# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0002071691-26-000087
**Filing Date:** 2026-1
**Character Count:** 243575
**Document Hash:** bb0c5aec764cda867f87310bffda7ed2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-000087.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0002071691-26-000087

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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):** 2025-12-31

**Registrant Full Name:** EQ ADVISORS TRUST

**CIK Number of Registrant:** 0001027263

**LEI of Registrant:** 549300Q691FLN6WHB832

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

**LEI of Series:** 549300F4FH6S9VRD8V13

**EDGAR Series Identifier:** S000009193

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 45 days

- **WAL:** 53 days

- **Total Value of Portfolio Securities:** $2829788330.58

- **Amortized Cost of Portfolio Securities:** $2829223619.48

- **Cash:** $1728247.30

- **Total Other Assets:** $3763167.10

- **Total Liabilities:** $36331686.95

- **Net Assets of Series:** $2798383346.93

- **Number of Shares Outstanding (Series):** 2797676105.1700

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $2218256777.37            | $2224252832.37             | 82.5800%                  | 82.8000%                   |
| 2025-12-02 | $2284363658.97            | $2290360371.47             | 82.9900%                  | 83.2100%                   |
| 2025-12-03 | $2379680283.52            | $2385677653.52             | 83.5600%                  | 83.7700%                   |
| 2025-12-04 | $2795753424.93            | $2833751452.43             | 85.3400%                  | 86.5000%                   |
| 2025-12-05 | $2134017359.80            | $2166017359.80             | 81.8100%                  | 83.0400%                   |
| 2025-12-08 | $2207294553.57            | $2239294553.57             | 82.3000%                  | 83.4900%                   |
| 2025-12-09 | $2300288546.44            | $2332288546.44             | 82.8900%                  | 84.0400%                   |
| 2025-12-10 | $2426329114.43            | $2459329114.43             | 84.5600%                  | 85.7100%                   |
| 2025-12-11 | $2514342618.63            | $2589342618.63             | 85.0300%                  | 87.5700%                   |
| 2025-12-12 | $2194734356.45            | $2269734356.45             | 83.2200%                  | 86.0600%                   |
| 2025-12-15 | $2245706789.35            | $2320706789.35             | 83.5300%                  | 86.3200%                   |
| 2025-12-16 | $2529483108.23            | $2571483108.23             | 86.0500%                  | 87.4800%                   |
| 2025-12-17 | $2514308377.70            | $2514308377.70             | 87.2400%                  | 87.2400%                   |
| 2025-12-18 | $2999180617.14            | $2999180617.14             | 88.9000%                  | 88.9000%                   |
| 2025-12-19 | $2239267975.27            | $2239267975.27             | 85.6800%                  | 85.6800%                   |
| 2025-12-22 | $2305751193.35            | $2305751193.35             | 86.0300%                  | 86.0300%                   |
| 2025-12-23 | $2414815121.51            | $2414815121.51             | 86.7500%                  | 86.7500%                   |
| 2025-12-24 | $2486751115.98            | $2486751115.98             | 86.9700%                  | 86.9700%                   |
| 2025-12-26 | $2221746213.62            | $2256746213.62             | 85.6400%                  | 86.9900%                   |
| 2025-12-29 | $2290729107.24            | $2325729107.24             | 85.7400%                  | 87.0500%                   |
| 2025-12-30 | $2362401620.89            | $2397401620.89             | 86.1100%                  | 87.3900%                   |
| 2025-12-31 | $2454211006.08            | $2489211006.08             | 86.5800%                  | 87.8100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0600%             |
| 2025-12-02 | 4.0600%             |
| 2025-12-03 | 4.0500%             |
| 2025-12-04 | 4.0300%             |
| 2025-12-05 | 4.0200%             |
| 2025-12-08 | 3.9700%             |
| 2025-12-09 | 3.9600%             |
| 2025-12-10 | 3.9500%             |
| 2025-12-11 | 3.9300%             |
| 2025-12-12 | 3.9100%             |
| 2025-12-15 | 3.8500%             |
| 2025-12-16 | 3.8200%             |
| 2025-12-17 | 3.8000%             |
| 2025-12-18 | 3.7900%             |
| 2025-12-19 | 3.7900%             |
| 2025-12-22 | 3.7800%             |
| 2025-12-23 | 3.7800%             |
| 2025-12-24 | 3.7700%             |
| 2025-12-26 | 3.7800%             |
| 2025-12-29 | 3.8000%             |
| 2025-12-30 | 3.8100%             |
| 2025-12-31 | 3.8200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0004                      |
|  |  |
| 2025-12-02 | 1.0004                      |
|  |  |
| 2025-12-03 | 1.0004                      |
|  |  |
| 2025-12-04 | 1.0003                      |
|  |  |
| 2025-12-05 | 1.0005                      |
|  |  |
| 2025-12-08 | 1.0004                      |
|  |  |
| 2025-12-09 | 1.0004                      |
|  |  |
| 2025-12-10 | 1.0004                      |
|  |  |
| 2025-12-11 | 1.0004                      |
|  |  |
| 2025-12-12 | 1.0006                      |
|  |  |
| 2025-12-15 | 1.0005                      |
|  |  |
| 2025-12-16 | 1.0004                      |
|  |  |
| 2025-12-17 | 1.0004                      |
|  |  |
| 2025-12-18 | 1.0004                      |
|  |  |
| 2025-12-19 | 1.0005                      |
|  |  |
| 2025-12-22 | 1.0004                      |
|  |  |
| 2025-12-23 | 1.0004                      |
|  |  |
| 2025-12-24 | 1.0004                      |
|  |  |
| 2025-12-26 | 1.0005                      |
|  |  |
| 2025-12-29 | 1.0004                      |
|  |  |
| 2025-12-30 | 1.0004                      |
|  |  |
| 2025-12-31 | 1.0005                      |
|  |  |

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

### Class: Class IA

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $659996011.21

- **Number of Shares Outstanding:** 659498756.5000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0008          |
|  |  |
| 2025-12-02 | 1.0009          |
|  |  |
| 2025-12-03 | 1.0009          |
|  |  |
| 2025-12-04 | 1.0009          |
|  |  |
| 2025-12-05 | 1.0009          |
|  |  |
| 2025-12-08 | 1.0009          |
|  |  |
| 2025-12-09 | 1.0009          |
|  |  |
| 2025-12-10 | 1.0009          |
|  |  |
| 2025-12-11 | 1.0009          |
|  |  |
| 2025-12-12 | 1.0010          |
|  |  |
| 2025-12-15 | 1.0009          |
|  |  |
| 2025-12-16 | 1.0009          |
|  |  |
| 2025-12-17 | 1.0009          |
|  |  |
| 2025-12-18 | 1.0009          |
|  |  |
| 2025-12-19 | 1.0010          |
|  |  |
| 2025-12-22 | 1.0009          |
|  |  |
| 2025-12-23 | 1.0009          |
|  |  |
| 2025-12-24 | 1.0009          |
|  |  |
| 2025-12-26 | 1.0010          |
|  |  |
| 2025-12-29 | 1.0009          |
|  |  |
| 2025-12-30 | 1.0009          |
|  |  |
| 2025-12-31 | 1.0010          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $2492137.87               | $1041852.13             |
| 2025-12-02 | $1114711.12               | $1017055.15             |
| 2025-12-03 | $3982673.06               | $3365833.85             |
| 2025-12-04 | $823411.28                | $314204.32              |
| 2025-12-05 | $761410.45                | $74915.65               |
| 2025-12-08 | $2001214.37               | $200807.38              |
| 2025-12-09 | $774593.02                | $3513278.59             |
| 2025-12-10 | $915875.80                | $1825431.24             |
| 2025-12-11 | $651167.08                | $518349.88              |
| 2025-12-12 | $360177.89                | $802633.13              |
| 2025-12-15 | $771585.40                | $351929.24              |
| 2025-12-16 | $7088366.74               | $839075.17              |
| 2025-12-17 | $2561305.44               | $9261429.62             |
| 2025-12-18 | $260459.95                | $1490575.00             |
| 2025-12-19 | $574072.88                | $782622.52              |
| 2025-12-22 | $292928.07                | $2424266.95             |
| 2025-12-23 | $394941.85                | $1706322.29             |
| 2025-12-24 | $1383159.51               | $3152906.22             |
| 2025-12-26 | $1860833.64               | $48105.32               |
| 2025-12-29 | $393326.71                | $2006585.35             |
| 2025-12-30 | $703430.04                | $1170912.17             |
| 2025-12-31 | $304424.15                | $984358.37              |

**Total Gross Subscriptions (Month):** $30466206.32

**Total Gross Redemptions (Month):** $36893449.54

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.4000%           |
| 2025-12-02 | 3.4000%           |
| 2025-12-03 | 3.3900%           |
| 2025-12-04 | 3.3800%           |
| 2025-12-05 | 3.3600%           |
| 2025-12-08 | 3.3200%           |
| 2025-12-09 | 3.3100%           |
| 2025-12-10 | 3.3000%           |
| 2025-12-11 | 3.2800%           |
| 2025-12-12 | 3.2600%           |
| 2025-12-15 | 3.1900%           |
| 2025-12-16 | 3.1700%           |
| 2025-12-17 | 3.1500%           |
| 2025-12-18 | 3.1400%           |
| 2025-12-19 | 3.1400%           |
| 2025-12-22 | 3.1300%           |
| 2025-12-23 | 3.1200%           |
| 2025-12-24 | 3.1200%           |
| 2025-12-26 | 3.1300%           |
| 2025-12-29 | 3.1500%           |
| 2025-12-30 | 3.1600%           |
| 2025-12-31 | 3.1700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category        | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 7.4700%          | 0.0000%              |
| Non-financial corporation |  | 7.8200%          | 0.0000%              |
| Other                     | Employee Benefit Plan | 11.5200%         | 0.0000%              |
| Other                     | Employee Benefit Plan | 12.8400%         | 0.0000%              |

### Class: Class IB

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $2138387335.72

- **Number of Shares Outstanding:** 2138177348.6700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0003          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0003          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0003          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0004          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0004          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $62788517.45              | $5818730.02             |
| 2025-12-02 | $91427789.00              | $10139010.12            |
| 2025-12-03 | $98767236.73              | $4296674.21             |
| 2025-12-04 | $453232717.39             | $3935665.61             |
| 2025-12-05 | $6584259.91               | $663722927.53           |
| 2025-12-08 | $72821332.38              | $8570458.57             |
| 2025-12-09 | $99452790.53              | $13330403.66            |
| 2025-12-10 | $86417644.46              | $6294508.42             |
| 2025-12-11 | $105363544.00             | $9508875.37             |
| 2025-12-12 | $12770341.67              | $332158376.65           |
| 2025-12-15 | $55547819.81              | $5613142.86             |
| 2025-12-16 | $270769116.70             | $11731147.92            |
| 2025-12-17 | $110606792.69             | $161661686.04           |
| 2025-12-18 | $482197475.81             | $3754062.20             |
| 2025-12-19 | $1820841.50               | $754699792.04           |
| 2025-12-22 | $66985115.09              | $16056335.52            |
| 2025-12-23 | $114555656.56             | $9678516.26             |
| 2025-12-24 | $79137754.89              | $7597619.73             |
| 2025-12-26 | $7415901.73               | $247062472.45           |
| 2025-12-29 | $66348723.18              | $8363897.97             |
| 2025-12-30 | $101216026.53             | $6718110.18             |
| 2025-12-31 | $83923424.55              | $6962106.33             |

**Total Gross Subscriptions (Month):** $2530150822.56

**Total Gross Redemptions (Month):** $2297674519.66

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.4000%           |
| 2025-12-02 | 3.4000%           |
| 2025-12-03 | 3.3900%           |
| 2025-12-04 | 3.3800%           |
| 2025-12-05 | 3.3600%           |
| 2025-12-08 | 3.3100%           |
| 2025-12-09 | 3.3000%           |
| 2025-12-10 | 3.3000%           |
| 2025-12-11 | 3.2800%           |
| 2025-12-12 | 3.2500%           |
| 2025-12-15 | 3.1900%           |
| 2025-12-16 | 3.1700%           |
| 2025-12-17 | 3.1400%           |
| 2025-12-18 | 3.1400%           |
| 2025-12-19 | 3.1400%           |
| 2025-12-22 | 3.1200%           |
| 2025-12-23 | 3.1200%           |
| 2025-12-24 | 3.1200%           |
| 2025-12-26 | 3.1300%           |
| 2025-12-29 | 3.1500%           |
| 2025-12-30 | 3.1500%           |
| 2025-12-31 | 3.1700%           |

## 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: ZS3KMC2
- **C.18 - Value (incl. sponsor support):** $640000000.00
- **C.18.a - Value (excl. sponsor support):** $640000000.00
- **C.19 - Percentage of Net Assets:** 22.8700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                | 2051-11-25      | 3.0000%  | N/A     | $22792314.00       | $1645806.96        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 3.0000%  | N/A     | $10833333.00       | $1064941.16        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | N/A     | $109243.00         | $107475.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-10-01      | 4.5000%  | N/A     | $384558.00         | $181555.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 3.0000%  | N/A     | $1000.00           | $712.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $993.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $918.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 5.0000%  | N/A     | $24773.00          | $458.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | N/A     | $6880.00           | $5255.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1060.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $710.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $10030.00          | $6836.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $796.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $687.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-04-01      | 3.0000%  | N/A     | $1162000.00        | $136503.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-05-01      | 4.5000%  | N/A     | $1169.00           | $0.90              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $943.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-03-01      | 8.0000%  | N/A     | $2418.00           | $31.96             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1023.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | N/A     | $1479920.00        | $1343435.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | N/A     | $26047572.00       | $22638970.81       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-09-01      | 4.0000%  | N/A     | $2342000.00        | $202484.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 7.0000%  | N/A     | $1000.00           | $1092.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-12-01      | 3.5000%  | N/A     | $243607.00         | $38271.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $203.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | N/A     | $1024.00           | $973.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1024.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | N/A     | $1024.00           | $1054.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | N/A     | $1024.00           | $1026.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $893.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.5000%  | N/A     | $1008.00           | $720.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.5000%  | N/A     | $1024.00           | $922.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1025.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 4.5000%  | N/A     | $6360.00           | $5455.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | N/A     | $1024.00           | $1039.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-11-01      | 6.0000%  | N/A     | $8979.00           | $117.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-12-01      | 3.0000%  | N/A     | $4748857.00        | $841275.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-12-01      | 2.5000%  | N/A     | $4894.00           | $1314.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-04-01      | 3.5000%  | N/A     | $1000.00           | $185.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.0000%  | N/A     | $1024.00           | $1024.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.5000%  | N/A     | $1024.00           | $816.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.5000%  | N/A     | $8060.00           | $6483.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $800.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.0000%  | N/A     | $37173.00          | $26470.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | N/A     | $202899.00         | $193212.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 4.5000%  | N/A     | $1024.00           | $884.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-06-01      | 4.5000%  | N/A     | $7180250.00        | $1824598.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-05-01      | 4.0000%  | N/A     | $12578.00          | $1702.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.0000%  | N/A     | $1024.00           | $1026.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | N/A     | $1040.00           | $1044.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | N/A     | $131951.00         | $102136.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-02-01      | 4.5000%  | N/A     | $3024094.00        | $851721.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1036.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-04-01      | 5.0000%  | N/A     | $3539.00           | $34.08             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | N/A     | $22328504.00       | $16981881.98       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | N/A     | $2022.00           | $2100.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-05-01      | 4.0000%  | N/A     | $1043698.00        | $337639.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-01-01      | 3.5000%  | N/A     | $1024.00           | $946.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1027.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1015.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.5000%  | N/A     | $2000.00           | $1365.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-11-01      | 4.0000%  | N/A     | $9975.00           | $5793.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1002.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.5000%  | N/A     | $1001.00           | $1052.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | N/A     | $4104.00           | $3090.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1022.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | N/A     | $1003.00           | $1051.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-12-01      | 5.5000%  | N/A     | $19661.00          | $812.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | N/A     | $22991788.00       | $20194902.91       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.5000%  | N/A     | $1008.00           | $832.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-10-01      | 4.0000%  | N/A     | $247301.00         | $17522.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | N/A     | $1120.00           | $729.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 7.0000%  | N/A     | $1000.00           | $899.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $522.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | N/A     | $13509854.00       | $12746052.46       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.0000%  | N/A     | $326048.00         | $302610.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 5.0000%  | N/A     | $1024.00           | $915.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-03-01      | 3.5000%  | N/A     | $2969.00           | $377.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $904.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | N/A     | $174400.00         | $127087.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $99.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-06-01      | 5.5000%  | N/A     | $4413.00           | $22.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-07-01      | 6.0500%  | N/A     | $908563.00         | $33624.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1020.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-09-01      | 5.5000%  | N/A     | $1002.00           | $642.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 4.0000%  | N/A     | $1024.00           | $92.90             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | N/A     | $60800.00          | $43365.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1029.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-12-01      | 3.5000%  | N/A     | $1000.00           | $73.66             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-10-01      | 2.0000%  | N/A     | $1000.00           | $415.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.0000%  | N/A     | $1024.00           | $1027.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-07-01      | 4.0000%  | N/A     | $2057.00           | $554.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | N/A     | $1024.00           | $1011.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-07-01      | 6.0000%  | N/A     | $65000.00          | $38345.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $910.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-09-01      | 3.5000%  | N/A     | $1000.00           | $784.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-09-01      | 5.5000%  | N/A     | $24577.00          | $258.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.5000%  | N/A     | $1024.00           | $1053.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.0000%  | N/A     | $2016.00           | $1520.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $747.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.5000%  | N/A     | $1024.00           | $855.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 5.5000%  | N/A     | $9137072.00        | $6704389.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1023.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $930.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | N/A     | $2849857.00        | $2149848.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 3.0000%  | N/A     | $5140000.00        | $3282736.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $1038.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-09-01      | 3.5000%  | N/A     | $4925.00           | $711.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-05-01      | 3.5000%  | N/A     | $3799688.00        | $439642.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $691.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | N/A     | $16805.00          | $14577.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-04-01      | 2.5000%  | N/A     | $3443.00           | $501.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | N/A     | $1119.00           | $1164.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-02-01      | 4.5000%  | N/A     | $1018.00           | $174.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $1033.00           | $703.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $939.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 2.0000%  | N/A     | $1024.00           | $848.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-12-01      | 2.0000%  | N/A     | $1000.00           | $719.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $1026.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | N/A     | $1008.00           | $1055.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 5.0000%  | N/A     | $1024.00           | $944.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-11-01      | 4.5000%  | N/A     | $50425.00          | $1009.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-10-01      | 4.5000%  | N/A     | $1000.00           | $988.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-07-01      | 2.5000%  | N/A     | $334961.00         | $33573.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | N/A     | $1008.00           | $988.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-06-01      | 5.0000%  | N/A     | $6002.00           | $216.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-07-01      | 3.5000%  | N/A     | $1174.00           | $82.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $714.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1047.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $769.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $730.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | N/A     | $9000.00           | $6737.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $426.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $888.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | N/A     | $1008.00           | $1028.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | N/A     | $1280.00           | $1297.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | N/A     | $1024.00           | $1029.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1026.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-10-01      | 3.0000%  | N/A     | $697999.00         | $121040.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $796.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-03-01      | 6.0000%  | N/A     | $50000.00          | $35442.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | N/A     | $16893984.00       | $13413113.16       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1020.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $24934890.00       | $17214752.19       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-07-01      | 4.0000%  | N/A     | $1612.00           | $155.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-07-01      | 4.0000%  | N/A     | $249998.00         | $53336.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $775.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | N/A     | $16648600.00       | $16672402.31       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | N/A     | $1024.00           | $1023.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $978.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.5000%  | N/A     | $4883.00           | $3132.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | N/A     | $2110.00           | $2045.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $944.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $896.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-01-01      | 2.5000%  | N/A     | $100000.00         | $55203.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.5000%  | N/A     | $4000.00           | $2939.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.5000%  | N/A     | $64304.00          | $50419.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.5000%  | N/A     | $999000.00         | $706313.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | N/A     | $5120.00           | $3562.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.0000%  | N/A     | $1024.00           | $1005.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | N/A     | $1020.00           | $608.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $917.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-08-01      | 4.5000%  | N/A     | $1141521.00        | $170527.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.0000%  | N/A     | $2016.00           | $1664.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $748.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.0000%  | N/A     | $1024.00           | $943.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-02-01      | 3.5000%  | N/A     | $6108.00           | $1490.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.0000%  | N/A     | $195000.00         | $137869.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-06-01      | 3.5000%  | N/A     | $5517510.00        | $3695702.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1004.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $773.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 2.5000%  | N/A     | $3000000.00        | $497620.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1040.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 3.0000%  | N/A     | $3000.00           | $2125.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.5000%  | N/A     | $17000.00          | $12501.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.5000%  | N/A     | $6925.00           | $927.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | N/A     | $3074.00           | $2487.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $945.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | N/A     | $1024.00           | $1028.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.5000%  | N/A     | $346826.00         | $299268.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $809.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.5000%  | N/A     | $22675591.00       | $9874237.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-08-01      | 8.5000%  | N/A     | $1001.00           | $39.41             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $893.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-09-01      | 6.0000%  | N/A     | $1008.00           | $16.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $448.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 3.0000%  | N/A     | $3075.00           | $1675.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $1040.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1026.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $21945280.00       | $14848851.13       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | N/A     | $1024.00           | $1002.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $155.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $3016.00           | $2045.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 6.0000%  | N/A     | $100000.00         | $79048.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 5.0000%  | N/A     | $3947.00           | $139.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-03-01      | 3.5000%  | N/A     | $1120.00           | $119.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $902.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.0000%  | N/A     | $11876.00          | $9293.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-01-01      | 2.5000%  | N/A     | $253323.00         | $38884.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $999.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | N/A     | $92000.00          | $79293.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $918.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | N/A     | $1120.00           | $1162.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | N/A     | $15679558.00       | $13996142.68       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.0000%  | N/A     | $2079000.00        | $1121985.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-07-01      | 4.0000%  | N/A     | $15617.00          | $1410.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-12-01      | 4.5000%  | N/A     | $1000.00           | $47.58             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-10-01      | 4.5000%  | N/A     | $164041.00         | $34719.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-05-01      | 3.0000%  | N/A     | $370000.00         | $197780.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-05-01      | 6.0000%  | N/A     | $1089.00           | $11.03             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | N/A     | $1024.00           | $965.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | N/A     | $2000.00           | $2107.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | N/A     | $3072.00           | $2181.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-03-01      | 5.0000%  | N/A     | $674875.00         | $53461.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | N/A     | $1001.00           | $1072.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.5000%  | N/A     | $1024.00           | $1053.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-09-01      | 4.5000%  | N/A     | $29000.00          | $16013.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $966.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-02-01      | 2.5000%  | N/A     | $498000.00         | $265313.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 4.0000%  | N/A     | $1024.00           | $974.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-12-01      | 4.0000%  | N/A     | $29770.00          | $2210.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | N/A     | $2125547.00        | $2162674.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.5000%  | N/A     | $1000.00           | $598.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 4.5000%  | N/A     | $742029.00         | $616524.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | N/A     | $5829992.00        | $3929260.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $960.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $658.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $755.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-03-01      | 6.0000%  | N/A     | $1753.00           | $7.99              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-07-01      | 4.0000%  | N/A     | $8152.00           | $1265.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $907.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 4.0000%  | N/A     | $7261.00           | $849.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $955.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 5.5000%  | N/A     | $3382.00           | $9.73              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-05-01      | 5.0000%  | N/A     | $10355.00          | $329.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-03-01      | 2.0000%  | N/A     | $69519.00          | $64837.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.0000%  | N/A     | $52000.00          | $39642.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-02-01      | 6.0000%  | N/A     | $2218.00           | $139.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.5000%  | N/A     | $7165725.00        | $5947425.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | N/A     | $3003.00           | $3161.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-07-01      | 5.0000%  | N/A     | $1000.00           | $73.98             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.0000%  | N/A     | $6393.00           | $5595.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-05-01      | 3.0000%  | N/A     | $998000.00         | $114630.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 5.0242%  | N/A     | $27469123.00       | $27203240.17       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 3.2258%  | N/A     | $61180285.00       | $5291199.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-08-01      | 5.5000%  | N/A     | $1000.00           | $37.39             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-03-01      | 3.5000%  | N/A     | $1025.00           | $244.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $675.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.0000%  | N/A     | $1008.00           | $1009.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 3.0000%  | N/A     | $1024.00           | $150.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $201.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-09-01      | 3.5000%  | N/A     | $1000.00           | $351.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | N/A     | $1008.00           | $1011.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $804.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-08-01      | 5.0000%  | N/A     | $1000.00           | $936.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 4.5000%  | N/A     | $1000.00           | $904.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.5000%  | N/A     | $2000.00           | $1275.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $667.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 4.5000%  | N/A     | $1024.00           | $1005.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $522.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-11-01      | 5.5000%  | N/A     | $1000.00           | $1014.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1035.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $720.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | N/A     | $4284.00           | $4077.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1003.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $1045.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $931.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-04-01      | 3.5000%  | N/A     | $1002.00           | $49.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 3.0000%  | N/A     | $1008.00           | $653.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $995.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 3.0000%  | N/A     | $1000.00           | $89.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $963.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | N/A     | $6030.00           | $4735.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $144.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 3.5000%  | N/A     | $1000.00           | $94.66             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-03-01      | 4.5000%  | N/A     | $1000.00           | $964.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1024.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-03-01      | 4.5000%  | N/A     | $1000.00           | $597.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1045.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-01-01      | 3.5000%  | N/A     | $1024.00           | $971.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 4.1800%  | N/A     | $4011003.00        | $4038451.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1008.00           | $1012.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-02-01      | 3.0000%  | N/A     | $1008.00           | $918.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 4.0000%  | N/A     | $1000.00           | $49.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $150.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $175.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 2.5000%  | N/A     | $1024.00           | $873.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1037.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $879.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2059-08-01      | 4.0000%  | N/A     | $1000.00           | $370.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.0000%  | N/A     | $2000.00           | $976.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1050.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.0000%  | N/A     | $1152.00           | $1108.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $77.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-04-01      | 4.5000%  | N/A     | $1000.00           | $865.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2059-01-01      | 4.5000%  | N/A     | $3000.00           | $2863.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1013.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.5000%  | N/A     | $3000.00           | $1658.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 3.5000%  | N/A     | $1001.00           | $771.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 4.0000%  | N/A     | $1008.00           | $332.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $818.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0000%  | N/A     | $7392.00           | $1208.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 3.9100%  | N/A     | $30181333.00       | $30049631.71       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1039.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1073.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1003.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 3.5000%  | N/A     | $1008.00           | $152.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-12-01      | 4.0000%  | N/A     | $1006.00           | $201.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 3.5000%  | N/A     | $1488.00           | $748.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $719.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.5000%  | N/A     | $1008.00           | $768.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $873.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.0000%  | N/A     | $2008.00           | $1480.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.0000%  | N/A     | $78170368.00       | $75271539.26       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 4.5000%  | N/A     | $6000.00           | $1648.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $257.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2063-06-01      | 3.5000%  | N/A     | $5100.00           | $3735.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-03-01      | 1.5000%  | N/A     | $1000.00           | $607.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $963.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | N/A     | $1024.00           | $606.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $803.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 3.0000%  | N/A     | $3072.00           | $1653.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 3.5000%  | N/A     | $1024.00           | $966.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 2.0000%  | N/A     | $8373158.00        | $4231596.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $711.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $888.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 3.5000%  | N/A     | $1008.00           | $235.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-09-01      | 4.5000%  | N/A     | $1000.00           | $803.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $820.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 3.0000%  | N/A     | $1000.00           | $394.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $739.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.5000%  | N/A     | $3250824.00        | $2535603.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 3.5000%  | N/A     | $1000.00           | $788.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 5.5000%  | N/A     | $1000.00           | $9.08              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $282.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 5.5000%  | N/A     | $5874.00           | $23.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.5000%  | N/A     | $1024.00           | $975.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $1054.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-07-01      | 4.3600%  | N/A     | $59667222.00       | $59441616.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 3.0000%  | N/A     | $1023.00           | $562.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-06-01      | 1.5000%  | N/A     | $2000.00           | $761.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $916.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.5000%  | N/A     | $2040.00           | $536.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-05-01      | 4.0000%  | N/A     | $3101.00           | $695.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | N/A     | $45604288.00       | $42361076.48       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 3.0000%  | N/A     | $1008.00           | $491.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1024.00           | $1027.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.5000%  | N/A     | $64800.00          | $38796.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $918.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 3.5000%  | N/A     | $1024.00           | $968.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | N/A     | $2014.00           | $2076.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 6.0000%  | N/A     | $1000.00           | $6.45              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $912.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-10-01      | 4.5000%  | N/A     | $1000.00           | $9.39              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-02-01      | 4.5000%  | N/A     | $1024.00           | $184.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.0000%  | N/A     | $1024.00           | $840.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 3.5000%  | N/A     | $147356.00         | $24946.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.5000%  | N/A     | $3094512.00        | $1905586.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $723.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1046.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $810.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | N/A     | $1008.00           | $1011.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 4.0000%  | N/A     | $5448.00           | $1571.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 3.5000%  | N/A     | $1008.00           | $964.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $80.24             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1026.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-02-01      | 2.0000%  | N/A     | $1000.00           | $484.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 3.5000%  | N/A     | $2000.00           | $313.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 2.9800%  | N/A     | $9820010.00        | $8836372.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-06-16      | 0.8021%  | N/A     | $154905000.00      | $8154119.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | N/A     | $52704163.00       | $7484327.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 3.2824%  | N/A     | $87581142.00       | $7531128.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.7323%  | N/A     | $30951552.00       | $1758475.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 2.7323%  | N/A     | $28489649.00       | $4497667.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 1.4724%  | N/A     | $106728238.00      | $4157739.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 3.2824%  | N/A     | $74074285.00       | $9327765.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | N/A     | $111388502.00      | $13777896.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 2.0823%  | N/A     | $52133400.00       | $5282613.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.3823%  | N/A     | $200000000.00      | $9245654.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-20      | 3.0000%  | N/A     | $1003.00           | $186.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 5.5000%  | N/A     | $1000.00           | $87.90             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-20      | 5.0000%  | N/A     | $1000.00           | $78.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.0000%  | N/A     | $3001.00           | $1481.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 4.0000%  | N/A     | $1000.00           | $251.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-20      | 3.0000%  | N/A     | $1000.00           | $714.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 3.5000%  | N/A     | $2000.00           | $467.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-20      | 4.5000%  | N/A     | $1000.00           | $90.40             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-04-15      | 2.4000%  | N/A     | $1000.00           | $830.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.5000%  | N/A     | $4000.00           | $2300.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.5000%  | N/A     | $2000.00           | $2053.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 5.0000%  | N/A     | $1000.00           | $997.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-15      | 4.0000%  | N/A     | $2000.00           | $704.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-01-15      | 3.0000%  | N/A     | $1000.00           | $181.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.0000%  | N/A     | $1001.00           | $1047.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.5000%  | N/A     | $1000.00           | $410.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-05-15      | 4.0000%  | N/A     | $2000.00           | $611.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-20      | 4.0000%  | N/A     | $2000.00           | $214.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 6.5000%  | N/A     | $2003.00           | $1598.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.0000%  | N/A     | $1000.00           | $868.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-03-20      | 4.0000%  | N/A     | $1000.00           | $89.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-02-20      | 4.0000%  | N/A     | $1024.00           | $101.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-12-15      | 4.8200%  | N/A     | $2000.00           | $1952.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-15      | 3.0000%  | N/A     | $6626.00           | $705.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-06-20      | 4.0000%  | N/A     | $7000.00           | $3342.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-04-15      | 5.0000%  | N/A     | $1000.00           | $985.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 6.5000%  | N/A     | $1000.00           | $989.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 6.0000%  | N/A     | $1000.00           | $1048.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-03-15      | 4.7400%  | N/A     | $1000.00           | $970.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 5.0000%  | N/A     | $1000.00           | $218.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.0000%  | N/A     | $1000.00           | $1032.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-02-20      | 1.5000%  | N/A     | $1000.00           | $435.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 6.0000%  | N/A     | $2000.00           | $1128.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-04-15      | 5.7300%  | N/A     | $981460.00         | $1032661.94        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | N/A     | $3000.00           | $3191.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-20      | 4.0000%  | N/A     | $2003.00           | $135.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-06-15      | 5.5000%  | N/A     | $1000.00           | $6.44              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $1052.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2059-09-15      | 5.6900%  | N/A     | $1221660.00        | $1272302.67        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.5000%  | N/A     | $2000.00           | $156.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 2.0000%  | N/A     | $2000.00           | $1148.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-01-20      | 7.0000%  | N/A     | $1000.00           | $46.49             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-05-20      | 4.0000%  | N/A     | $1000.00           | $80.06             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-06-20      | 5.0000%  | N/A     | $1000.00           | $334.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-08-20      | 4.5000%  | N/A     | $2000.00           | $1763.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1026.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 4.5000%  | N/A     | $2024.00           | $130.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-20      | 4.0000%  | N/A     | $1000.00           | $116.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 3.5000%  | N/A     | $1000.00           | $211.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-15      | 3.0000%  | N/A     | $5000.00           | $1833.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 4.5000%  | N/A     | $1000.00           | $229.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-20      | 3.0000%  | N/A     | $1000.00           | $107.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-11-15      | 4.0000%  | N/A     | $1000.00           | $926.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-20      | 4.0000%  | N/A     | $2003.00           | $366.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-12-20      | 4.5000%  | N/A     | $1024.00           | $642.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 2.0000%  | N/A     | $1000.00           | $726.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-09-15      | 5.7200%  | N/A     | $2000.00           | $2103.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-01-15      | 4.4500%  | N/A     | $3000.00           | $2861.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-10-15      | 5.6600%  | N/A     | $1000.00           | $1047.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-20      | 3.0000%  | N/A     | $23894.00          | $3710.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-08-15      | 6.2200%  | N/A     | $1000.00           | $1076.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-09-15      | 6.5000%  | N/A     | $1001.00           | $1099.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-12-20      | 3.5000%  | N/A     | $1000.00           | $70.77             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 5.5000%  | N/A     | $8001.00           | $2059.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-05-15      | 4.5500%  | N/A     | $2000.00           | $1924.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 6.5000%  | N/A     | $3000.00           | $3126.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 6.0000%  | N/A     | $40000.00          | $4746.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-01-20      | 5.0000%  | N/A     | $1000.00           | $893.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 3.0000%  | N/A     | $1950.00           | $258.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $818.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.0000%  | N/A     | $6624.00           | $3201.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-03-20      | 3.0000%  | N/A     | $1000.00           | $234.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2059-09-15      | 5.2000%  | N/A     | $1000.00           | $1010.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-06-15      | 5.5000%  | N/A     | $1000.00           | $10.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-08-20      | 6.0000%  | N/A     | $5000.00           | $3382.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-08-15      | 1.6600%  | N/A     | $1000.00           | $55.31             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 4.5000%  | N/A     | $2000.00           | $147.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2066-11-15      | 5.5700%  | N/A     | $1000.00           | $1052.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-12-20      | 4.0000%  | N/A     | $1960.00           | $170.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 4.0000%  | N/A     | $1000.00           | $796.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.0000%  | N/A     | $3000.00           | $2927.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-03-20      | 4.0000%  | N/A     | $3000.00           | $254.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-15      | 4.0000%  | N/A     | $55383.00          | $2228.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | N/A     | $2009.00           | $2107.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-01-20      | 3.0000%  | N/A     | $2000.00           | $277.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 3.0000%  | N/A     | $7008.00           | $4083.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 4.0000%  | N/A     | $5120.00           | $3833.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 5.0000%  | N/A     | $1000.00           | $75.90             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-07-20      | 4.0000%  | N/A     | $1000.00           | $93.16             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 5.5000%  | N/A     | $1008.00           | $1029.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-07-20      | 6.0000%  | N/A     | $1024.00           | $693.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-03-20      | 3.0000%  | N/A     | $2000.00           | $715.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 4.5000%  | N/A     | $1000.00           | $577.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 4.5000%  | N/A     | $2000.00           | $414.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-04-20      | 5.0000%  | N/A     | $1000.00           | $945.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-12-15      | 4.0000%  | N/A     | $1000.00           | $136.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.0000%  | N/A     | $1000.00           | $1012.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-02-20      | 3.0000%  | N/A     | $1000.00           | $171.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 4.0000%  | N/A     | $5000.00           | $4131.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-15      | 3.0000%  | N/A     | $26056.00          | $2011.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 3.0000%  | N/A     | $1000.00           | $197.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-15      | 4.5000%  | N/A     | $24684.00          | $1450.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-20      | 3.5000%  | N/A     | $1000.00           | $286.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-15      | 5.0000%  | N/A     | $1000.00           | $16.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-15      | 3.0000%  | N/A     | $1024.00           | $115.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 4.5000%  | N/A     | $4014.00           | $3435.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 4.0000%  | N/A     | $1000.00           | $107.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-12-15      | 3.0000%  | N/A     | $7624.00           | $1240.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-15      | 3.5000%  | N/A     | $1001.00           | $234.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.5000%  | N/A     | $3000.00           | $3072.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 4.0000%  | N/A     | $1000.00           | $746.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-11-20      | 4.0000%  | N/A     | $12588.00          | $1012.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.5000%  | N/A     | $1000.00           | $1048.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 3.0000%  | N/A     | $1001.00           | $330.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 5.5000%  | N/A     | $1000.00           | $788.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-08-20      | 5.5000%  | N/A     | $1042.00           | $4.11              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-09-20      | 6.0000%  | N/A     | $10000.00          | $1615.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 4.5000%  | N/A     | $1016.00           | $20.03             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 6.5000%  | N/A     | $1991.00           | $2125.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 6.5000%  | N/A     | $1000.00           | $956.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 3.5000%  | N/A     | $2024.00           | $34.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-01-15      | 6.2000%  | N/A     | $1633698.00        | $1759266.63        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-11-15      | 4.5000%  | N/A     | $1005.00           | $960.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $1043.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 5.0000%  | N/A     | $1000.00           | $811.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-02-15      | 3.0000%  | N/A     | $439346.00         | $2950.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-03-20      | 4.0000%  | N/A     | $5482.00           | $480.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | N/A     | $2000.00           | $2072.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.5000%  | N/A     | $1001.00           | $1045.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-20      | 4.5000%  | N/A     | $1000.00           | $88.77             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-15      | 5.5500%  | N/A     | $2823698.00        | $2936366.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-06-15      | 4.5000%  | N/A     | $1000.00           | $216.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 5.0000%  | N/A     | $1000.00           | $993.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-12-15      | 5.2500%  | N/A     | $1000.00           | $1021.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-11-20      | 3.0000%  | N/A     | $1000.00           | $137.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1026.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1046.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 5.0000%  | N/A     | $1000.00           | $59.76             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-04-20      | 2.5000%  | N/A     | $3000.00           | $381.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-10-15      | 4.1900%  | N/A     | $1000.00           | $935.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 5.0000%  | N/A     | $2079.00           | $1738.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 3.5000%  | N/A     | $2010.00           | $66.17             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 5.0000%  | N/A     | $2000.00           | $781.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-04-15      | 5.9900%  | N/A     | $1000.00           | $1042.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2066-12-15      | 5.4500%  | N/A     | $2946.00           | $3048.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-20      | 3.0000%  | N/A     | $1689.00           | $490.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 4.5000%  | N/A     | $1000.00           | $111.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 5.0000%  | N/A     | $1000.00           | $750.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 5.0000%  | N/A     | $1000.00           | $493.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 6.5000%  | N/A     | $1002.00           | $950.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 4.5000%  | N/A     | $1000.00           | $222.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-04-20      | 4.5000%  | N/A     | $17565.00          | $1172.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-05-20      | 5.5000%  | N/A     | $1000.00           | $738.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-05-20      | 4.0000%  | N/A     | $2054.00           | $224.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 4.0000%  | N/A     | $3000.00           | $279.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.0000%  | N/A     | $1000.00           | $1037.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-09-20      | 4.5000%  | N/A     | $4000.00           | $1505.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-20      | 3.0000%  | N/A     | $3356.00           | $422.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-08-15      | 4.0000%  | N/A     | $3139.00           | $126.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 2.5000%  | N/A     | $1000.00           | $618.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-12-20      | 4.0000%  | N/A     | $1000.00           | $784.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 4.0000%  | N/A     | $2000.00           | $1682.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-15      | 4.0000%  | N/A     | $9908.00           | $2237.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-05-15      | 5.0000%  | N/A     | $1000.00           | $29.39             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-03-15      | 3.0000%  | N/A     | $2009.00           | $256.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-11-15      | 5.8500%  | N/A     | $1000.00           | $1060.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-03-15      | 3.5000%  | N/A     | $2130.00           | $13.64             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-20      | 4.0000%  | N/A     | $26475.00          | $2149.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.5000%  | N/A     | $149887.00         | $145682.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.5000%  | N/A     | $1000.00           | $735.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.0000%  | N/A     | $1000.00           | $1049.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 5.0000%  | N/A     | $1000.00           | $132.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-03-20      | 5.5000%  | N/A     | $3000.00           | $2077.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 6.5000%  | N/A     | $1000.00           | $824.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-15      | 4.0000%  | N/A     | $43721.00          | $4689.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 2.0000%  | N/A     | $1000.00           | $594.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-07-15      | 6.5000%  | N/A     | $1000.00           | $44.48             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 1.5000%  | N/A     | $2032.00           | $1175.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 5.0000%  | N/A     | $1000.00           | $325.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.0000%  | N/A     | $1008.00           | $83.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-06-20      | 4.0000%  | N/A     | $1008.00           | $906.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-05-15      | 5.1900%  | N/A     | $3000.00           | $2995.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | N/A     | $1001.00           | $1048.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-02-15      | 5.0400%  | N/A     | $1000.00           | $989.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-12-20      | 5.5000%  | N/A     | $3001.00           | $150.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-01-20      | 6.0000%  | N/A     | $1008.00           | $2.66              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-12-15      | 3.9700%  | N/A     | $1000.00           | $925.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 5.0000%  | N/A     | $3072.00           | $2541.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 5.0000%  | N/A     | $1998.00           | $1769.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 4.5000%  | N/A     | $14937.00          | $3772.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-06-15      | 5.0000%  | N/A     | $1000.00           | $53.41             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-05-20      | 3.0000%  | N/A     | $1001.00           | $92.69             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-06-15      | 3.0000%  | N/A     | $1000.00           | $100.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-06-15      | 5.8400%  | N/A     | $1000.00           | $1058.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-07-15      | 4.0000%  | N/A     | $1000.00           | $55.15             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.5000%  | N/A     | $1000.00           | $1044.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-20      | 4.0000%  | N/A     | $1000.00           | $199.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 2.0000%  | N/A     | $1000.00           | $513.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-10-15      | 5.5000%  | N/A     | $1000.00           | $86.86             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 5.5000%  | N/A     | $1000.00           | $85.59             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-07-20      | 3.0000%  | N/A     | $1000.00           | $373.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-05-20      | 4.5000%  | N/A     | $1000.00           | $930.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 6.5000%  | N/A     | $1000.00           | $942.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-07-20      | 3.5000%  | N/A     | $1000.00           | $670.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-08-20      | 4.5000%  | N/A     | $15706.00          | $1242.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-05-20      | 1.5000%  | N/A     | $1000.00           | $601.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-15      | 4.0000%  | N/A     | $1000.00           | $218.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 5.0000%  | N/A     | $1000.00           | $69.98             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-05-15      | 4.5500%  | N/A     | $1000.00           | $962.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-11-15      | 5.5000%  | N/A     | $1010.00           | $6.78              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 3.5000%  | N/A     | $2000.00           | $122.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-12-15      | 5.5000%  | N/A     | $1000.00           | $15.36             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-20      | 2.5000%  | N/A     | $60565.00          | $895.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-12-20      | 3.0000%  | N/A     | $1000.00           | $112.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-20      | 3.0000%  | N/A     | $1030.00           | $145.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 6.5000%  | N/A     | $1000.00           | $588.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-07-15      | 5.4200%  | N/A     | $2000.00           | $2030.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 4.0000%  | N/A     | $1000.00           | $252.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 7.0000%  | N/A     | $2000.00           | $1652.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-15      | 4.0000%  | N/A     | $1000.00           | $612.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 6.5000%  | N/A     | $1000.00           | $1046.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-15      | 4.0000%  | N/A     | $1000.00           | $462.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2061-11-15      | 5.7200%  | N/A     | $1000.00           | $1038.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-20      | 3.5000%  | N/A     | $1000.00           | $90.97             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-12-20      | 2.5000%  | N/A     | $1000.00           | $618.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 5.0000%  | N/A     | $6144.00           | $4562.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 7.0000%  | N/A     | $2075.00           | $1802.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-07-20      | 3.0000%  | N/A     | $4096.00           | $2172.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-20      | 2.5000%  | N/A     | $2012.00           | $42.46             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-12-20      | 1.5000%  | N/A     | $2000.00           | $1035.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-08-20      | 4.5000%  | N/A     | $1000.00           | $52.09             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-04-15      | 5.7900%  | N/A     | $1985999.00        | $2090374.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-15      | 3.7500%  | N/A     | $1000.00           | $111.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-05-15      | 6.0000%  | N/A     | $1000.00           | $7.33              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-06-15      | 5.9400%  | N/A     | $1001.00           | $1063.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 5.0000%  | N/A     | $1000.00           | $927.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 6.5000%  | N/A     | $1000.00           | $209.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-02-15      | 4.0000%  | N/A     | $1000.00           | $92.56             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-04-20      | 7.0000%  | N/A     | $4000.00           | $1560.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 2.5000%  | N/A     | $1000.00           | $644.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.5000%  | N/A     | $1000.00           | $1031.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | N/A     | $2000.00           | $2095.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-08-20      | 3.5000%  | N/A     | $3000.00           | $274.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-12-20      | 2.5000%  | N/A     | $2000.00           | $119.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-08-20      | 4.5000%  | N/A     | $3319.00           | $389.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-15      | 3.0000%  | N/A     | $2023.00           | $171.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-09-15      | 4.0000%  | N/A     | $3000.00           | $391.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 5.0000%  | N/A     | $15119.00          | $1315.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 4.5000%  | N/A     | $2000.00           | $43.13             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.5000%  | N/A     | $1007.00           | $1023.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-08-15      | 3.9400%  | N/A     | $1000.00           | $921.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 3.5000%  | N/A     | $1000.00           | $119.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-20      | 5.5000%  | N/A     | $1000.00           | $660.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-06-15      | 6.1800%  | N/A     | $2000.00           | $2160.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-07-20      | 6.5000%  | N/A     | $1000.00           | $355.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1047.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 4.0000%  | N/A     | $4000.00           | $2652.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.0000%  | N/A     | $2000.00           | $1384.58           | Agency Mortgage-Backed Securities         |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-02-28      | 4.0000%  | N/A     | $112118300.00      | $115220014.98      | 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. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ZS3KMC1
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 8.9300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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) | 2030-02-28      | 4.0000%  | N/A     | $248114100.00      | $255054015.87      | 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: ZS3KMBN
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 10.7200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 Mortgage-Backed Securities          | 2056-01-01      | 3.5040%  | N/A     | $24431200.00       | $23578135.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.5000%  | N/A     | $200000.00         | $155991.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.0000%  | N/A     | $22756512.00       | $16157652.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 4.5000%  | N/A     | $200000.00         | $164427.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.5000%  | N/A     | $60578000.00       | $38204083.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | N/A     | $810000.00         | $782302.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.5000%  | N/A     | $10252655.00       | $10793172.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-04-01      | 5.5000%  | N/A     | $2391180.00        | $146898.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | N/A     | $2236992.00        | $2322344.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 4.5000%  | N/A     | $201000.00         | $165178.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | N/A     | $7989520.00        | $8008657.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 6.0000%  | N/A     | $72000.00          | $10698.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-04-01      | 3.6200%  | N/A     | $7500000.00        | $7130675.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-09-01      | 3.5000%  | N/A     | $17841280.00       | $9490244.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 4.0000%  | N/A     | $456597.00         | $432974.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-01-01      | 4.0200%  | N/A     | $8592000.00        | $8650545.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-07-01      | 3.7600%  | N/A     | $12189456.00       | $11768387.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 5.0000%  | N/A     | $112315264.00      | $107646182.51      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-11-01      | 6.0000%  | N/A     | $5610000.00        | $79234.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-10-01      | 2.2650%  | N/A     | $18400000.00       | $13170085.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 3.5000%  | N/A     | $33000.00          | $9128.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 3.0000%  | N/A     | $1968368.00        | $1414675.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-07-01      | 4.0000%  | N/A     | $10803000.00       | $892010.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 4.3300%  | N/A     | $26000000.00       | $26363046.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-15      | 4.0000%  | N/A     | $12000.00          | $1269.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-10-15      | 4.3500%  | N/A     | $10086144.00       | $9690390.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | N/A     | $2000.00           | $2096.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.0000%  | N/A     | $1000.00           | $1034.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1048.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.0000%  | N/A     | $2852820.00        | $2871921.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-05-20      | 2.5000%  | N/A     | $359262.00         | $297406.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.0000%  | N/A     | $2000.00           | $1324.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-20      | 2.5000%  | N/A     | $3999.00           | $395.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.0000%  | N/A     | $5562904.00        | $5596379.70        | Agency Mortgage-Backed Securities |

### Security 4: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ZS3KMBP
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 4.2900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | N/A     | $31579000.00       | $29015045.73       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 0.0000%  | N/A     | $763700.00         | $402448.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 4.1250%  | N/A     | $63054800.00       | $64374658.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.0000%  | N/A     | $15558026.67       | $13065941.96       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 4.8750%  | N/A     | $15036800.00       | $15541904.91       | U.S. Treasuries (including strips) |

### 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: ZS3KMBQ
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 8.9300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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) | 2027-09-30      | 4.1250%  | N/A     | $39160200.00       | $39999983.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 3.8750%  | N/A     | $39128100.00       | $39999902.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 3.8750%  | N/A     | $39005700.00       | $39999983.91       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | N/A     | $40211600.00       | $39999906.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | N/A     | $40437400.00       | $39999965.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 1.8750%  | N/A     | $40075800.00       | $39999997.28       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 3.5000%  | N/A     | $15074300.00       | $15000296.78       | U.S. Treasuries (including strips) |

### Security 6: 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):** $6799449.20
- **C.18.a - Value (excl. sponsor support):** $6799449.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 7: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VW3, C.4 - ISIN: US313385VW33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8605777.26
- **C.18.a - Value (excl. sponsor support):** $8605777.26
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** 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 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: 3130B84L3, C.4 - ISIN: US3130B84L34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12700152.40
- **C.18.a - Value (excl. sponsor support):** $12700152.40
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VY9, C.4 - ISIN: US313385VY98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3461404.80
- **C.18.a - Value (excl. sponsor support):** $3461404.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VR4, C.4 - ISIN: US313385VR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7125485.04
- **C.18.a - Value (excl. sponsor support):** $7125485.04
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** 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 coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B76Y5, C.4 - ISIN: US3130B76Y54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6999842.50
- **C.18.a - Value (excl. sponsor support):** $6999842.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **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: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3999753.20
- **C.18.a - Value (excl. sponsor support):** $3999753.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 13: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WX0, C.4 - ISIN: US3130B6WX04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34999804.00
- **C.18.a - Value (excl. sponsor support):** $34999804.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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? 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YT7, C.4 - ISIN: US313385YT76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8352498.65
- **C.18.a - Value (excl. sponsor support):** $8352498.65
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 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: 3130B75T7, C.4 - ISIN: US3130B75T78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8499746.70
- **C.18.a - Value (excl. sponsor support):** $8499746.70
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **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 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: 3130B7NN0, C.4 - ISIN: US3130B7NN06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10004476.00
- **C.18.a - Value (excl. sponsor support):** $10004476.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 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: 3130B8TV4, C.4 - ISIN: US3130B8TV41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11999271.60
- **C.18.a - Value (excl. sponsor support):** $11999271.60
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 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: 3130B6DP8, C.4 - ISIN: US3130B6DP80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14604918.74
- **C.18.a - Value (excl. sponsor support):** $14604918.74
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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: 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: 3130B86A5, C.4 - ISIN: US3130B86A50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $23196703.28
- **C.18.a - Value (excl. sponsor support):** $23196703.28
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch: NR; 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: 3130B8JS2, C.4 - ISIN: US3130B8JS22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11601793.36
- **C.18.a - Value (excl. sponsor support):** $11601793.36
- **C.19 - Percentage of Net Assets:** 0.4200%
- **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 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: 3130B7HT4, C.4 - ISIN: US3130B7HT40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13504847.85
- **C.18.a - Value (excl. sponsor support):** $13504847.85
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **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 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: 3130B8K27, C.4 - ISIN: US3130B8K270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9499287.50
- **C.18.a - Value (excl. sponsor support):** $9499287.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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? 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: 3130B87L0, C.4 - ISIN: US3130B87L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6899584.62
- **C.18.a - Value (excl. sponsor support):** $6899584.62
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **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 24: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B74C5, C.4 - ISIN: US3130B74C52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3899883.00
- **C.18.a - Value (excl. sponsor support):** $3899883.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **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 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: 3130B82A9, C.4 - ISIN: US3130B82A96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $25999331.80
- **C.18.a - Value (excl. sponsor support):** $25999331.80
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **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: 3130B8SD5, C.4 - ISIN: US3130B8SD51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5499664.50
- **C.18.a - Value (excl. sponsor support):** $5499664.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 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: 3130B7QJ6, C.4 - ISIN: US3130B7QJ66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11901357.79
- **C.18.a - Value (excl. sponsor support):** $11901357.79
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **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: 3130B8ER9, C.4 - ISIN: US3130B8ER93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5999686.20
- **C.18.a - Value (excl. sponsor support):** $5999686.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 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: 3130B72D5, C.4 - ISIN: US3130B72D53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11998806.00
- **C.18.a - Value (excl. sponsor support):** $11998806.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **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: 3130B6YD2, C.4 - ISIN: US3130B6YD22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7499843.25
- **C.18.a - Value (excl. sponsor support):** $7499843.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **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: 3130B6ZB5, C.4 - ISIN: US3130B6ZB56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49998955.00
- **C.18.a - Value (excl. sponsor support):** $49998955.00
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **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: 3130B87K2, C.4 - ISIN: US3130B87K24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9599695.68
- **C.18.a - Value (excl. sponsor support):** $9599695.68
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **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 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):** $11999002.80
- **C.18.a - Value (excl. sponsor support):** $11999002.80
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QW5, C.4 - ISIN: US3130B8QW50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11399807.34
- **C.18.a - Value (excl. sponsor support):** $11399807.34
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **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: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6899445.93
- **C.18.a - Value (excl. sponsor support):** $6899445.93
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 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: 3130B8L91, C.4 - ISIN: US3130B8L914, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11200876.96
- **C.18.a - Value (excl. sponsor support):** $11200876.96
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: 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):** $12824198.40
- **C.18.a - Value (excl. sponsor support):** $12824198.40
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 38: 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):** $18632882.52
- **C.18.a - Value (excl. sponsor support):** $18632882.52
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 39: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12751589.37
- **C.18.a - Value (excl. sponsor support):** $12751589.37
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** 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 40: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $37720926.29
- **C.18.a - Value (excl. sponsor support):** $37720926.29
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **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 41: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12315842.44
- **C.18.a - Value (excl. sponsor support):** $12315842.44
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **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 42: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14236463.52
- **C.18.a - Value (excl. sponsor support):** $14236463.52
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** 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 43: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $13502749.12
- **C.18.a - Value (excl. sponsor support):** $13502749.12
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **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 44: 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):** $25686913.75
- **C.18.a - Value (excl. sponsor support):** $25686913.75
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 45: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $30002799.00
- **C.18.a - Value (excl. sponsor support):** $30002799.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **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 46: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19994594.28
- **C.18.a - Value (excl. sponsor support):** $19994594.28
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** 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: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $27227878.86
- **C.18.a - Value (excl. sponsor support):** $27227878.86
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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 48: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24499526.22
- **C.18.a - Value (excl. sponsor support):** $24499526.22
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **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 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):** $4020409.60
- **C.18.a - Value (excl. sponsor support):** $4020409.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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 50: 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):** $14725643.18
- **C.18.a - Value (excl. sponsor support):** $14725643.18
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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 51: 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):** $8565347.49
- **C.18.a - Value (excl. sponsor support):** $8565347.49
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 52: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12579635.75
- **C.18.a - Value (excl. sponsor support):** $12579635.75
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** 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: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8213300.76
- **C.18.a - Value (excl. sponsor support):** $8213300.76
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** 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: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35038006.38
- **C.18.a - Value (excl. sponsor support):** $35038006.38
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **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: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18076976.80
- **C.18.a - Value (excl. sponsor support):** $18076976.80
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **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: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $21517289.28
- **C.18.a - Value (excl. sponsor support):** $21517289.28
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **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 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):** $15226821.80
- **C.18.a - Value (excl. sponsor support):** $15226821.80
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 58: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $20325527.25
- **C.18.a - Value (excl. sponsor support):** $20325527.25
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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 59: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48300000.00
- **C.18.a - Value (excl. sponsor support):** $48300000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 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):** $13791933.90
- **C.18.a - Value (excl. sponsor support):** $13791933.90
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 61: 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):** $1209560.64
- **C.18.a - Value (excl. sponsor support):** $1209560.64
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 62: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5564013.28
- **C.18.a - Value (excl. sponsor support):** $5564013.28
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **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 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):** $3552543.72
- **C.18.a - Value (excl. sponsor support):** $3552543.72
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 64: 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):** $37635446.02
- **C.18.a - Value (excl. sponsor support):** $37635446.02
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 65: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $27283275.25
- **C.18.a - Value (excl. sponsor support):** $27283275.25
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **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 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):** $17422245.26
- **C.18.a - Value (excl. sponsor support):** $17422245.26
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 67: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18596687.40
- **C.18.a - Value (excl. sponsor support):** $18596687.40
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch: F1+; 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 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):** $12841566.40
- **C.18.a - Value (excl. sponsor support):** $12841566.40
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 69: 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):** $13567558.32
- **C.18.a - Value (excl. sponsor support):** $13567558.32
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 70: 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):** $10636698.60
- **C.18.a - Value (excl. sponsor support):** $10636698.60
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 71: 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):** $19447371.14
- **C.18.a - Value (excl. sponsor support):** $19447371.14
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 72: 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):** $3515172.85
- **C.18.a - Value (excl. sponsor support):** $3515172.85
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 73: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $62576299.17
- **C.18.a - Value (excl. sponsor support):** $62576299.17
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **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 74: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $27721386.00
- **C.18.a - Value (excl. sponsor support):** $27721386.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** 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: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1507216.05
- **C.18.a - Value (excl. sponsor support):** $1507216.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 76: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $57041456.67
- **C.18.a - Value (excl. sponsor support):** $57041456.67
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **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 77: 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):** $7055727.12
- **C.18.a - Value (excl. sponsor support):** $7055727.12
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** 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 Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4008140.40
- **C.18.a - Value (excl. sponsor support):** $4008140.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15897786.20
- **C.18.a - Value (excl. sponsor support):** $15897786.20
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 80: 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):** $6031833.00
- **C.18.a - Value (excl. sponsor support):** $6031833.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 81: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5173195.56
- **C.18.a - Value (excl. sponsor support):** $5173195.56
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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 Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $23623394.48
- **C.18.a - Value (excl. sponsor support):** $23623394.48
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **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: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9251631.63
- **C.18.a - Value (excl. sponsor support):** $9251631.63
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **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 84: 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):** $5206113.64
- **C.18.a - Value (excl. sponsor support):** $5206113.64
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 85: 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):** $15006445.50
- **C.18.a - Value (excl. sponsor support):** $15006445.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 86: 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):** $11887157.37
- **C.18.a - Value (excl. sponsor support):** $11887157.37
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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

## N-MFP: Signatures

**Registrant:** EQ ADVISORS TRUST

**Date:** 2026-01-08

**By:** /s/James Kelly

**Name of Signing Officer:** James Kelly

**Title of Signing Officer:** Controller