 3.0300%           |
| 2026-04-27 | 3.0400%           |
| 2026-04-28 | 3.0400%           |
| 2026-04-29 | 3.0400%           |
| 2026-04-30 | 3.0400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category        | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 9.0000%          | 0.0000%              |
| Non-financial corporation |  | 8.0000%          | 0.0000%              |
| Other                     | Employee Benefit Plan | 13.0000%         | 0.0000%              |
| Other                     | Employee Benefit Plan | 12.0000%         | 0.0000%              |

### Class: Class IB

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $2422735032.07

- **Number of Shares Outstanding:** 2422520064.8500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0001          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0001          |
|  |  |
| 2026-04-09 | 1.0001          |
|  |  |
| 2026-04-10 | 1.0001          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0001          |
|  |  |
| 2026-04-20 | 1.0001          |
|  |  |
| 2026-04-21 | 1.0001          |
|  |  |
| 2026-04-22 | 1.0001          |
|  |  |
| 2026-04-23 | 1.0001          |
|  |  |
| 2026-04-24 | 1.0001          |
|  |  |
| 2026-04-27 | 1.0001          |
|  |  |
| 2026-04-28 | 1.0001          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $95750340.03              | $7524806.89             |
| 2026-04-02 | $521826161.91             | $13448488.06            |
| 2026-04-06 | $4500790.71               | $762961840.28           |
| 2026-04-07 | $109348656.35             | $13461952.14            |
| 2026-04-08 | $83387551.75              | $6335404.91             |
| 2026-04-09 | $110395170.98             | $8528647.90             |
| 2026-04-10 | $16414724.80              | $273824507.38           |
| 2026-04-13 | $79451822.98              | $9387054.90             |
| 2026-04-14 | $77636195.84              | $8325102.07             |
| 2026-04-15 | $242677539.92             | $7878024.77             |
| 2026-04-16 | $470263853.69             | $146637774.03           |
| 2026-04-17 | $5025513.58               | $715491486.67           |
| 2026-04-20 | $70883542.93              | $24576259.06            |
| 2026-04-21 | $87791201.05              | $8028456.07             |
| 2026-04-22 | $100977710.54             | $14526513.18            |
| 2026-04-23 | $160085458.97             | $11166233.47            |
| 2026-04-24 | $15164320.85              | $343337760.69           |
| 2026-04-27 | $86158164.97              | $10464087.86            |
| 2026-04-28 | $68476026.32              | $7556559.18             |
| 2026-04-29 | $143907358.61             | $3544407.88             |
| 2026-04-30 | $103438088.68             | $4038880.51             |

**Total Gross Subscriptions (Month):** $2653560195.46

**Total Gross Redemptions (Month):** $2401044247.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.0300%           |
| 2026-04-02 | 3.0300%           |
| 2026-04-06 | 3.0300%           |
| 2026-04-07 | 3.0300%           |
| 2026-04-08 | 3.0200%           |
| 2026-04-09 | 3.0100%           |
| 2026-04-10 | 3.0100%           |
| 2026-04-13 | 3.0000%           |
| 2026-04-14 | 3.0000%           |
| 2026-04-15 | 3.0100%           |
| 2026-04-16 | 3.0200%           |
| 2026-04-17 | 3.0200%           |
| 2026-04-20 | 3.0300%           |
| 2026-04-21 | 3.0300%           |
| 2026-04-22 | 3.0200%           |
| 2026-04-23 | 3.0200%           |
| 2026-04-24 | 3.0200%           |
| 2026-04-27 | 3.0300%           |
| 2026-04-28 | 3.0400%           |
| 2026-04-29 | 3.0400%           |
| 2026-04-30 | 3.0400%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Banco Santander SA

- **C.1 - Title:** Banco Santander SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ZS3VYVY
- **C.18 - Value (incl. sponsor support):** $667000000.00
- **C.18.a - Value (excl. sponsor support):** $667000000.00
- **C.19 - Percentage of Net Assets:** 21.6700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 4.7452%  | N/A     | $18447616.00       | $18077453.78       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 3.0000%  | N/A     | $10833333.00       | $1023521.49        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-02-25      | 2.5000%  | N/A     | $4285.00           | $2579.20           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 4.7952%  | N/A     | $14343572.00       | $14079054.57       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 1.4048%  | N/A     | $123076924.00      | $1715112.82        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 4.7452%  | N/A     | $41536121.00       | $38614061.88       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 1.9048%  | N/A     | $99230674.00       | $3285725.09        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 3.0000%  | N/A     | $22792314.00       | $1538499.88        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-01-25      | 3.0000%  | N/A     | $39771120.00       | $6566244.35        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 4.0000%  | N/A     | $9000.00           | $7886.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $550.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $727.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.5000%  | N/A     | $65540.00          | $52567.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $676.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-01-01      | 4.5000%  | N/A     | $28144.00          | $234.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-10-01      | 1.5000%  | N/A     | $1000.00           | $517.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $670.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.5000%  | N/A     | $2016.00           | $1610.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | N/A     | $2048.00           | $1405.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 7.0000%  | N/A     | $2000.00           | $2140.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-06-01      | 4.0000%  | N/A     | $1000.00           | $15.08             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 3.0000%  | N/A     | $4427.00           | $457.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 7.5000%  | N/A     | $1000.00           | $280.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 3.0000%  | N/A     | $2918.00           | $1820.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $866.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-06-01      | 3.5000%  | N/A     | $1000.00           | $79.88             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-10-01      | 4.5000%  | N/A     | $2002.00           | $1723.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | N/A     | $4740.00           | $4412.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 4.5000%  | N/A     | $2016.00           | $1819.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $767.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $742.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-04-01      | 4.5000%  | N/A     | $1008.00           | $978.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 5.0000%  | N/A     | $177000.00         | $150382.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 4.0000%  | N/A     | $88000.00          | $68014.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $3072.00           | $2033.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1014.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $963.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | N/A     | $2024.00           | $1371.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $970.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.5000%  | N/A     | $3072.00           | $2765.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | N/A     | $1008.00           | $715.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-12-01      | 3.5000%  | N/A     | $1000.00           | $219.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $959.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | N/A     | $2016.00           | $1225.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $619.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | N/A     | $3048.00           | $2204.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-12-01      | 5.5000%  | N/A     | $1000.00           | $886.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | N/A     | $1008.00           | $1005.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.0000%  | N/A     | $4096.00           | $635.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $961.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-04-01      | 5.0000%  | N/A     | $1000.00           | $1020.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.0000%  | N/A     | $2800.00           | $2246.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | N/A     | $2000.00           | $1898.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $991.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-01-01      | 2.0000%  | N/A     | $2000.00           | $1064.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1023.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 4.5000%  | N/A     | $2000.00           | $243.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-09-01      | 3.0000%  | N/A     | $1000.00           | $145.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.0000%  | N/A     | $2024.00           | $1621.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 6.0000%  | N/A     | $1027.00           | $712.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-11-01      | 6.0000%  | N/A     | $8930.00           | $209.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $737.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | N/A     | $2064.00           | $1562.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $855.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $921.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | N/A     | $3777944.00        | $3181363.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 7.0000%  | N/A     | $1000.00           | $695.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-12-01      | 3.5000%  | N/A     | $1024.00           | $242.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | N/A     | $2000.00           | $1463.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 6.0000%  | N/A     | $1024.00           | $529.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.5000%  | N/A     | $2008.00           | $1581.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $723.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1019.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.5000%  | N/A     | $3000.00           | $2481.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-02-01      | 4.0000%  | N/A     | $257944.00         | $34097.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $848.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.5000%  | N/A     | $1023.00           | $901.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $284.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | N/A     | $1040.00           | $966.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-05-01      | 3.5000%  | N/A     | $6207.00           | $1462.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1029.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 3.5000%  | N/A     | $2750000.00        | $319224.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $960.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 2.5000%  | N/A     | $1000.00           | $231.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | N/A     | $2998.00           | $2442.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-05-01      | 3.5000%  | N/A     | $4332.00           | $518.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.5000%  | N/A     | $1008.00           | $569.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.0000%  | N/A     | $39000.00          | $29242.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.5000%  | N/A     | $2000.00           | $1984.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.0000%  | N/A     | $1256.00           | $1024.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $2024.00           | $1347.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $535.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $999.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | N/A     | $4284.00           | $3857.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | N/A     | $1024.00           | $629.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $617.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-11-01      | 6.5000%  | N/A     | $2603385.00        | $132272.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-02-01      | 2.5000%  | N/A     | $1000.00           | $498.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-07-01      | 4.0000%  | N/A     | $5024.00           | $1311.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1045.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $930.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $6202760.00        | $4181040.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-05-01      | 1.5000%  | N/A     | $1000.00           | $613.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-01-01      | 3.0000%  | N/A     | $103000000.00      | $17860535.47       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 3.5000%  | N/A     | $1000.00           | $198.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | N/A     | $2008.00           | $1385.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-09-01      | 5.0000%  | N/A     | $41000.00          | $25570.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.5000%  | N/A     | $6460264.00        | $4823073.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $925.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $998.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | N/A     | $1112.00           | $964.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1021.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $800.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | N/A     | $1008.00           | $833.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-05-01      | 4.0000%  | N/A     | $1008.00           | $186.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.0000%  | N/A     | $3000.00           | $2428.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $2176.00           | $1508.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $936.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $850.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $860.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $710.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.0000%  | N/A     | $1008.00           | $967.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | N/A     | $30000.00          | $21460.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.5000%  | N/A     | $1024.00           | $924.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 4.0000%  | N/A     | $4079096.00        | $2074852.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $674.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $696.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-05-01      | 5.5000%  | N/A     | $21247061.00       | $21975252.09       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | N/A     | $2000.00           | $1932.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $807.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $740.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.5000%  | N/A     | $1001.00           | $650.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $399.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-11-01      | 5.0000%  | N/A     | $5371.00           | $180.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.5000%  | N/A     | $2000.00           | $1662.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-07-01      | 6.0000%  | N/A     | $2264.00           | $6.87              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 2.0000%  | N/A     | $3918.00           | $1865.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $788.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $680.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 2.5000%  | N/A     | $1024.00           | $631.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | N/A     | $3072.00           | $2186.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | N/A     | $1040.00           | $1018.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 2.5000%  | N/A     | $3014.00           | $1903.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.5000%  | N/A     | $1856.00           | $1414.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-05-01      | 5.0000%  | N/A     | $17045.00          | $185.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-12-01      | 4.0000%  | N/A     | $4466.00           | $319.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $772.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $909.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-09-01      | 2.0000%  | N/A     | $1000.00           | $436.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-09-01      | 5.5000%  | N/A     | $460448.00         | $4638.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | N/A     | $1124.00           | $751.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | N/A     | $2016.00           | $1567.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $952.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $889.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1021.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-04-01      | 5.5000%  | N/A     | $1000.00           | $1036.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 7.0000%  | N/A     | $1084864.00        | $576923.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $782.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.5000%  | N/A     | $32578754.00       | $21382626.89       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-12-01      | 3.5000%  | N/A     | $1000.00           | $123.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.5000%  | N/A     | $1008.00           | $682.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $732.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-09-01      | 3.0000%  | N/A     | $1000.00           | $169.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $815.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 2.5000%  | N/A     | $1826.00           | $1224.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $824.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-03-01      | 3.5000%  | N/A     | $851712.00         | $378885.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-03-01      | 2.0000%  | N/A     | $3999.00           | $1647.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $595.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $842.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-12-01      | 4.5000%  | N/A     | $1000.00           | $64.93             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | N/A     | $27496575.00       | $21806114.50       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-11-01      | 6.0000%  | N/A     | $9502.00           | $118.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 5.0000%  | N/A     | $3214.00           | $56.77             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $613.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $761.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $942.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 7.0000%  | N/A     | $1000.00           | $514.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-03-01      | 6.0000%  | N/A     | $1838.00           | $7.84              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-02-01      | 4.5000%  | N/A     | $4998.00           | $1698.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $742.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $641.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | N/A     | $3000.00           | $2268.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 2.5000%  | N/A     | $2054140.00        | $307507.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | N/A     | $2048.00           | $1700.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 7.0000%  | N/A     | $1000.00           | $581.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-04-01      | 3.0000%  | N/A     | $1002.00           | $20.73             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.5000%  | N/A     | $1024.00           | $1029.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $868.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $2021.00           | $1333.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | N/A     | $1024.00           | $852.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | N/A     | $2016.00           | $2015.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | N/A     | $1000.00           | $859.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | N/A     | $2048.00           | $1593.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $920.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | N/A     | $2024.00           | $1989.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $980.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | N/A     | $3011.00           | $2552.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | N/A     | $1024.00           | $710.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-11-01      | 2.0000%  | N/A     | $3995.00           | $2449.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-03-01      | 3.5000%  | N/A     | $18530669.00       | $1844435.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $4000.00           | $2580.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | N/A     | $2016.00           | $1965.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $897.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $656.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-09-01      | 2.5000%  | N/A     | $4994.00           | $2920.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-03-01      | 2.5000%  | N/A     | $1000.00           | $633.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $979.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-10-01      | 3.5000%  | N/A     | $6070.00           | $1710.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.5000%  | N/A     | $2000.00           | $1250.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 6.0000%  | N/A     | $2292000.00        | $1983116.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $692.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | N/A     | $124612980.00      | $94732370.83       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $939.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-04-01      | 5.0000%  | N/A     | $1000.00           | $1014.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1051.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | N/A     | $787230.00         | $713482.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 7.0000%  | N/A     | $1008.00           | $627.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-03-01      | 2.5000%  | N/A     | $1024.00           | $312.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $911.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-03-01      | 4.0000%  | N/A     | $1000.00           | $70.42             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | N/A     | $1008.00           | $878.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | N/A     | $1034.00           | $846.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-07-01      | 3.5000%  | N/A     | $131031.00         | $9034.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-08-01      | 4.0000%  | N/A     | $2109.00           | $311.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $896.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-10-01      | 5.5000%  | N/A     | $41997.00          | $21840.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $842.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-07-01      | 4.0000%  | N/A     | $2000.00           | $296.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $700.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | N/A     | $2000.00           | $1939.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.5000%  | N/A     | $4314.00           | $3260.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-03-01      | 2.5000%  | N/A     | $4898.00           | $1815.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | N/A     | $3823830.00        | $3076494.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $3310.00           | $2151.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $754.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-01-01      | 4.0000%  | N/A     | $6864.00           | $1524.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-01-01      | 2.5000%  | N/A     | $5000.00           | $4052.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $674.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.0000%  | N/A     | $1024.00           | $743.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $764.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $878.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 3.5000%  | N/A     | $1040.00           | $160.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.5000%  | N/A     | $2128.00           | $1577.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.5000%  | N/A     | $1024.00           | $998.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 5.0000%  | N/A     | $12000.00          | $9657.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $758.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-02-01      | 6.0000%  | N/A     | $6504.00           | $39.09             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | N/A     | $8556.00           | $6236.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-02-01      | 4.5000%  | N/A     | $1024.00           | $159.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-03-01      | 2.0000%  | N/A     | $1063.00           | $930.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 7.0000%  | N/A     | $1008.00           | $632.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $752.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $807.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $798.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 5.5000%  | N/A     | $52319.00          | $136.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.0000%  | N/A     | $2000.00           | $1456.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $997.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-12-01      | 4.5000%  | N/A     | $1088363.00        | $1085217.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-10-01      | 6.0000%  | N/A     | $8104.00           | $133.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $974.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 6.0000%  | N/A     | $58000.00          | $36584.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | N/A     | $2000.00           | $1287.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | N/A     | $2000.00           | $1723.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 4.6952%  | N/A     | $53065872.00       | $51764641.46       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 4.7952%  | N/A     | $1024.00           | $999.87            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 4.8452%  | N/A     | $7532543.00        | $6779626.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-10-25      | 2.5000%  | N/A     | $60499833.00       | $8573011.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 4.8452%  | N/A     | $1248051.00        | $1209155.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 4.0000%  | N/A     | $2000.00           | $209.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-01-01      | 5.5000%  | N/A     | $4760.00           | $191.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-01-01      | 3.5000%  | N/A     | $1920.00           | $308.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | N/A     | $1035.00           | $351.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $721.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1037.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $975.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.5000%  | N/A     | $1025.00           | $772.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $515.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1029.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $770.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | N/A     | $1024.00           | $853.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.5000%  | N/A     | $1000.00           | $1052.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-02-01      | 6.0000%  | N/A     | $2000.00           | $43.44             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.0000%  | N/A     | $1024.00           | $1009.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $846.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-08-01      | 3.0000%  | N/A     | $6000.00           | $1524.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | N/A     | $1040.00           | $791.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1014.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 3.5000%  | N/A     | $1024.00           | $236.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-04-01      | 2.5000%  | N/A     | $1120.00           | $423.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $610.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | N/A     | $3000.00           | $1889.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $965.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-08-01      | 4.5000%  | N/A     | $1040.00           | $53.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 6.0000%  | N/A     | $1008.00           | $748.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | N/A     | $2005.00           | $509.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1015.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $240.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 3.9100%  | N/A     | $4346712.00        | $4288942.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 3.5000%  | N/A     | $1000.00           | $158.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 4.1800%  | N/A     | $28819356.00       | $28751838.65       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $1381.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 6.0000%  | N/A     | $1000.00           | $935.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $963.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.0000%  | N/A     | $2000.00           | $1972.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $981.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $143.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $989.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $999.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $737.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $988.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 3.5000%  | N/A     | $1024.00           | $197.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-03-01      | 5.0000%  | N/A     | $1024.00           | $286.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-05-01      | 1.5000%  | N/A     | $1000.00           | $562.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | N/A     | $1001.00           | $820.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $982.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-01-01      | 4.0000%  | N/A     | $1008.00           | $98.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-25      | 0.6923%  | N/A     | $200000000.00      | $8386740.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1017.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $992.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.0000%  | N/A     | $1024.00           | $826.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $818.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $144.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.0000%  | N/A     | $1003.00           | $883.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 4.0000%  | N/A     | $2006.00           | $381.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $714.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 2.9800%  | N/A     | $9818062.00        | $8768811.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | N/A     | $1024.00           | $478.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.0000%  | N/A     | $2000.00           | $1884.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $782.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.0000%  | N/A     | $1052.00           | $293.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $651.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $544.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $921.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $779.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $996.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 6.5000%  | N/A     | $2064.00           | $1073.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $1004.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.5000%  | N/A     | $3072.00           | $765.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-11-01      | 3.5000%  | N/A     | $84515.00          | $8699.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $849.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 2.0000%  | N/A     | $1000.00           | $386.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.5000%  | N/A     | $1037.00           | $415.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-01-01      | 4.0000%  | N/A     | $6528.00           | $2147.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $789.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | N/A     | $1008.00           | $1008.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.5000%  | N/A     | $91783846.00       | $67279858.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | N/A     | $1024.00           | $928.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $994.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $942.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | N/A     | $1074.00           | $1015.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.5000%  | N/A     | $1040.00           | $945.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | N/A     | $1024.00           | $1006.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | N/A     | $1023.00           | $998.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.0000%  | N/A     | $2000.00           | $1984.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.0000%  | N/A     | $1025.00           | $552.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $750.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $801.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.5000%  | N/A     | $3072.00           | $2179.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $777.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $315.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-03-01      | 5.5000%  | N/A     | $1024.00           | $59.11             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 4.5000%  | N/A     | $1024.00           | $110.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.0000%  | N/A     | $1000.00           | $924.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $963.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.5000%  | N/A     | $1040.00           | $646.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-02-01      | 3.5000%  | N/A     | $1000.00           | $223.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $752.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 4.0000%  | N/A     | $1120.00           | $761.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 4.0000%  | N/A     | $2003.00           | $1608.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1009.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-06-01      | 3.5000%  | N/A     | $1044.00           | $215.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $6059.00           | $5940.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-02-01      | 5.0000%  | N/A     | $2000.00           | $1965.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 4.5000%  | N/A     | $2024.00           | $394.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $749.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1018.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $565.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 2.5000%  | N/A     | $4096.00           | $1545.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-01-01      | 5.0000%  | N/A     | $1000.00           | $965.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $726.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $738.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $985.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2062-06-01      | 4.0000%  | N/A     | $1000.00           | $681.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | N/A     | $26767769.00       | $24124440.55       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $558.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $627.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $822.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | N/A     | $1003.00           | $748.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.5000%  | N/A     | $1120.00           | $730.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | N/A     | $2048.00           | $1400.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | N/A     | $3072.00           | $2554.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $666.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $992.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $727.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 6.5000%  | N/A     | $1004.00           | $792.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-03-01      | 3.5000%  | N/A     | $1024.00           | $228.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $1030.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | N/A     | $3064.00           | $2234.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-04-01      | 3.5000%  | N/A     | $14501664.00       | $3331420.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $937.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 8.0000%  | N/A     | $2221.00           | $0.84              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 4.5000%  | N/A     | $1000.00           | $912.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $178.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | N/A     | $15551.00          | $2500.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $995.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $915.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $988.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 5.0000%  | N/A     | $2048.00           | $1410.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-03-01      | 2.5000%  | N/A     | $1000.00           | $283.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.0000%  | N/A     | $28305.00          | $24715.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 4.5000%  | N/A     | $2000.00           | $1927.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $722.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 4.5000%  | N/A     | $3197.00           | $458.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-05-01      | 3.5000%  | N/A     | $2024.00           | $528.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $407.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $101.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1009.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-08-01      | 3.5000%  | N/A     | $5000.00           | $1154.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 4.0000%  | N/A     | $1020.00           | $100.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $988.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.0000%  | N/A     | $1008.00           | $960.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | N/A     | $2048.00           | $2111.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $758.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1024.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-10-01      | 6.0000%  | N/A     | $1000.00           | $1007.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.0000%  | N/A     | $2000.00           | $1826.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $906.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $43.17             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $818.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $874.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $621.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 3.5000%  | N/A     | $1000.00           | $630.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2063-06-01      | 2.5000%  | N/A     | $2048.00           | $1232.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 2.0000%  | N/A     | $1002.00           | $650.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-06-01      | 3.5000%  | N/A     | $1024.00           | $219.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-03-01      | 5.5000%  | N/A     | $1000.00           | $751.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-08-01      | 6.5000%  | N/A     | $1000.00           | $711.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $997.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | N/A     | $3000.00           | $3037.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-01-01      | 5.5000%  | N/A     | $2000.00           | $1383.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $721.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | N/A     | $1008.00           | $943.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 3.5000%  | N/A     | $1000.00           | $893.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 4.0000%  | N/A     | $7024.00           | $2123.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $745.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $997.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 3.0000%  | N/A     | $1008.00           | $909.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.0000%  | N/A     | $1024.00           | $609.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | N/A     | $6144.00           | $2071.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-07-01      | 4.3602%  | N/A     | $942681.00         | $929448.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1014.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $988.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $857.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.0000%  | N/A     | $2000.00           | $1530.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 4.5000%  | N/A     | $1024.00           | $743.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | N/A     | $3072.00           | $2918.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $740.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | N/A     | $2010.00           | $1074.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $767.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-03-01      | 4.0000%  | N/A     | $3360.00           | $460.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 4.0000%  | N/A     | $1013.00           | $230.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $996.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $360.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $866.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 4.0000%  | N/A     | $1008.00           | $192.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | N/A     | $1004.00           | $785.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.0000%  | N/A     | $2024.00           | $1662.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | N/A     | $1040.00           | $964.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 3.0000%  | N/A     | $1024.00           | $682.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.0000%  | N/A     | $1024.00           | $964.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 7.0000%  | N/A     | $1000.00           | $994.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | N/A     | $3072.00           | $2188.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $323.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 4.5000%  | N/A     | $1010.00           | $975.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 4.5000%  | N/A     | $5200.00           | $1674.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-04-01      | 4.5000%  | N/A     | $2000.00           | $1954.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 3.0000%  | N/A     | $1000.00           | $256.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.0000%  | N/A     | $1006.00           | $887.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 6.5000%  | N/A     | $1008.00           | $682.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $806.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $814.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | N/A     | $1024.00           | $998.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $991.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $960.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.5000%  | N/A     | $2000.00           | $1475.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 5.0000%  | N/A     | $1008.00           | $729.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-02-01      | 4.0000%  | N/A     | $1008.00           | $215.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | N/A     | $1024.00           | $800.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $767.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1024.00           | $1005.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-10-01      | 3.0000%  | N/A     | $7424.00           | $1298.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 4.5000%  | N/A     | $1000.00           | $830.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | N/A     | $2080.00           | $1167.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 4.0000%  | N/A     | $2000.00           | $89.12             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 4.0000%  | N/A     | $2048.00           | $378.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $466.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-11-01      | 8.0000%  | N/A     | $1000.00           | $18.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.0000%  | N/A     | $1024.00           | $812.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1048.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-02-01      | 3.5000%  | N/A     | $2048.00           | $788.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 4.5000%  | N/A     | $2000.00           | $1575.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.0000%  | N/A     | $2048.00           | $2034.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $307.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 3.0000%  | N/A     | $1000.00           | $662.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $660.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1024.00           | $1016.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.0000%  | N/A     | $5871.00           | $4332.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $560.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | N/A     | $2012.00           | $1167.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-11-01      | 4.0000%  | N/A     | $3008.00           | $548.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $990.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-06-01      | 3.0000%  | N/A     | $2000.00           | $268.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | N/A     | $2000.00           | $1734.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $660.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $949.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-12-01      | 3.5000%  | N/A     | $2000.00           | $143.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-11-01      | 5.0000%  | N/A     | $1000.00           | $390.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 4.0000%  | N/A     | $1000.00           | $130.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $860.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.5000%  | N/A     | $2000.00           | $249.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | N/A     | $2008.00           | $1521.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | N/A     | $1008.00           | $965.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 4.0000%  | N/A     | $4088.00           | $1116.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | N/A     | $1120.00           | $1098.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 4.5000%  | N/A     | $1000.00           | $225.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.0000%  | N/A     | $2903.00           | $2177.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $151.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-01-01      | 4.0000%  | N/A     | $1000.00           | $166.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $970.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $981.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $971.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $785.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | N/A     | $1024.00           | $241.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $420.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 6.0000%  | N/A     | $2029.00           | $2103.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.0000%  | N/A     | $2000.00           | $2102.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.0000%  | N/A     | $2000.00           | $1983.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-06-01      | 2.5000%  | N/A     | $1000.00           | $260.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | N/A     | $4000.00           | $2071.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $749.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | N/A     | $1024.00           | $710.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $94.36             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.5000%  | N/A     | $1003.00           | $634.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | N/A     | $2024.00           | $2058.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 2.0000%  | N/A     | $1000.00           | $491.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 5.0000%  | N/A     | $1039.00           | $9.19              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $896.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | N/A     | $2000.00           | $2057.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 7.0000%  | N/A     | $1000.00           | $931.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $793.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.5000%  | N/A     | $1024.00           | $739.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 3.5000%  | N/A     | $2048.00           | $436.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $764.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.5000%  | N/A     | $1000.00           | $1015.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.0000%  | N/A     | $1042.00           | $438.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | N/A     | $1120.00           | $1040.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.5000%  | N/A     | $2048.00           | $954.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-06-01      | 2.5000%  | N/A     | $1000.00           | $56.31             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $847.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 4.5000%  | N/A     | $1007.00           | $709.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $739.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $986.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1008.00           | $993.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 4.0000%  | N/A     | $3100.00           | $425.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.5000%  | N/A     | $2000.00           | $1693.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.5000%  | N/A     | $1024.00           | $933.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.5000%  | N/A     | $2000.00           | $1603.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 4.0000%  | N/A     | $1000.00           | $927.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-08-01      | 3.5000%  | N/A     | $1100.00           | $306.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $856.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 4.5000%  | N/A     | $3000.00           | $2899.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | N/A     | $3000.00           | $3071.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-01-01      | 4.0000%  | N/A     | $1008.00           | $180.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | N/A     | $1024.00           | $667.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $756.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 6.0000%  | N/A     | $1002.00           | $840.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-01-01      | 2.0000%  | N/A     | $2000.00           | $1062.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 4.5000%  | N/A     | $1024.00           | $855.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | N/A     | $2048.00           | $1959.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.5000%  | N/A     | $1006.00           | $1025.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $995.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1014.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $286.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-04-01      | 4.0000%  | N/A     | $3024.00           | $446.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | N/A     | $2071.00           | $1362.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 3.0000%  | N/A     | $2048.00           | $1056.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-03-01      | 5.0000%  | N/A     | $1013.00           | $22.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | N/A     | $1001.00           | $994.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $798.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-02-01      | 2.5000%  | N/A     | $1000.00           | $180.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.0000%  | N/A     | $1040.00           | $895.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | N/A     | $1008.00           | $939.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $995.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $988.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $995.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $615.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $976.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-02-01      | 4.5000%  | N/A     | $1024.00           | $248.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.0000%  | N/A     | $3016.00           | $2858.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $724.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $919.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $735.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-09-01      | 3.5000%  | N/A     | $1000.00           | $336.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $972.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | N/A     | $2000.00           | $1845.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | N/A     | $1024.00           | $1020.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $901.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 3.5000%  | N/A     | $1024.00           | $123.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | N/A     | $2008.00           | $1669.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | N/A     | $1040.00           | $910.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $741.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | N/A     | $1200.00           | $247.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 4.5000%  | N/A     | $4072.00           | $3164.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.0000%  | N/A     | $1014.00           | $890.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | N/A     | $3072.00           | $2228.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $606.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-12-01      | 5.0000%  | N/A     | $1008.00           | $937.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.0000%  | N/A     | $1024.00           | $950.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | N/A     | $2000.00           | $1442.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 4.5000%  | N/A     | $2000.00           | $1634.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $981.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 4.5000%  | N/A     | $1024.00           | $929.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 2.0000%  | N/A     | $1024.00           | $637.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.0000%  | N/A     | $1024.00           | $755.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1018.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $351.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $662.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1024.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | N/A     | $4227.00           | $3774.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-05-01      | 4.0000%  | N/A     | $5120.00           | $2919.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-02-01      | 4.5000%  | N/A     | $16980880.00       | $3239815.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | N/A     | $1001.00           | $848.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 6.0000%  | N/A     | $2048.00           | $1228.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1029.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 5.0000%  | N/A     | $3000.00           | $1975.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $497.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-01      | 3.0000%  | N/A     | $1000.00           | $371.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $775.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-05-01      | 5.0000%  | N/A     | $1000.00           | $991.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | N/A     | $1024.00           | $1005.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $214.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1048.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $731.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $994.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.0000%  | N/A     | $1049.00           | $838.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $996.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $746.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-03-01      | 4.0000%  | N/A     | $1026.00           | $130.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1024.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $965.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | N/A     | $2067.00           | $1896.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-07-01      | 3.5000%  | N/A     | $1040.00           | $139.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.0000%  | N/A     | $2000.00           | $1580.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1017.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | N/A     | $2016.00           | $1503.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $609.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 4.9401%  | N/A     | $2110.00           | $1836.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 2.2599%  | N/A     | $86331300.00       | $5342962.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | N/A     | $78000000.00       | $7369122.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 3.0099%  | N/A     | $43976700.00       | $1733271.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.2799%  | N/A     | $100000000.00      | $2026754.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 3.5099%  | N/A     | $94060188.00       | $9963375.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 3.5599%  | N/A     | $74074285.00       | $7786180.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.5399%  | N/A     | $152733502.00      | $5861077.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-16      | 1.0449%  | N/A     | $65076572.00       | $5426972.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.6099%  | N/A     | $40000000.00       | $2697276.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 3.6099%  | N/A     | $55267199.00       | $6071618.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.6599%  | N/A     | $200000000.00      | $9567722.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.4599%  | N/A     | $170000000.00      | $6016252.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.5099%  | N/A     | $118000000.00      | $4401420.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-07-20      | 0.9048%  | N/A     | $93962207.00       | $8630793.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 1.4099%  | N/A     | $204393723.00      | $7528555.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 4.0000%  | N/A     | $52489360.00       | $8342631.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-03-16      | 0.7518%  | N/A     | $80440894.00       | $5559482.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | N/A     | $111388502.00      | $13125149.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.4899%  | N/A     | $100000000.00      | $3165935.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 3.4099%  | N/A     | $93306057.00       | $9285944.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | N/A     | $112500000.00      | $6509668.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.1599%  | N/A     | $400000000.00      | $6340439.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 0.8599%  | N/A     | $199500000.00      | $2806238.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 2.9899%  | N/A     | $13501158.00       | $1140032.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.5000%  | N/A     | $23354542.00       | $3777570.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 1.7599%  | N/A     | $146310961.00      | $6249997.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 4.6901%  | N/A     | $11059100.00       | $9056779.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.9599%  | N/A     | $123952707.00      | $3270858.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 2.3599%  | N/A     | $52133400.00       | $4102972.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | N/A     | $52602915.00       | $7070258.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 3.5599%  | N/A     | $54365903.00       | $5163489.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 4.9601%  | N/A     | $2115.00           | $1886.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.0099%  | N/A     | $99368893.00       | $4769929.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 3.3599%  | N/A     | $78777378.00       | $4076054.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.5000%  | N/A     | $2000.00           | $2019.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-10-15      | 5.0000%  | N/A     | $1000.00           | $12.30             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-06-20      | 3.0000%  | N/A     | $2048.00           | $979.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.5000%  | N/A     | $1000.00           | $442.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-08-20      | 4.0000%  | N/A     | $2000.00           | $178.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 3.5000%  | N/A     | $2048.00           | $560.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-03-20      | 3.5000%  | N/A     | $1120.00           | $420.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 4.0000%  | N/A     | $1040.00           | $313.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.0000%  | N/A     | $2000.00           | $926.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 3.0000%  | N/A     | $2000.00           | $254.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-12-20      | 4.5000%  | N/A     | $1000.00           | $24.94             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 7.0000%  | N/A     | $1000.00           | $20.50             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 6.0000%  | N/A     | $2000.00           | $2094.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-08-15      | 6.5000%  | N/A     | $1000.00           | $17.65             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 3.5000%  | N/A     | $1024.00           | $360.26            | Agency Mortgage-Backed Securities         |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-05-15      | 4.3750%  | N/A     | $500.00            | $513.16            | U.S. Treasuries (including strips)        |

### Security 2: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ZS3VYV7
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 9.7500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank-Agency Debentures and Agency Strips | 2031-09-02      | 1.7300%  | N/A     | $10000000.00       | $8857672.22        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips | 2029-09-10      | 1.2300%  | N/A     | $15000000.00       | $13686725.00       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips | 2032-05-17      | 4.3000%  | N/A     | $25000000.00       | $25070986.11       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips | 2032-05-03      | 4.0900%  | N/A     | $40000000.00       | $39882046.67       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips | 2031-06-30      | 1.9400%  | N/A     | $25000000.00       | $22542166.67       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips  | 2034-08-14      | 4.3750%  | N/A     | $25000000.00       | $24278402.78       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips  | 2031-05-12      | 2.0000%  | N/A     | $10000000.00       | $9069433.33        | Agency Debentures and Agency Strips |
| United States Treasury-U.S. Treasuries (including strips)    | 2029-06-30      | 4.2500%  | N/A     | $159121000.00      | $162643683.99      | U.S. Treasuries (including strips)  |

### Security 3: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ZS3VYVK
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 3.9000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | N/A     | $46849.00          | $46376.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 4.5000%  | N/A     | $4000.00           | $2806.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $218.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | N/A     | $2028.00           | $2104.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 1.5000%  | N/A     | $113751.00         | $69282.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 4.0000%  | N/A     | $1000.00           | $134.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 4.0000%  | N/A     | $3000.00           | $1989.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-01-20      | 6.5000%  | N/A     | $4700000.00        | $4936502.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 4.0000%  | N/A     | $2000.00           | $1601.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-20      | 3.0000%  | N/A     | $19023.00          | $4536.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $841.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-20      | 3.0000%  | N/A     | $1025.00           | $132.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 5.0000%  | N/A     | $600000.00         | $73702.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-05-15      | 5.9500%  | N/A     | $498999.00         | $525009.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.5000%  | N/A     | $480985.00         | $509329.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-20      | 3.5000%  | N/A     | $948028.00         | $83226.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 3.0000%  | N/A     | $3000.00           | $1903.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-15      | 4.5000%  | N/A     | $45370.00          | $1121.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 4.5000%  | N/A     | $18194304.00       | $14762241.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | N/A     | $2002.00           | $2073.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.0000%  | N/A     | $1008.00           | $1030.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-20      | 5.5000%  | N/A     | $1000.00           | $662.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 6.0000%  | N/A     | $727112.00         | $766521.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-20      | 2.5000%  | N/A     | $7626672.00        | $62467.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-11-20      | 6.0000%  | N/A     | $25143040.00       | $25552980.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.0000%  | N/A     | $1000.00           | $1035.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-20      | 3.0000%  | N/A     | $2008.00           | $1165.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 4.0000%  | N/A     | $1064.00           | $981.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 4.0000%  | N/A     | $9261.00           | $2833.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 3.0000%  | N/A     | $498621.00         | $72858.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-20      | 3.5000%  | N/A     | $3117.00           | $993.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-15      | 3.0000%  | N/A     | $4000.00           | $449.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-20      | 4.5000%  | N/A     | $271458.00         | $65011.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-20      | 4.5000%  | N/A     | $2892.00           | $182.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 3.0000%  | N/A     | $2001.00           | $1224.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 4.5000%  | N/A     | $1000.00           | $1009.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1032.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 4.0000%  | N/A     | $1059.00           | $329.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.5000%  | N/A     | $1000.00           | $1022.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-20      | 3.0000%  | N/A     | $1000.00           | $142.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | N/A     | $1997.00           | $2036.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-20      | 4.0000%  | N/A     | $2000.00           | $289.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | N/A     | $1555150.00        | $1575708.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-15      | 4.5000%  | N/A     | $5267056.00        | $175489.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 5.5000%  | N/A     | $25900544.00       | $15969777.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.5000%  | N/A     | $1001.00           | $1020.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | N/A     | $1000.00           | $1048.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-15      | 4.0000%  | N/A     | $1000.00           | $149.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-15      | 4.5000%  | N/A     | $11000.00          | $443.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-08-15      | 4.0000%  | N/A     | $3004.00           | $162.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 5.5000%  | N/A     | $4045888.00        | $2584387.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.5000%  | N/A     | $6092.00           | $390.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 3.0000%  | N/A     | $647783.00         | $79591.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 5.5000%  | N/A     | $16000.00          | $1331.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-15      | 5.5000%  | N/A     | $321348.00         | $1112.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-20      | 1.5000%  | N/A     | $4001.00           | $1935.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-15      | 4.5000%  | N/A     | $440308.00         | $63393.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 5.0000%  | N/A     | $1000.00           | $809.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.0000%  | N/A     | $2000.00           | $2105.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 3.0000%  | N/A     | $264942.00         | $231755.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-20      | 3.5000%  | N/A     | $2094.00           | $1371.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-15      | 3.0000%  | N/A     | $9514320.00        | $1490633.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1034.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-20      | 3.0000%  | N/A     | $1000.00           | $594.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-20      | 3.5000%  | N/A     | $1001.00           | $471.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-15      | 5.5000%  | N/A     | $1916668.00        | $38271.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 4.5000%  | N/A     | $14648000.00       | $1037293.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 3.0000%  | N/A     | $223093.00         | $28335.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-20      | 4.0000%  | N/A     | $4344.00           | $1905.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 5.5000%  | N/A     | $1000.00           | $530.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | N/A     | $6135752.00        | $6254407.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.0000%  | N/A     | $2000.00           | $2070.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-15      | 5.5000%  | N/A     | $10628384.00       | $45434.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.5000%  | N/A     | $2000.00           | $1375.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | N/A     | $2000.00           | $2067.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 6.5000%  | N/A     | $156359.00         | $105921.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 4.0000%  | N/A     | $3005.00           | $552.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-20      | 2.0000%  | N/A     | $2000.00           | $1003.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-05-15      | 5.4400%  | N/A     | $6024.00           | $6063.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.0000%  | N/A     | $2006.00           | $1996.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-20      | 6.0000%  | N/A     | $25000.00          | $382.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 3.0000%  | N/A     | $2048.00           | $272.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-20      | 3.0000%  | N/A     | $465000.00         | $31653.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-20      | 3.5000%  | N/A     | $3000.00           | $448.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-15      | 5.5000%  | N/A     | $4302296.00        | $65166.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-06-15      | 5.1300%  | N/A     | $83008.00          | $82195.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 3.5000%  | N/A     | $608009.00         | $182284.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 5.5000%  | N/A     | $3035.00           | $1978.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-15      | 5.5000%  | N/A     | $110151.00         | $820.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-20      | 3.0000%  | N/A     | $24455000.00       | $17760854.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 6.0000%  | N/A     | $50002.00          | $26214.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-15      | 5.5000%  | N/A     | $4431448.00        | $18689.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 3.0000%  | N/A     | $530000.00         | $56931.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 4.0000%  | N/A     | $1472982.00        | $68436.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.5000%  | N/A     | $1005.00           | $1039.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.0000%  | N/A     | $1000.00           | $1037.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-20      | 3.5000%  | N/A     | $4000.00           | $142.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-20      | 2.0000%  | N/A     | $2000.00           | $1067.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.5000%  | N/A     | $1000.00           | $1036.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | N/A     | $6389648.00        | $6459445.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 7.0000%  | N/A     | $1021.00           | $1045.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.5000%  | N/A     | $6008.00           | $6229.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1046.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 3.5000%  | N/A     | $6173.00           | $3203.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.0000%  | N/A     | $1000.00           | $249.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.5000%  | N/A     | $1000.00           | $1021.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1037.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2068-03-15      | 5.6500%  | N/A     | $5001.00           | $5283.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | N/A     | $5422768.00        | $5587189.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 4.0000%  | N/A     | $9627.00           | $904.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-02-20      | 4.0000%  | N/A     | $227149.00         | $28486.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.5000%  | N/A     | $2394264.00        | $2487268.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.5000%  | N/A     | $1048.00           | $1066.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-03-20      | 7.0000%  | N/A     | $3286180.00        | $2961512.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 6.0000%  | N/A     | $87000.00          | $41597.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2067-10-20      | 4.5330%  | N/A     | $3000.00           | $388.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-20      | 2.0000%  | N/A     | $2000.00           | $584.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 5.0000%  | N/A     | $9000.00           | $645.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-20      | 2.5000%  | N/A     | $4000.00           | $2020.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.0000%  | N/A     | $398000.00         | $29969.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-20      | 4.5000%  | N/A     | $3001.00           | $167.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-20      | 3.5000%  | N/A     | $2000.00           | $234.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-20      | 6.0000%  | N/A     | $5000.00           | $132.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1054.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | N/A     | $4874000.00        | $301348.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 5.5000%  | N/A     | $999000.00         | $504504.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.5000%  | N/A     | $2042.00           | $151.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | N/A     | $1032006.00        | $1056051.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | N/A     | $2000.00           | $1267.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.0000%  | N/A     | $3504472.00        | $3488115.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.0000%  | N/A     | $3168470.00        | $3168117.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.0000%  | N/A     | $2044.00           | $2058.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.0000%  | N/A     | $2000.00           | $1670.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 3.5000%  | N/A     | $302200.00         | $199406.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 4.5000%  | N/A     | $261000.00         | $208376.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-20      | 2.0000%  | N/A     | $497000.00         | $209727.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.0000%  | N/A     | $3002.00           | $3135.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 4.0000%  | N/A     | $56000.00          | $28320.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.5000%  | N/A     | $1001.00           | $1017.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 2.5000%  | N/A     | $1000.00           | $524.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 5.0000%  | N/A     | $1000.00           | $623.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 3.5000%  | N/A     | $1000.00           | $260.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | N/A     | $1000.00           | $1014.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-05-15      | 5.3900%  | N/A     | $1000.00           | $1018.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-06-15      | 5.2400%  | N/A     | $5000.00           | $4972.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 4.0000%  | N/A     | $1024.00           | $684.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 2.0000%  | N/A     | $1000.00           | $672.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 4.5000%  | N/A     | $19000.00          | $15645.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-08-15      | 3.9400%  | N/A     | $2000.00           | $1829.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 4.0000%  | N/A     | $1096.00           | $558.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 3.0000%  | N/A     | $4679.00           | $591.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.5000%  | N/A     | $1000.00           | $1036.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 6.0000%  | N/A     | $2000.00           | $1416.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-20      | 3.5000%  | N/A     | $1000.00           | $102.72            | Agency Mortgage-Backed Securities |

### Security 4: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ZS3VYVL
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 9.7500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2053-11-25      | 2.7955%  | N/A     | $25000000.00       | $21015359.61       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 2.3104%  | N/A     | $7004592.00        | $295199.28         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2044-06-25      | 2.0000%  | N/A     | $222776.00         | $67080.66          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 1.5048%  | N/A     | $123076864.00      | $1956204.89        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 1.5048%  | N/A     | $8750000.00        | $118160.80         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 0.8048%  | N/A     | $293016000.00      | $3729747.86        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-12-25      | 1.8548%  | N/A     | $62667776.00       | $1360376.86        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 2.2548%  | N/A     | $121147904.00      | $2718850.87        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 1.4596%  | N/A     | $321395000.00      | $7186124.00        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | N/A     | $3139380.00        | $3130993.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-04-01      | 3.5000%  | N/A     | $84290.00          | $4620.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | N/A     | $38511.00          | $38488.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-07-01      | 6.3560%  | N/A     | $8906912.00        | $9224940.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 7.0000%  | N/A     | $1126394.00        | $1224433.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-06-01      | 4.5000%  | N/A     | $229000.00         | $4566.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 2.5000%  | N/A     | $1770000.00        | $857059.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | N/A     | $2409720.00        | $2019601.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-12-01      | 3.0000%  | N/A     | $105000.00         | $10618.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 4.5000%  | N/A     | $54666.00          | $52803.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 3.0000%  | N/A     | $4475000.00        | $2554716.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.5000%  | N/A     | $2337404.00        | $2469968.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | N/A     | $1826186.00        | $1874779.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-03-25      | 2.5000%  | N/A     | $150000.00         | $86150.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2034-12-25      | 1.4704%  | N/A     | $238122000.00      | $289161.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-03-25      | 0.9548%  | N/A     | $400000000.00      | $8340760.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-03-25      | 0.9484%  | N/A     | $20641344.00       | $7091518.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-02-25      | 2.7404%  | N/A     | $257335296.00      | $102871.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-07-25      | 2.7704%  | N/A     | $52453376.00       | $30595.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-04-25      | 1.3048%  | N/A     | $97941120.00       | $2460028.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 0.6048%  | N/A     | $50000000.00       | $545166.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 2.4159%  | N/A     | $113165696.00      | $3706502.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 5.5000%  | N/A     | $5881032.00        | $4324038.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-03-01      | 4.5000%  | N/A     | $76241.00          | $7571.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-04-01      | 3.5000%  | N/A     | $387190.00         | $21150.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-02-01      | 4.5000%  | N/A     | $868783.00         | $46744.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.8100%  | N/A     | $2600000.00        | $1902551.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-06-01      | 4.4800%  | N/A     | $37000.00          | $37217.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | N/A     | $57492736.00       | $49476051.26       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.0000%  | N/A     | $453000.00         | $339725.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-03-01      | 2.5000%  | N/A     | $350852.00         | $190864.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 3.7100%  | N/A     | $7400000.00        | $7046067.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.0000%  | N/A     | $200000.00         | $14248.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 6.5000%  | N/A     | $1446776.00        | $1528922.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-05-01      | 4.0000%  | N/A     | $5004840.00        | $4707223.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 7.0000%  | N/A     | $167998.00         | $179016.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 3.5000%  | N/A     | $39000.00          | $4787.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-05-01      | 3.3500%  | N/A     | $7970048.00        | $7352597.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 3.5000%  | N/A     | $200000.00         | $70873.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-12-01      | 4.0000%  | N/A     | $8750000.00        | $1142247.69        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 0.0000%  | N/A     | $107470208.00      | $754713.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.8599%  | N/A     | $31631520.00       | $1545532.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 2.3599%  | N/A     | $28902688.00       | $2171175.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 1.6000%  | N/A     | $85328128.00       | $2810746.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-07-16      | 4.0000%  | N/A     | $14628100.00       | $12974872.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-03-20      | 1.8099%  | N/A     | $201500000.00      | $3179145.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-01-20      | 2.0145%  | N/A     | $99200000.00       | $265824.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 0.7580%  | N/A     | $395000000.00      | $8245800.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.7599%  | N/A     | $497300000.00      | $9372566.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 4.7501%  | N/A     | $50000000.00       | $37550643.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.3499%  | N/A     | $80000000.00       | $5027444.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.2599%  | N/A     | $64000000.00       | $1932510.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 0.0599%  | N/A     | $320000000.00      | $2705991.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 0.2599%  | N/A     | $100000000.00      | $974395.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-03-20      | 2.2745%  | N/A     | $18131840.00       | $1302016.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 1.6599%  | N/A     | $160000000.00      | $3220304.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 4.5000%  | N/A     | $18560240.00       | $16556073.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 0.0599%  | N/A     | $59837376.00       | $991981.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2035-09-20      | 2.5245%  | N/A     | $326802432.00      | $359696.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-09-20      | 2.2245%  | N/A     | $15945904.00       | $72197.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 1.1599%  | N/A     | $40000000.00       | $1071089.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2032-08-20      | 6.0000%  | N/A     | $11000.00          | $1705.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.8599%  | N/A     | $100000000.00      | $1502064.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 0.7434%  | N/A     | $194000000.00      | $6307315.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 0.0000%  | N/A     | $250000000.00      | $769950.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 1.1099%  | N/A     | $180000000.00      | $4443323.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 3.5599%  | N/A     | $85000000.00       | $9033922.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 1.7599%  | N/A     | $100000000.00      | $1287625.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 1.0000%  | N/A     | $3292644.00        | $56155.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.0000%  | N/A     | $338072064.00      | $1334281.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | N/A     | $7324320.00        | $7487334.14        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | N/A     | $1179510.00        | $1200804.35        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-03-20      | 3.0000%  | N/A     | $2074980.00        | $780403.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-06-15      | 7.0000%  | N/A     | $188418.00         | $2178.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-08-15      | 7.0000%  | N/A     | $2840296.00        | $9843.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2061-01-15      | 4.4300%  | N/A     | $1434882.00        | $1398557.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-15      | 3.0000%  | N/A     | $673714.00         | $272243.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | N/A     | $5018063.00        | $5119380.48        | Agency Mortgage-Backed Securities         |

### Security 5: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ZS3VYVM
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 3.2500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 3.3750%  | N/A     | $400.00            | $316.27            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | N/A     | $500.00            | $502.90            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 0.0000%  | N/A     | $100.00            | $90.52             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | N/A     | $895200.00         | $890410.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 0.0000%  | N/A     | $2361659.78        | $1028939.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 0.0000%  | N/A     | $76835.58          | $39060.90          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | N/A     | $1000.00           | $991.17            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2056-02-15      | 4.7500%  | N/A     | $8135200.00        | $7916769.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 0.0000%  | N/A     | $80200.00          | $33076.16          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | N/A     | $200.00            | $194.47            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | N/A     | $7910600.00        | $7842964.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 0.0000%  | N/A     | $3100000.00        | $1233713.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | N/A     | $400.00            | $350.37            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 0.0000%  | N/A     | $24373900.00       | $6093718.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | N/A     | $8600.00           | $8659.39           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-15      | 1.7500%  | N/A     | $8515200.00        | $7962179.16        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | N/A     | $15983200.00       | $15990420.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 0.0000%  | N/A     | $100.00            | $33.60             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | N/A     | $400.00            | $411.41            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | N/A     | $1429800.00        | $1914271.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 0.0000%  | N/A     | $709300.00         | $196412.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | N/A     | $200.00            | $202.64            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-05-15      | 2.8750%  | N/A     | $100.00            | $69.83             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 0.0000%  | N/A     | $270708.79         | $104647.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-31      | 4.0000%  | N/A     | $7950200.00        | $7946735.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 3.7500%  | N/A     | $300.00            | $262.74            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 0.0000%  | N/A     | $100.00            | $82.36             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | N/A     | $16262800.00       | $15999688.56       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | N/A     | $8236600.00        | $7943250.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 1.0000%  | N/A     | $31900.00          | $29401.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 3.6250%  | N/A     | $145600.00         | $116563.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | N/A     | $100.00            | $102.43            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | N/A     | $600.00            | $592.42            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | N/A     | $8098400.00        | $8249426.21        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | N/A     | $242900.00         | $242391.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | N/A     | $176100.00         | $105651.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 3.8750%  | N/A     | $37000.00          | $36684.76          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | N/A     | $9731400.00        | $10070591.44       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-15      | 3.5000%  | N/A     | $200.00            | $198.44            | U.S. Treasuries (including strips) |

### Security 6: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ZS3VYVX
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 14.6200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | N/A     | $941600.00         | $1007140.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 1.0000%  | N/A     | $3368300.00        | $3457227.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | N/A     | $600.00            | $384.63            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.1250%  | N/A     | $18358000.00       | $17961100.54       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | N/A     | $900.00            | $905.59            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 0.0000%  | N/A     | $3592600.00        | $833339.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | N/A     | $1000.00           | $993.83            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.6250%  | N/A     | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | N/A     | $73851400.00       | $71221159.95       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 1.2500%  | N/A     | $400.00            | $380.65            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 1.2500%  | N/A     | $75155600.00       | $71291549.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | N/A     | $962900.00         | $988472.87         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | N/A     | $400.00            | $465.92            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 1.0000%  | N/A     | $100.00            | $92.17             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | N/A     | $1500.00           | $1091.92           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | N/A     | $14868000.00       | $15189743.52       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-06-30      | 4.0000%  | N/A     | $71268000.00       | $71516701.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | N/A     | $9999700.00        | $7282607.48        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 0.0000%  | N/A     | $1161500.00        | $290386.61         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | N/A     | $1000.00           | $1014.49           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 3.8750%  | N/A     | $400.00            | $401.36            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | N/A     | $72641000.00       | $71999579.97       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2056-02-15      | 2.3750%  | N/A     | $241400.00         | $227160.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-15      | 1.1250%  | N/A     | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | N/A     | $400.00            | $395.75            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 1.3750%  | N/A     | $41846200.00       | $27002275.26       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 2.7500%  | N/A     | $100.00            | $71.07             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | N/A     | $50900000.00       | $48674086.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | N/A     | $400.00            | $410.93            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | N/A     | $32973000.00       | $44145516.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 0.0000%  | N/A     | $9100.00           | $2788.24           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | N/A     | $47200.00          | $48536.19          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 0.0000%  | N/A     | $83.97             | $23.13             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 0.0000%  | N/A     | $419800.00         | $204082.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 0.0000%  | N/A     | $271848.00         | $184302.89         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | N/A     | $5000.00           | $5009.13           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 0.0000%  | N/A     | $0.59              | $0.56              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 4.1250%  | N/A     | $3400.00           | $3433.48           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1250%  | N/A     | $200.00            | $230.68            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 3.7500%  | N/A     | $200.00            | $202.68            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 0.0000%  | N/A     | $299900.00         | $69564.80          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-05-15      | 0.0000%  | N/A     | $203.69            | $48.18             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 0.0000%  | N/A     | $7763395.27        | $4993027.67        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 4.3750%  | N/A     | $1200.00           | $1212.76           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | N/A     | $448300.00         | $392679.30         | U.S. Treasuries (including strips) |

### Security 7: FFCB

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW94, C.4 - ISIN: US3133ETW940, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6799806.20
- **C.18.a - Value (excl. sponsor support):** $6799806.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAH26, C.4 - ISIN: US3130BAH265, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12998694.80
- **C.18.a - Value (excl. sponsor support):** $12998694.80
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84L3, C.4 - ISIN: US3130B84L34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12698937.01
- **C.18.a - Value (excl. sponsor support):** $12698937.01
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAKA4, C.4 - ISIN: US3130BAKA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19998442.00
- **C.18.a - Value (excl. sponsor support):** $19998442.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4961211.50
- **C.18.a - Value (excl. sponsor support):** $4961211.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JS2, C.4 - ISIN: US3130B8JS22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11600000.00
- **C.18.a - Value (excl. sponsor support):** $11600000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WF9, C.4 - ISIN: US313385WF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 2.7600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K27, C.4 - ISIN: US3130B8K270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9499917.35
- **C.18.a - Value (excl. sponsor support):** $9499917.35
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SD5, C.4 - ISIN: US3130B8SD51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5499794.85
- **C.18.a - Value (excl. sponsor support):** $5499794.85
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ER9, C.4 - ISIN: US3130B8ER93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5999830.80
- **C.18.a - Value (excl. sponsor support):** $5999830.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B41, C.4 - ISIN: US3130B9B418, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16999552.90
- **C.18.a - Value (excl. sponsor support):** $16999552.90
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAGZ4, C.4 - ISIN: US3130BAGZ47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5999652.00
- **C.18.a - Value (excl. sponsor support):** $5999652.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N30, C.4 - ISIN: US3130B9N306, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6999585.60
- **C.18.a - Value (excl. sponsor support):** $6999585.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALA3, C.4 - ISIN: US3130BALA31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24999352.50
- **C.18.a - Value (excl. sponsor support):** $24999352.50
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3999919.20
- **C.18.a - Value (excl. sponsor support):** $3999919.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JM3, C.4 - ISIN: US3130B9JM35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $17699378.73
- **C.18.a - Value (excl. sponsor support):** $17699378.73
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALB1, C.4 - ISIN: US3130BALB14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7999516.80
- **C.18.a - Value (excl. sponsor support):** $7999516.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YT7, C.4 - ISIN: US313385YT76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8448575.00
- **C.18.a - Value (excl. sponsor support):** $8448575.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KQ2, C.4 - ISIN: US3130B9KQ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4999523.50
- **C.18.a - Value (excl. sponsor support):** $4999523.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAJB4, C.4 - ISIN: US3130BAJB42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14998821.00
- **C.18.a - Value (excl. sponsor support):** $14998821.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FS4, C.4 - ISIN: US3130B9FS41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4799667.84
- **C.18.a - Value (excl. sponsor support):** $4799667.84
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TV4, C.4 - ISIN: US3130B8TV41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11999529.60
- **C.18.a - Value (excl. sponsor support):** $11999529.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B58, C.4 - ISIN: US3130B9B582, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16997349.70
- **C.18.a - Value (excl. sponsor support):** $16997349.70
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JP6, C.4 - ISIN: US3130B9JP65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6299439.30
- **C.18.a - Value (excl. sponsor support):** $6299439.30
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAF69, C.4 - ISIN: US3130BAF699, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15999203.20
- **C.18.a - Value (excl. sponsor support):** $15999203.20
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6L6, C.4 - ISIN: US3130BA6L62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7999544.00
- **C.18.a - Value (excl. sponsor support):** $7999544.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7, C.4 - ISIN: US3130B8EJ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11999744.40
- **C.18.a - Value (excl. sponsor support):** $11999744.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F27, C.4 - ISIN: US313385F276, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8881290.00
- **C.18.a - Value (excl. sponsor support):** $8881290.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-09
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEH6, C.4 - ISIN: US3130BAEH66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19998370.00
- **C.18.a - Value (excl. sponsor support):** $19998370.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H52, C.4 - ISIN: US3130B9H522, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9598800.96
- **C.18.a - Value (excl. sponsor support):** $9598800.96
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6899736.42
- **C.18.a - Value (excl. sponsor support):** $6899736.42
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8L91, C.4 - ISIN: US3130B8L914, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11200000.00
- **C.18.a - Value (excl. sponsor support):** $11200000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEK9, C.4 - ISIN: US3130BAEK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19997980.00
- **C.18.a - Value (excl. sponsor support):** $19997980.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97E4, C.4 - ISIN: US3130B97E46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29995386.00
- **C.18.a - Value (excl. sponsor support):** $29995386.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J64, C.4 - ISIN: US313385J641, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7871975.20
- **C.18.a - Value (excl. sponsor support):** $7871975.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86A5, C.4 - ISIN: US3130B86A50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $23195675.52
- **C.18.a - Value (excl. sponsor support):** $23195675.52
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12974198.90
- **C.18.a - Value (excl. sponsor support):** $12974198.90
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18849431.16
- **C.18.a - Value (excl. sponsor support):** $18849431.16
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $13796031.20
- **C.18.a - Value (excl. sponsor support):** $13796031.20
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24792647.50
- **C.18.a - Value (excl. sponsor support):** $24792647.50
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15392977.15
- **C.18.a - Value (excl. sponsor support):** $15392977.15
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $13787462.70
- **C.18.a - Value (excl. sponsor support):** $13787462.70
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29862276.00
- **C.18.a - Value (excl. sponsor support):** $29862276.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3582652.68
- **C.18.a - Value (excl. sponsor support):** $3582652.68
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7115656.41
- **C.18.a - Value (excl. sponsor support):** $7115656.41
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44847108.00
- **C.18.a - Value (excl. sponsor support):** $44847108.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17357162.66
- **C.18.a - Value (excl. sponsor support):** $17357162.66
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7422273.00
- **C.18.a - Value (excl. sponsor support):** $7422273.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11953299.60
- **C.18.a - Value (excl. sponsor support):** $11953299.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12962249.52
- **C.18.a - Value (excl. sponsor support):** $12962249.52
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3998732.40
- **C.18.a - Value (excl. sponsor support):** $3998732.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $16618758.65
- **C.18.a - Value (excl. sponsor support):** $16618758.65
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $23985669.60
- **C.18.a - Value (excl. sponsor support):** $23985669.60
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $13723626.66
- **C.18.a - Value (excl. sponsor support):** $13723626.66
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.4 - ISIN: US912797UG01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6903040.90
- **C.18.a - Value (excl. sponsor support):** $6903040.90
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10743835.30
- **C.18.a - Value (excl. sponsor support):** $10743835.30
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39648711.57
- **C.18.a - Value (excl. sponsor support):** $39648711.57
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19695496.00
- **C.18.a - Value (excl. sponsor support):** $19695496.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3506383.65
- **C.18.a - Value (excl. sponsor support):** $3506383.65
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9946726.00
- **C.18.a - Value (excl. sponsor support):** $9946726.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7746420.80
- **C.18.a - Value (excl. sponsor support):** $7746420.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4011490.00
- **C.18.a - Value (excl. sponsor support):** $4011490.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UU9, C.4 - ISIN: US912797UU94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $13847101.80
- **C.18.a - Value (excl. sponsor support):** $13847101.80
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24351327.50
- **C.18.a - Value (excl. sponsor support):** $24351327.50
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7106417.28
- **C.18.a - Value (excl. sponsor support):** $7106417.28
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UW5, C.4 - ISIN: US912797UW50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29641992.00
- **C.18.a - Value (excl. sponsor support):** $29641992.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14506908.15
- **C.18.a - Value (excl. sponsor support):** $14506908.15
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9826368.00
- **C.18.a - Value (excl. sponsor support):** $9826368.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4002687.60
- **C.18.a - Value (excl. sponsor support):** $4002687.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7380587.25
- **C.18.a - Value (excl. sponsor support):** $7380587.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $27889018.56
- **C.18.a - Value (excl. sponsor support):** $27889018.56
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8664355.23
- **C.18.a - Value (excl. sponsor support):** $8664355.23
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UV7, C.4 - ISIN: US912797UV77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5633691.33
- **C.18.a - Value (excl. sponsor support):** $5633691.33
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25952406.65
- **C.18.a - Value (excl. sponsor support):** $25952406.65
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3009138.90
- **C.18.a - Value (excl. sponsor support):** $3009138.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2953920.00
- **C.18.a - Value (excl. sponsor support):** $2953920.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UE5, C.4 - ISIN: US912797UE52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14481249.00
- **C.18.a - Value (excl. sponsor support):** $14481249.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15848532.86
- **C.18.a - Value (excl. sponsor support):** $15848532.86
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5199958.92
- **C.18.a - Value (excl. sponsor support):** $5199958.92
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6009364.20
- **C.18.a - Value (excl. sponsor support):** $6009364.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15005836.50
- **C.18.a - Value (excl. sponsor support):** $15005836.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12024721.06
- **C.18.a - Value (excl. sponsor support):** $12024721.06
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17719308.93
- **C.18.a - Value (excl. sponsor support):** $17719308.93
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1204958.52
- **C.18.a - Value (excl. sponsor support):** $1204958.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17867437.20
- **C.18.a - Value (excl. sponsor support):** $17867437.20
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1502627.85
- **C.18.a - Value (excl. sponsor support):** $1502627.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10863172.10
- **C.18.a - Value (excl. sponsor support):** $10863172.10
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8263825.92
- **C.18.a - Value (excl. sponsor support):** $8263825.92
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** EQ ADVISORS TRUST

**Date:** 2026-05-07

**By:** /s/James Kelly

**Name of Signing Officer:** James Kelly

**Title of Signing Officer:** Controller