# EDGAR Filing Document

**Accession Number:** 0001659326
**File Stem:** 0002071691-26-013254
**Filing Date:** 2026-6
**Character Count:** 388327
**Document Hash:** 8b4805e1a6c6b649003ee44d1b83276d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-013254.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0002071691-26-013254

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260529

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN TRUST IV
- **CENTRAL INDEX KEY:** 0001659326

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23117

**BUSINESS ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JPMorgan Trust IV
- **DATE OF NAME CHANGE:** 20151124

## Series and Classes Contracts Data

### JPMorgan Securities Lending Money Market Fund (Series ID: S000063113)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000204674 | Agency SL Class | VSLXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001659326

### General Information

**Report for (YYYY-MM-DD):** 2026-05-29

**Registrant Full Name:** JPMORGAN TRUST IV

**CIK Number of Registrant:** 0001659326

**LEI of Registrant:** 549300OTMPZX852VDL37

**Name of Series:** JPMorgan Securities Lending Money Market Fund

**LEI of Series:** 5493002FD4HXUJXMRO62

**EDGAR Series Identifier:** S000063113

**Total number of share classes in the series:** 1

**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            | J.P. Morgan Investment Management Inc.                     | 801-21011         |
| Independent Public Accountant | PricewaterhouseCoopers, LLP<br>City: New York<br>State: NY |  |
| Administrator                 | J.P. Morgan Investment Management Inc.                     |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000027048                         | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-208312

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 12 days

- **WAL:** 89 days

- **Total Value of Portfolio Securities:** $2784494709.25

- **Amortized Cost of Portfolio Securities:** $2784404889.51

- **Cash:** $575.75

- **Total Other Assets:** $2345692.75

- **Total Liabilities:** $42926638.60

- **Net Assets of Series:** $2743824519.41

- **Number of Shares Outstanding (Series):** 2743856101.0800

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $1883559273.90            | $1953375437.75             | 76.2100%                  | 79.0300%                   |
| 2026-05-04 | $1914717582.69            | $1994498369.89             | 76.5000%                  | 79.6900%                   |
| 2026-05-05 | $1905847038.70            | $1980635811.46             | 77.2300%                  | 80.2600%                   |
| 2026-05-06 | $1710417608.43            | $1780216427.87             | 75.4600%                  | 78.5400%                   |
| 2026-05-07 | $1817818932.32            | $1887624706.74             | 77.5300%                  | 80.5000%                   |
| 2026-05-08 | $1790296765.25            | $1870052297.45             | 77.2600%                  | 80.7000%                   |
| 2026-05-11 | $2035343020.91            | $2115122326.46             | 79.4300%                  | 82.5400%                   |
| 2026-05-12 | $2133917401.33            | $2213704631.31             | 80.1900%                  | 83.1900%                   |
| 2026-05-13 | $2365447070.01            | $2445242224.45             | 81.7700%                  | 84.5300%                   |
| 2026-05-14 | $2298028067.40            | $2377831146.29             | 81.3400%                  | 84.1600%                   |
| 2026-05-15 | $2262991526.30            | $2342802529.62             | 81.1000%                  | 83.9600%                   |
| 2026-05-18 | $2379312393.34            | $2459147170.00             | 81.5700%                  | 84.3100%                   |
| 2026-05-19 | $2028608476.04            | $2108451177.15             | 79.0600%                  | 82.1700%                   |
| 2026-05-20 | $2200530343.82            | $2280380969.37             | 80.3700%                  | 83.2900%                   |
| 2026-05-21 | $2466251965.57            | $2506110515.57             | 82.6600%                  | 83.9900%                   |
| 2026-05-22 | $2261682532.30            | $2301545015.64             | 81.3800%                  | 82.8100%                   |
| 2026-05-26 | $2467017360.47            | $2516838221.59             | 82.6600%                  | 84.3300%                   |
| 2026-05-27 | $2507432973.15            | $2557258756.49             | 82.8900%                  | 84.5300%                   |
| 2026-05-28 | $2376394735.26            | $2431196924.16             | 80.8500%                  | 82.7200%                   |
| 2026-05-29 | $2223985093.02            | $2288733031.94             | 79.8100%                  | 82.1300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7100%             |
| 2026-05-04 | 3.7000%             |
| 2026-05-05 | 3.7000%             |
| 2026-05-06 | 3.7000%             |
| 2026-05-07 | 3.6900%             |
| 2026-05-08 | 3.6800%             |
| 2026-05-11 | 3.6700%             |
| 2026-05-12 | 3.6600%             |
| 2026-05-13 | 3.6600%             |
| 2026-05-14 | 3.6600%             |
| 2026-05-15 | 3.6500%             |
| 2026-05-18 | 3.6300%             |
| 2026-05-19 | 3.6200%             |
| 2026-05-20 | 3.6100%             |
| 2026-05-21 | 3.6100%             |
| 2026-05-22 | 3.6100%             |
| 2026-05-26 | 3.6200%             |
| 2026-05-27 | 3.6300%             |
| 2026-05-28 | 3.6500%             |
| 2026-05-29 | 3.6600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0000                      |
|  |  |
| 2026-05-04 | 1.0000                      |
|  |  |
| 2026-05-05 | 1.0000                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0000                      |
|  |  |
| 2026-05-11 | 1.0000                      |
|  |  |
| 2026-05-12 | 1.0000                      |
|  |  |
| 2026-05-13 | 1.0000                      |
|  |  |
| 2026-05-14 | 1.0000                      |
|  |  |
| 2026-05-15 | 1.0000                      |
|  |  |
| 2026-05-18 | 1.0000                      |
|  |  |
| 2026-05-19 | 1.0000                      |
|  |  |
| 2026-05-20 | 1.0000                      |
|  |  |
| 2026-05-21 | 1.0000                      |
|  |  |
| 2026-05-22 | 1.0000                      |
|  |  |
| 2026-05-26 | 1.0000                      |
|  |  |
| 2026-05-27 | 1.0000                      |
|  |  |
| 2026-05-28 | 1.0000                      |
|  |  |
| 2026-05-29 | 1.0000                      |
|  |  |

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

### Class: Agency SL

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $2743824519.41

- **Number of Shares Outstanding:** 2743856101.0800

- **Expense Reimbursement/Waiver:** 123836.67

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $80265496.67              | $232967961.10           |
| 2026-05-04 | $177428553.52             | $146944143.92           |
| 2026-05-05 | $71611063.54              | $110886567.18           |
| 2026-05-06 | $84403142.66              | $285073104.67           |
| 2026-05-07 | $143966549.82             | $66751070.79            |
| 2026-05-08 | $76731967.90              | $100423742.68           |
| 2026-05-11 | $324424983.08             | $79940222.77            |
| 2026-05-12 | $210232292.46             | $116710865.50           |
| 2026-05-13 | $354468075.46             | $123185353.41           |
| 2026-05-14 | $47558057.59              | $110385353.59           |
| 2026-05-15 | $69066184.54              | $104318495.12           |
| 2026-05-18 | $146188137.07             | $45368880.55            |
| 2026-05-19 | $132917892.58             | $483995224.38           |
| 2026-05-20 | $209487909.01             | $37740489.26            |
| 2026-05-21 | $408219096.68             | $157925303.58           |
| 2026-05-22 | $177171064.86             | $381863416.04           |
| 2026-05-26 | $382715429.13             | $178405462.31           |
| 2026-05-27 | $133452477.08             | $93334669.97            |
| 2026-05-28 | $66274519.72              | $187518591.25           |
| 2026-05-29 | $42424021.61              | $175021132.86           |

**Total Gross Subscriptions (Month):** $3339006914.98

**Total Gross Redemptions (Month):** $3218760050.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6500%           |
| 2026-05-04 | 3.6400%           |
| 2026-05-05 | 3.6400%           |
| 2026-05-06 | 3.6400%           |
| 2026-05-07 | 3.6300%           |
| 2026-05-08 | 3.6200%           |
| 2026-05-11 | 3.6100%           |
| 2026-05-12 | 3.6000%           |
| 2026-05-13 | 3.6000%           |
| 2026-05-14 | 3.6000%           |
| 2026-05-15 | 3.5900%           |
| 2026-05-18 | 3.5700%           |
| 2026-05-19 | 3.5600%           |
| 2026-05-20 | 3.5500%           |
| 2026-05-21 | 3.5500%           |
| 2026-05-22 | 3.5500%           |
| 2026-05-26 | 3.5600%           |
| 2026-05-27 | 3.5700%           |
| 2026-05-28 | 3.5900%           |
| 2026-05-29 | 3.6000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 13.0000%         | 0.0000%              |
| Non-financial corporation |  | 21.0500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)

- **C.1 - Title:** BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)
- **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: OVU001N63
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 5.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $623.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $715.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-03-01      | 5.0000%  | N/A     | $1209630.00        | $91567.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $732.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1168002.00        | $945679.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 5.5000%  | N/A     | $1000.00           | $1013.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $1024.00           | $1026.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $2048.00           | $1596.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $98400.00          | $74455.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $29191080.00       | $21058535.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $607.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $698.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $673.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $5859254.00        | $2331242.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $1024.00           | $995.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 4.1980%  | N/A     | $946304.00         | $945672.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $28621056.00       | $7235296.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $9720177.00        | $2116861.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $731.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1008.00           | $683.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $6492.00           | $4477.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $3358736.00        | $3208552.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $2080.00           | $383.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1024.00           | $583.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1008.00           | $685.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $6149800.00        | $1358396.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $826.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $758.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $751.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1010.00           | $956.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $965.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 4.7121%  | N/A     | $80755.00          | $73661.54          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1440.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $695.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1051.00           | $728.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $804.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $786.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $63590822.00       | $25990679.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1008.00           | $591.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1001.00           | $898.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $23335071.00       | $17028411.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $9224.00           | $6502.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0350%  | N/A     | $1420.00           | $25.66             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1024.00           | $1000.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1024.00           | $675.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1554332.00        | $1287609.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 6.1700%  | N/A     | $1023.00           | $10.05             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $897.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $947.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $982.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $1152.00           | $60.21             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-25      | 4.8121%  | N/A     | $30680238.00       | $26885770.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1008.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 5.0000%  | N/A     | $2000.00           | $1425.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 1.5000%  | N/A     | $1000.00           | $676.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $5197792.00        | $1200620.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $1787.00           | $1587.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $670.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $1000.00           | $895.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1016.00           | $192.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1024.00           | $734.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1000.00           | $999.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $983.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1024.00           | $996.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1022.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1020.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1002.00           | $983.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1024.00           | $162.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $963.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1312951.00        | $1103004.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-25      | 4.6621%  | N/A     | $1040.00           | $1011.18           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $2000.00           | $1430.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $1000.00           | $1011.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $776.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1024.00           | $819.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1008.00           | $954.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1040.00           | $975.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1024.00           | $746.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $2048.00           | $373.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $1000.00           | $269.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.0000%  | N/A     | $1000.00           | $139.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $1000.00           | $24.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1023.00           | $885.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.5000%  | N/A     | $401801.00         | $140231.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 6.3620%  | N/A     | $1023.00           | $20.08             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $983.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $2048.00           | $180.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1024.00           | $340.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $1000.00           | $52.47             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1024.00           | $920.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $1008.00           | $188.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $1000.00           | $982.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $132.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $1000.00           | $604.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $686.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1010.00           | $572.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $952.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $756.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $1003.00           | $616.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $562.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $41.88             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $1024.00           | $691.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $6751968.00        | $6619600.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $1000.00           | $395.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1040.00           | $245.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 1.5000%  | N/A     | $1000.00           | $433.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $1000.00           | $382.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $2000.00           | $418.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $1029.00           | $795.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-09-01      | 2.5000%  | N/A     | $1024.00           | $368.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $2048.00           | $827.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $1024.00           | $408.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $750.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $1000.00           | $886.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1040.00           | $817.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $717.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $1000.00           | $291.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $609.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-01      | 4.0000%  | N/A     | $1024.00           | $332.39            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-15      | 4.0000%  | N/A     | $1000.00           | $247.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $819.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 4.0000%  | N/A     | $1024.00           | $321.86            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | 3.5000%  | N/A     | $1000.00           | $35.20             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.0000%  | N/A     | $1000.00           | $131.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 4.0000%  | N/A     | $1000.00           | $79.45             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1000.00           | $1032.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1000.00           | $1020.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $1000.00           | $962.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1000.00           | $1007.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | 2.0000%  | N/A     | $1000.00           | $283.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-04-15      | 5.1600%  | N/A     | $1000.00           | $999.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1024.00           | $1041.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $1000.00           | $38.23             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1014.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.0000%  | N/A     | $1000.00           | $86.21             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1000.00           | $840.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 4.0000%  | N/A     | $1024.00           | $377.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 4.0000%  | N/A     | $1040.00           | $314.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.5000%  | N/A     | $1024.00           | $378.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1000.00           | $860.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $1024.00           | $975.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $1000.00           | $1013.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $881.17            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-15      | 4.0000%  | N/A     | $1000.00           | $69.00             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1000.00           | $1015.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $1000.00           | $1033.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-20      | 2.5000%  | N/A     | $1000.00           | $137.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1000.00           | $1016.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2068-03-15      | 5.6500%  | N/A     | $1000.00           | $1053.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1024.00           | $1040.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $1000.00           | $1058.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1008.00           | $1027.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1000.00           | $1009.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.5000%  | N/A     | $1024.00           | $447.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1019.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.0000%  | N/A     | $1000.00           | $1020.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.5000%  | N/A     | $1024.00           | $355.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $1000.00           | $1052.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1008.00           | $1018.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1000.00           | $1023.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $1024.00           | $920.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1000.00           | $1080.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | 3.5000%  | N/A     | $1000.00           | $92.72             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $1000.00           | $960.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1000.00           | $839.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $33719438.00       | $15977224.07       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $1008.00           | $1041.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1000.00           | $1016.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1034.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $18611724.00       | $17507515.29       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1000.00           | $1015.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $1000.00           | $1001.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-15      | 7.0000%  | N/A     | $1000.00           | $321.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-20      | 8.5000%  | N/A     | $1000.00           | $5.79              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $1000.00           | $391.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $1024.00           | $158.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.0000%  | N/A     | $1000.00           | $88.01             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $1000.00           | $310.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-20      | 7.0000%  | N/A     | $1000.00           | $185.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1041.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 4.0000%  | N/A     | $1000.00           | $88.58             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1000.00           | $1012.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.0000%  | N/A     | $1000.00           | $125.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1013.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $1057.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1040.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1000.00           | $1024.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1000.00           | $1013.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1000.00           | $1036.97           | Agency Mortgage-Backed Securities         |

### Security 2: BANK OF MONTREAL (REPO)

- **C.1 - Title:** BANK OF MONTREAL (REPO)
- **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: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0QH004WY8
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $1320000.00        | $1309449.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 0.7500%  | N/A     | $9095200.00        | $9125621.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 3.8750%  | N/A     | $5031100.00        | $4983156.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $5052800.00        | $5019624.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $6146500.00        | $6080696.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $3168600.00        | $3185566.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $17763000.00       | $15400141.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $5831600.00        | $5911096.85        | U.S. Treasuries (including strips) |

### Security 3: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **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: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011TP2
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 5.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2048-12-25      | 5.0000%  | N/A     | $300.00            | $293.85            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $184350.00         | $149847.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.5521%  | N/A     | $630.00            | $417.18            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $300.00            | $253.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.2820%  | N/A     | $300.00            | $146.12            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $693009.60         | $580511.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $2998356.30        | $562823.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $1517809.20        | $921080.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $8608102.20        | $5967825.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $119400.00         | $96239.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-15      | 3.5000%  | N/A     | $318.00            | $227.49            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $70323.90          | $60618.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $316381.80         | $300798.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $2700.90           | $1889.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1248386.40        | $1043264.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $300.00            | $257.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $300.00            | $223.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $300.00            | $218.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 2.4000%  | N/A     | $18951.30          | $14959.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $300.00            | $131.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $600.00            | $371.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $2184817.20        | $2152597.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $302.10            | $126.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $729771.90         | $520329.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $597917.10         | $464731.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $58800.00          | $41889.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $1122166.20        | $819659.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $12903007.20       | $10114558.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $607.80            | $297.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 2.7700%  | N/A     | $4000680.90        | $3140912.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.5000%  | N/A     | $490799.40         | $247494.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $655200.00         | $307482.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 7.0000%  | N/A     | $142138.50         | $125221.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $151390.80         | $134222.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $300.00            | $241.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $3028.50           | $2169.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $302.40            | $228.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $895457.40         | $879843.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1719901.50        | $1609050.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.8621%  | N/A     | $78669.90          | $59778.29          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $1462.50           | $18.52             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-25      | 3.5300%  | N/A     | $300.00            | $284.71            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $300.00            | $300.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $0.30              | $0.01              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $71280.60          | $47654.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $300.00            | $191.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $300.00            | $267.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $1927989.60        | $274325.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $7200.00           | $7512.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $614.40            | $453.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-08-25      | 2.4250%  | N/A     | $300.00            | $283.50            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $27956.10          | $18506.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1159005.60        | $1144692.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.5000%  | N/A     | $3732.30           | $208.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $300.00            | $294.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | 3.7940%  | N/A     | $40672.80          | $38427.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $154871.70         | $133169.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $340815.00         | $350818.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $5022453.60        | $4765471.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $607.20            | $420.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $300.00            | $169.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $300.00            | $226.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $317.10            | $227.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $300.60            | $16.68             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $300.00            | $247.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $300.00            | $285.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $327.90            | $238.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-15      | 4.2084%  | N/A     | $894.00            | $65.10             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 3.9200%  | N/A     | $145500.00         | $144732.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $302.40            | $227.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-25      | 3.9500%  | N/A     | $301.80            | $48.30             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 2.7240%  | N/A     | $300.00            | $299.25            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 7.0000%  | N/A     | $307.50            | $1.97              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-15      | 3.0000%  | N/A     | $206785.20         | $163794.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $531542.40         | $479991.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $456.60            | $32.65             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $607.20            | $580.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $300.00            | $246.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $300.00            | $218.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $343.50            | $244.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-25      | 4.5000%  | N/A     | $302.40            | $250.37            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 6.5000%  | N/A     | $2264.10           | $27.66             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $903599.70         | $578122.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $2400.00           | $2381.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $300.00            | $301.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $416067.00         | $347150.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $2534181.60        | $2383870.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $198339.00         | $145182.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-25      | 3.3500%  | N/A     | $608.10            | $27.54             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $485054.40         | $393471.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2438332.80        | $2384918.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $5140.80           | $5025.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $300.00            | $288.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $637885.20         | $604902.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 6.5000%  | N/A     | $300.00            | $197.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $300.00            | $298.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $300.00            | $251.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 5.0000%  | N/A     | $349.80            | $162.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $3104097.60        | $1675123.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $97500.00          | $68163.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $5936911.20        | $429630.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $641468.40         | $649460.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.0600%  | N/A     | $300.00            | $298.77            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-04-25      | 3.9000%  | N/A     | $300.00            | $298.80            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $455400.00         | $281073.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2100.00           | $2038.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $300.00            | $296.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $300.00            | $146.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-15      | 3.5000%  | N/A     | $300.00            | $95.44             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $2100.00           | $2085.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-25      | 4.1180%  | N/A     | $300.00            | $294.35            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $300.00            | $304.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-15      | 3.5000%  | N/A     | $300.90            | $245.43            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $300.00            | $228.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-25      | 2.0740%  | N/A     | $300.00            | $271.63            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $806854.20         | $487389.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $300.00            | $302.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-25      | 2.0690%  | N/A     | $300.00            | $277.37            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-25      | 5.1121%  | N/A     | $300.00            | $138.18            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $300.00            | $249.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $495442.80         | $460656.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $302.40            | $220.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $300.00            | $295.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $7500.00           | $5807.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 7.0000%  | N/A     | $802.20            | $89.50             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $300.00            | $185.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.6121%  | N/A     | $332354.40         | $229390.77         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $105678.00         | $82756.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $46262.70          | $45527.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $14560.80          | $14902.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.7100%  | N/A     | $300.30            | $299.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 5.0000%  | N/A     | $430776.60         | $293040.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $163224.60         | $163538.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $162204.00         | $137922.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1180543.50        | $1110469.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $300.00            | $224.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $4186463.10        | $1271716.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 4.6000%  | N/A     | $300.00            | $298.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $300.00            | $299.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $572700.00         | $344146.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $234453.60         | $233044.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $741.90            | $103.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 3.5000%  | N/A     | $300.00            | $261.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 5.5000%  | N/A     | $4362.90           | $134.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $307.20            | $308.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $300.00            | $312.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.4420%  | N/A     | $2386106.10        | $1603168.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1558365.60        | $1339425.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-25      | 4.9121%  | N/A     | $132288.00         | $109163.67         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-02-25      | 3.4650%  | N/A     | $300.00            | $288.05            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-03-25      | 3.2240%  | N/A     | $300.00            | $298.78            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $975852.90         | $818467.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $873801.30         | $825295.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $108580.80         | $76563.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $18000000.00       | $13056975.28       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-25      | 1.4060%  | N/A     | $7157.40           | $6355.15           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $300.00            | $204.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-25      | 2.1540%  | N/A     | $7800.00           | $6960.67           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-07-25      | 4.0500%  | N/A     | $150000.00         | $145648.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-04-25      | 3.0590%  | N/A     | $300.00            | $269.11            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 3.3640%  | N/A     | $300.00            | $296.68            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-08-15      | 3.5000%  | N/A     | $765.00            | $335.97            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $300.00            | $301.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.0000%  | N/A     | $302.40            | $206.67            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $302215.20         | $252567.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-25      | 3.5000%  | N/A     | $300.00            | $284.44            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $4471532.10        | $3438419.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 7.0000%  | N/A     | $587.70            | $18.61             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $300.00            | $219.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $315.60            | $326.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $300.00            | $221.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $27900.00          | $19508.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.0000%  | N/A     | $246667.20         | $191016.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $307.20            | $235.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $303.30            | $29.24             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $300.00            | $216.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $725757.90         | $571691.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 1.4719%  | N/A     | $3000.00           | $2518.41           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.5000%  | N/A     | $520785.90         | $343575.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 6.1290%  | N/A     | $180000.00         | $92147.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $302.40            | $295.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 2.0000%  | N/A     | $75009.30          | $52070.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 3.1170%  | N/A     | $300.00            | $293.65            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $300.00            | $160.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-04-25      | 3.2430%  | N/A     | $300.00            | $298.39            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $310641.00         | $203797.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $3504297.60        | $3072672.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $302.10            | $21.77             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $343.20            | $247.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 4.6100%  | N/A     | $300.00            | $301.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $4895404.80        | $394948.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $300.00            | $182.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $584.70            | $569.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-25      | 4.1684%  | N/A     | $950.70            | $79.43             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $29437.20          | $23042.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $12146376.60       | $11555969.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.8400%  | N/A     | $2765103.60        | $2808492.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $302.40            | $229.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $300.00            | $226.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 0.9696%  | N/A     | $44700.00          | $39817.24          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $328.20            | $57.36             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $390599.40         | $236865.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.5000%  | N/A     | $358.50            | $9.17              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $118219.20         | $76623.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $41443.20          | $27866.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 2.0000%  | N/A     | $300.00            | $179.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.8800%  | N/A     | $300.00            | $223.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-25      | 3.9421%  | N/A     | $271462.80         | $88406.53          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $3516537.60        | $2616916.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2472309.60        | $2239925.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $300.00            | $211.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $340354.80         | $208292.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.5000%  | N/A     | $166791.60         | $33685.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $300.00            | $200.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $311.40            | $13.93             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-25      | 2.2920%  | N/A     | $113103.30         | $14729.59          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $416020.50         | $372176.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $307.20            | $178.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.0000%  | N/A     | $302.40            | $224.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $7179720.00        | $3061409.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $3591036.00        | $2973706.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $300.00            | $217.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $7800.00           | $5263.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $49426.50          | $45165.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 6.0000%  | N/A     | $303.60            | $9.95              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-25      | 2.7763%  | N/A     | $74580.00          | $49242.97          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $5724811.20        | $4488053.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.8621%  | N/A     | $697852.20         | $508908.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $8014310.40        | $7910157.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $300.00            | $291.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $300.00            | $223.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 3.7300%  | N/A     | $1810446.90        | $1759997.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $327.60            | $301.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $264723.00         | $249687.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $93565.20          | $67970.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | 5.0121%  | N/A     | $35657.10          | $30846.35          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $46929.00          | $46537.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $345.60            | $219.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $5283875.40        | $4613393.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $507001.80         | $514187.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $2462707.20        | $2478067.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 4.1700%  | N/A     | $529.80            | $501.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $75000.00          | $52835.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $563400.00         | $547427.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $300.00            | $236.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $54796.80          | $55769.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $300.00            | $210.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $300.00            | $185.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 4.1184%  | N/A     | $307.20            | $19.16             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-04-25      | 4.5000%  | N/A     | $220492.80         | $211029.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $190247.10         | $151866.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $432553.20         | $422187.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.2000%  | N/A     | $2342705.40        | $2269867.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $307.20            | $215.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $827.10            | $121.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.5000%  | N/A     | $300.00            | $322.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $300.00            | $295.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $309.00            | $69.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-25      | 6.0000%  | N/A     | $1367.10           | $255.54            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-01-01      | 4.5000%  | N/A     | $2922353.40        | $174577.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $161100.00         | $111025.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 2.7100%  | N/A     | $3082020.00        | $2811367.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.6900%  | N/A     | $398.40            | $375.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $300.00            | $94.20             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $6275.70           | $4739.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.7670%  | N/A     | $2396684.10        | $1727986.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 7.0000%  | N/A     | $300.00            | $317.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.5000%  | N/A     | $305.40            | $10.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $56400.00          | $38581.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $300.00            | $218.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 5.6020%  | N/A     | $1271.10           | $198.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 6.0680%  | N/A     | $300.00            | $309.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $114446.40         | $81346.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $300.00            | $296.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 3.5000%  | N/A     | $41700.00          | $35669.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $78927.30          | $60197.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $581842.80         | $479070.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $167823.30         | $144345.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.5000%  | N/A     | $513823.20         | $538176.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $4800.00           | $4755.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 3.0000%  | N/A     | $1772064.00        | $1528731.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $50845133.40       | $9970941.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $615.60            | $501.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-25      | 2.9440%  | N/A     | $1642.20           | $79.81             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.1400%  | N/A     | $5913.00           | $5850.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $3815957.40        | $2968171.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.7500%  | N/A     | $149118.90         | $145623.50         | Agency Mortgage-Backed Securities         |

### Security 4: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **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: 0SB006W09
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 5.4700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $2814.13           | $1923.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.5000%  | N/A     | $40074.76          | $41977.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 4.5000%  | N/A     | $37115.05          | $761.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $69789.47          | $7100.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 6.5000%  | N/A     | $31730.91          | $30169.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-06-25      | 4.0000%  | N/A     | $82782.32          | $5.96              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.5000%  | N/A     | $94.74             | $44.45             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.5000%  | N/A     | $2948.43           | $2288.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 7.0000%  | N/A     | $6674.84           | $6878.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 7.0000%  | N/A     | $7054.58           | $7537.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $406.61            | $400.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $7269.06           | $5976.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $16578.95          | $2768.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 3.5000%  | N/A     | $189473.68         | $12953.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.5000%  | N/A     | $10894.74          | $6089.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 6.0000%  | N/A     | $23658.57          | $12851.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $127023.47         | $82773.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $25263.13          | $16173.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 3.5000%  | N/A     | $23872.89          | $484.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 3.9460%  | N/A     | $200553.85         | $194527.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $261000.00         | $49686.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 3.0000%  | N/A     | $62052.63          | $7064.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $7485.82           | $5080.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $3978.95           | $2522.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $1269.60           | $1215.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 3.5000%  | N/A     | $12631.58          | $943.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 7.0000%  | N/A     | $10758.44          | $11416.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1387642.11        | $881738.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 5.0000%  | N/A     | $150789.47         | $1120.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 5.0000%  | N/A     | $14621.05          | $1789.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1366.61           | $955.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $20324.65          | $16178.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $33239.49          | $5679.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 3.5000%  | N/A     | $16263.16          | $366.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 3.9950%  | N/A     | $4147208.08        | $3985392.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $441.95            | $37.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $94.74             | $25.36             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 3.5000%  | N/A     | $77902.11          | $10565.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $10058.94          | $8950.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $20557.89          | $1371.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $186605.56         | $129133.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $157489.01         | $12130.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $3335.72           | $2586.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 2.5000%  | N/A     | $510000.00         | $233312.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $50715.79          | $40073.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3891.09           | $2565.15           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.5000%  | N/A     | $14967.92          | $15713.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1061.24           | $979.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 5.5000%  | N/A     | $1729894.74        | $34363.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $79736.84          | $51665.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $83437.01          | $64273.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $139263.16         | $96091.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $408866.53         | $101549.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $189.47            | $108.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.5000%  | N/A     | $41657.37          | $44083.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 3.0000%  | N/A     | $16263.16          | $2116.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $558284.21         | $361702.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 6.0010%  | N/A     | $683571.54         | $5544.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $325957.89         | $238865.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $32241.85          | $31807.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $6236.78           | $5459.43           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $789.47            | $539.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $189.47            | $160.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 3.5000%  | N/A     | $46239.47          | $42690.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $4580.97           | $1985.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $6066.00           | $4257.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $290627.37         | $256479.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $444947.37         | $436624.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 4.0000%  | N/A     | $43831.83          | $3084.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 4.0000%  | N/A     | $16421.02          | $2098.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.5000%  | N/A     | $22600.64          | $23739.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $1849.71           | $885.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $7428.57           | $4137.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 5.5000%  | N/A     | $732252.63         | $495560.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $640421.05         | $196901.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.5000%  | N/A     | $1250819.37        | $1198839.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 6.1140%  | N/A     | $212069.56         | $216216.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $6000.00           | $4441.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $45292.61          | $31219.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $216497.18         | $119674.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 3.5000%  | N/A     | $41347.33          | $39304.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-11-01      | 2.5000%  | N/A     | $252631.58         | $3535.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.5000%  | N/A     | $28673.68          | $1963.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.5000%  | N/A     | $277930.74         | $246502.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 1.5000%  | N/A     | $44042.97          | $27297.84          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $9473.68           | $4868.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 2.5000%  | N/A     | $160736.84         | $32631.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $754.55            | $529.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $492250.11         | $449914.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.0000%  | N/A     | $55263.16          | $1844.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $15789.47          | $1127.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-06-01      | 5.1280%  | N/A     | $199832.08         | $200536.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $10105.26          | $8029.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 3.5000%  | N/A     | $240314.53         | $202363.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 3.0000%  | N/A     | $222425.18         | $208740.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 2.5000%  | N/A     | $34736.84          | $13512.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $12057.85          | $626.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $195789.47         | $45317.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.0000%  | N/A     | $16534.77          | $12708.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 2.0000%  | N/A     | $184171.20         | $11980.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $8017.74           | $7527.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $49218.69          | $4427.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $36617.31          | $27311.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $182823.66         | $177136.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 3.5000%  | N/A     | $6157.89           | $424.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.5000%  | N/A     | $37359.28          | $39365.37          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $530905.26         | $401951.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1158.69           | $696.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.1690%  | N/A     | $10635.98          | $9127.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.6160%  | N/A     | $12631.58          | $161.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 3.5000%  | N/A     | $7915.42           | $396.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.5000%  | N/A     | $1117931.12        | $114101.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $631578.95         | $455051.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $189473.68         | $90575.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $79210.99          | $78805.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 2.5000%  | N/A     | $13421.05          | $2255.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $182093.05         | $122366.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $54386.65          | $46221.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 5.5000%  | N/A     | $498645.22         | $9750.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $63391.33          | $39290.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.8000%  | N/A     | $152172.63         | $149285.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 5.0000%  | N/A     | $213.22            | $196.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1389.47           | $1042.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.0000%  | N/A     | $94736.84          | $70203.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 4.0000%  | N/A     | $1927.14           | $157.16            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $4736.84           | $4303.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 4.5000%  | N/A     | $165640.17         | $152704.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.5000%  | N/A     | $126.28            | $90.88             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $81047.62          | $80954.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.5000%  | N/A     | $2349.47           | $1396.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $665015.24         | $341937.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $32873.68          | $5010.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 3.5000%  | N/A     | $31.58             | $20.05             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $110526.32         | $7474.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $3157.89           | $1988.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $25577.02          | $21330.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $1718.72           | $1280.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $2810.53           | $312.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $268290.69         | $255347.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.5000%  | N/A     | $14426.72          | $14205.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $5526.32           | $788.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 7.0000%  | N/A     | $498347.37         | $349909.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 3.5000%  | N/A     | $50760.63          | $209.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.5000%  | N/A     | $31.58             | $18.43             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $137190.00         | $135496.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $347.34            | $36.08             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 4.3500%  | N/A     | $91484.21          | $89242.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.5000%  | N/A     | $70736.84          | $141.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $85005.98          | $63758.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $33.25             | $32.73             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $25427.56          | $16657.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.0000%  | N/A     | $111750.57         | $24469.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $311584.17         | $276133.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.0000%  | N/A     | $157894.74         | $23281.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 1.5000%  | N/A     | $15473.68          | $5324.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $773.78            | $766.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $87821.05          | $54121.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $7894.74           | $6118.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $31.58             | $30.96             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1894.74           | $1697.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $3939.63           | $2068.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $3694.74           | $1024.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 3.8600%  | N/A     | $315789.47         | $276054.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $34105.26          | $19211.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $64841.81          | $55346.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.5000%  | N/A     | $79120.17          | $83687.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $3157.89           | $1886.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $35815.77          | $35731.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.5000%  | N/A     | $1606.29           | $1093.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.0000%  | N/A     | $94736.84          | $7196.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $4894.74           | $3620.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $5122.17           | $3245.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $8684.21           | $5760.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $146998.48         | $117571.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4071.44           | $3689.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $46918.55          | $36019.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $58431.47          | $12814.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $2526.32           | $418.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $76807.33          | $75436.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5900%  | N/A     | $276385.89         | $258727.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $52800.00          | $52222.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $269875.71         | $258239.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $347704.42         | $204795.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $640168.42         | $456142.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $111523.20         | $109205.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-07-01      | 3.0000%  | N/A     | $438947.37         | $5602.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $473684.21         | $227884.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $658.61            | $124.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $60909.03          | $27880.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.0300%  | N/A     | $36522.69          | $35515.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $99963.54          | $60275.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 3.0000%  | N/A     | $8842.11           | $3113.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $246347.37         | $218308.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $3911.84           | $3489.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $291144.76         | $204421.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $51853.52          | $42660.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-11-01      | 3.5100%  | N/A     | $131935.83         | $113121.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0200%  | N/A     | $355231.58         | $277949.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $13043.21          | $9090.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $29504.59          | $14230.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.5000%  | N/A     | $2221.36           | $1103.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 3.0000%  | N/A     | $197936.84         | $170756.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $867619.71         | $725965.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $259593.79         | $166681.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $386229.22         | $307679.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $11210.53          | $5988.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 2.0000%  | N/A     | $78947.37          | $29681.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.5000%  | N/A     | $41857.39          | $42920.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.6900%  | N/A     | $179715.79         | $169383.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $157.39            | $7.36              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $34538.53          | $21054.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.9200%  | N/A     | $2131578.95        | $2098954.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $7037.34           | $4406.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $218464.17         | $209098.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $201.35            | $181.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $58162.55          | $22303.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $35436.06          | $36989.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $864.19            | $849.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $182197.64         | $185382.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $9473.68           | $5975.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $505.26            | $443.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.8000%  | N/A     | $292736.84         | $281129.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $60088.42          | $37395.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $173684.21         | $138925.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $44684.21          | $8039.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.5800%  | N/A     | $789.47            | $30.22             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $76565.94          | $73418.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $35338.11          | $37401.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 5.0000%  | N/A     | $10304.91          | $10174.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $15081.16          | $15807.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $63.09             | $4.79              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $18410.53          | $15682.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $284.21            | $225.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $631.58            | $290.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $36550.11          | $28320.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.7200%  | N/A     | $22623.88          | $20566.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $131031.16         | $93732.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $1691491.71        | $1069821.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $53731.45          | $1095.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.5000%  | N/A     | $40585.52          | $22781.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $2620.20           | $1220.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $6921.16           | $6293.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $139.99            | $64.77             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $380459.12         | $172585.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 7.0000%  | N/A     | $90724.42          | $73359.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $2526.32           | $27.97             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $13515.79          | $7808.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $6315.79           | $4395.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 4.6700%  | N/A     | $620842.11         | $622288.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $32340.19          | $34484.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | 2.5000%  | N/A     | $63.16             | $20.25             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $155708.72         | $158354.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 1.5000%  | N/A     | $16421.05          | $9982.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $55211.05          | $54664.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 5.0000%  | N/A     | $94.74             | $53.08             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $5684.21           | $3990.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $31.58             | $20.37             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $158331.54         | $105194.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 6.0000%  | N/A     | $589.23            | $562.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $781421.81         | $668982.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 3.5000%  | N/A     | $4371.57           | $4174.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $66540.38          | $69786.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $299431.58         | $214932.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $4580.08           | $276.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0300%  | N/A     | $221052.63         | $214350.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $17046.38          | $17837.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 3.5000%  | N/A     | $20896.89          | $16461.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $39315.79          | $6546.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.0000%  | N/A     | $6315.79           | $687.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $31.58             | $33.14             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $180789.16         | $97510.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $77714.02          | $58007.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.0000%  | N/A     | $432415.83         | $42364.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $334561.52         | $313530.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $16305.38          | $10286.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $24231.03          | $23914.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $133425.79         | $88105.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.9980%  | N/A     | $44210.53          | $208.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $6437.62           | $4645.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $2785.01           | $1738.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-07-01      | 2.0000%  | N/A     | $68379.03          | $2998.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $60361.07          | $1335.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $272047.33         | $231430.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $68235.54          | $51603.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-04-01      | 3.6750%  | N/A     | $485210.53         | $457785.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $508851.54         | $158693.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $3157.89           | $2034.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.5000%  | N/A     | $16326.32          | $12422.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-07-01      | 4.5000%  | N/A     | $57947.62          | $20.62             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.0000%  | N/A     | $17432.75          | $10042.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.5000%  | N/A     | $108356.21         | $113908.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $117382.23         | $125706.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $315789.47         | $229982.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $703041.35         | $224520.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $31.58             | $31.40             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $702947.37         | $537945.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $11373.82          | $8865.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.5000%  | N/A     | $18000.00          | $1310.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $6584.34           | $5975.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $57388.17          | $57439.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $63358.74          | $57297.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $391578.95         | $139135.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $114998.65         | $109453.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $315.79            | $228.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $30789.47          | $2966.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $193068.88         | $143675.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $9476.53           | $9334.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $36060.44          | $35761.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $94889.18          | $89842.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 7.0000%  | N/A     | $5305.20           | $5653.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $19957.89          | $12927.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $383705.94         | $299350.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $94267.33          | $95216.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $423749.56         | $383269.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $4207.67           | $4158.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $9047.65           | $5921.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $558619.96         | $437866.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 5.0000%  | N/A     | $176036.72         | $47849.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $35102.08          | $20484.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $14210.53          | $6059.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $14210.53          | $1233.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.9470%  | N/A     | $28263.16          | $112.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $105919.45         | $53816.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $81279.66          | $45222.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $4131.06           | $186.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $50377.33          | $9670.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $59530.11          | $60184.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $35163.09          | $34579.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $164.24            | $126.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 3.5000%  | N/A     | $156609.35         | $142114.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 6.5000%  | N/A     | $115746.57         | $121449.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $175353.09         | $139330.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1423554.69        | $1418613.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $77693.18          | $78710.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 5.0000%  | N/A     | $82.42             | $14.22             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $2336.84           | $1720.36           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-07-20      | 7.0000%  | N/A     | $2826405.73        | $5308.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $1973772.13        | $1932275.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $347.56            | $351.06            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $10846.29          | $11318.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.0000%  | N/A     | $164.97            | $57.22             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 4.0000%  | N/A     | $72782.78          | $67896.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.5000%  | N/A     | $79894.74          | $101.12            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $2397.60           | $9.81              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 3.5000%  | N/A     | $10095.22          | $7362.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $94.74             | $56.17             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-02-20      | 6.0000%  | N/A     | $2254383.16        | $12609.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.0000%  | N/A     | $1784819.87        | $1022709.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $31584.63          | $32302.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $47937.85          | $497.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.0000%  | N/A     | $31923.09          | $33134.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-11-20      | 3.0000%  | N/A     | $157.89            | $26.98             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.5000%  | N/A     | $23684.21          | $1719.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-04-20      | 7.0000%  | N/A     | $867054.82         | $1449.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $31616.40          | $16873.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $7122726.32        | $5074850.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $79560.25          | $79460.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-06-20      | 7.0000%  | N/A     | $6121655.21        | $9801.15           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $13303700.21       | $11780742.18       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $63.22             | $64.17             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $63102.63          | $89.50             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $114925.64         | $116359.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $94.77             | $94.74             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $40904.91          | $32581.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $9501825.35        | $7488147.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 4.0000%  | N/A     | $137.18            | $59.58             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.5000%  | N/A     | $31.58             | $20.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $63.16             | $65.42             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $97.77             | $62.34             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $755.53            | $795.11            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $63.19             | $67.38             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.5000%  | N/A     | $20683.71          | $1383.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-03-20      | 5.0000%  | N/A     | $31476.28          | $15433.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $7998.95           | $8149.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $31.58             | $33.24             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $81752.34          | $82760.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $16510286.15       | $14357912.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-10-15      | 7.0000%  | N/A     | $13011.76          | $119.47            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $361841.05         | $367096.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-03-20      | 3.5000%  | N/A     | $63.16             | $17.82             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $81945.47          | $86083.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $31.83             | $3.17              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $31.58             | $31.09             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.5000%  | N/A     | $2266287.16        | $1120402.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.5000%  | N/A     | $2178.92           | $800.83            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.0000%  | N/A     | $34354.42          | $5042.41           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 7.5000%  | N/A     | $63.16             | $65.53             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-10-15      | 4.5000%  | N/A     | $50182.74          | $559.81            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-05-15      | 5.1700%  | N/A     | $64.20             | $66.57             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $29793.73          | $28609.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $31.58             | $18.36             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $33472.55          | $30320.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $31.58             | $33.21             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $35499.92          | $36063.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.5000%  | N/A     | $31.71             | $5.71              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.5000%  | N/A     | $2225.21           | $1604.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $93773.31          | $11989.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $39101.56          | $39677.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $8080.29           | $8356.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $83014.74          | $437.57            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 4.0000%  | N/A     | $162.85            | $51.19             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $130777.01         | $560.21            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $31.89             | $21.09             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $215180.72         | $219058.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $31.58             | $14.18             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $37506.51          | $19742.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $159843.79         | $161396.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.5000%  | N/A     | $60763.26          | $5552.30           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $87000.00          | $9383.24           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.0000%  | N/A     | $31.58             | $5.18              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $298060.29         | $196718.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $10091.34          | $151.80            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $166778.53         | $169849.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $772263.16         | $556238.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $151154.27         | $150505.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $23543.27          | $24795.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $126.44            | $132.87            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $391105.01         | $348182.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $408583.58         | $5672.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $29159.78          | $30749.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $21598.04          | $9152.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 4.5000%  | N/A     | $755720.08         | $729028.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 6.5000%  | N/A     | $505.64            | $157.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.5000%  | N/A     | $320.31            | $115.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $360980.08         | $317827.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $91453.64          | $93203.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $8609310.32        | $7163418.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $17652.51          | $15063.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-01-15      | 5.3800%  | N/A     | $63.16             | $62.32             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1831.33           | $1845.51           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.0000%  | N/A     | $31.58             | $4.28              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-15      | 3.5000%  | N/A     | $130805.05         | $12999.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-07-15      | 3.0000%  | N/A     | $22870.99          | $2654.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $179280.25         | $26709.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $63.22             | $65.27             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $452200.42         | $460388.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-02-15      | 4.9300%  | N/A     | $5945.87           | $5929.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $94.74             | $102.72            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.0000%  | N/A     | $3942.35           | $2863.54           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $32290.11          | $32876.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2066-03-20      | 6.5000%  | N/A     | $129043.26         | $134845.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $53989.64          | $55127.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.0000%  | N/A     | $183784.42         | $176695.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.5000%  | N/A     | $31.58             | $6.22              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.0000%  | N/A     | $2219200.67        | $2271136.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $38425.07          | $39108.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $245467.20         | $249302.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-01-15      | 6.0000%  | N/A     | $88843.26          | $1628.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $21701.05          | $22158.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-10-15      | 7.0000%  | N/A     | $14975.27          | $40.38             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $31.58             | $32.68             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $31.58             | $32.02             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $22968.98          | $1694.97           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $97987.71          | $99980.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $176967.28         | $123373.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $56125.58          | $2721.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $60118.29          | $61477.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-06-20      | 2.0000%  | N/A     | $15694.74          | $6517.15           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $63.16             | $39.66             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $50009.68          | $51096.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.5000%  | N/A     | $65957.18          | $40062.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $339214.48         | $346205.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.0000%  | N/A     | $3194214.95        | $1114363.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-15      | 6.0000%  | N/A     | $126.66            | $28.71             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.5000%  | N/A     | $351356.46         | $397.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $126.47            | $130.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $8928.25           | $2463.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-12-15      | 3.9700%  | N/A     | $63.47             | $58.08             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $131.72            | $56.77             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $34159.45          | $34557.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-15      | 3.0000%  | N/A     | $297491.37         | $46441.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $30356.02          | $31978.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $31.58             | $32.99             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $2422227.54        | $2478556.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $97816.93          | $101433.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 4.0000%  | N/A     | $34.61             | $17.37             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $190.89            | $189.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $126.35            | $4.10              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-09-20      | 2.0000%  | N/A     | $53273.59          | $22888.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.5000%  | N/A     | $173255.24         | $40214.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 6.5000%  | N/A     | $19667.15          | $20729.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-03-20      | 2.0000%  | N/A     | $63.16             | $33.38             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $32864.34          | $82.49             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $23076.69          | $24333.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.0000%  | N/A     | $6999764.21        | $7036986.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $698134.23         | $707625.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-05-15      | 5.0500%  | N/A     | $31.58             | $31.66             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.5000%  | N/A     | $98.43             | $30.97             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $7129.96           | $43.86             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.0000%  | N/A     | $20456.02          | $2489.08           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $696353.68         | $710234.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.5000%  | N/A     | $157.89            | $78.88             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $95078.53          | $158.74            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $194834.27         | $198059.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $54550.29          | $55692.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $10015.93          | $10353.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $94.77             | $94.20             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-09-20      | 4.5000%  | N/A     | $1792.74           | $1568.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $29714.59          | $31332.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-03-20      | 6.5000%  | N/A     | $25589.59          | $21718.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $419996.84         | $426769.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $6157.39           | $6257.82           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $13604.94          | $14174.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.5000%  | N/A     | $192.63            | $72.98             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.5000%  | N/A     | $138943.07         | $76348.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | 4.9200%  | N/A     | $31.58             | $30.73             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $46515.22          | $2151.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $144784.42         | $3370.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 3.5000%  | N/A     | $41052.63          | $4189.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.5000%  | N/A     | $10884.69          | $7480.31           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 4.0000%  | N/A     | $3608282.27        | $3530744.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.0000%  | N/A     | $35.34             | $29.93             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $42448.11          | $44613.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.0000%  | N/A     | $16894.74          | $12108.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $600.73            | $141.90            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $3834.22           | $2284.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $32201.31          | $32823.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 7.0000%  | N/A     | $31.58             | $7.90              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $539.72            | $495.63            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $63.19             | $64.13             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $1151595.79        | $316410.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.5000%  | N/A     | $9750.41           | $9174.97           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 3.5000%  | N/A     | $129.73            | $51.55             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-07-20      | 4.0000%  | N/A     | $31578.76          | $25722.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $47538.00          | $47037.34          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $24621.85          | $25964.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $274854.57         | $279862.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-10-20      | 4.0000%  | N/A     | $94.74             | $26.85             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $3757.89           | $2627.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $63.16             | $22.39             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $124.14            | $13.57             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-12-20      | 3.0000%  | N/A     | $10785.85          | $7423.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $135.28            | $104.73            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $97169.56          | $99992.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.5000%  | N/A     | $70134.06          | $73217.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $34260.76          | $34480.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $63.19             | $65.28             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-11-20      | 6.1630%  | N/A     | $66438.19          | $69137.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-05-15      | 7.0000%  | N/A     | $14607.09          | $228.42            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.0000%  | N/A     | $68295.41          | $68.07             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $63.16             | $63.96             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $2340909.47        | $2440726.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $63.22             | $13.25             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $7165.64           | $2352.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-20      | 5.0000%  | N/A     | $4390.20           | $2810.16           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.5000%  | N/A     | $94.74             | $9.50              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 4.0000%  | N/A     | $31.58             | $4.17              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-02-20      | 3.5000%  | N/A     | $31.58             | $9.90              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.5000%  | N/A     | $94.74             | $9.89              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $97264.93          | $99168.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.0000%  | N/A     | $31.58             | $25.12             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.5000%  | N/A     | $94299.47          | $98432.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $62668.42          | $62207.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $101778.69         | $104048.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $63645.35          | $64730.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $62063.81          | $62178.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $184132.29         | $182843.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $26826.47          | $14507.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $39936.13          | $41370.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-15      | 3.5000%  | N/A     | $12821.05          | $2380.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $49789.20          | $51728.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $126.38            | $132.64            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $10473.00          | $780.81            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $31.61             | $33.31             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 3.5000%  | N/A     | $433373.81         | $289473.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $44116.48          | $45216.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 5.0000%  | N/A     | $127.42            | $10.48             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $31630.11          | $325.03            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-01-15      | 7.0000%  | N/A     | $31615.45          | $471.73            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $502902.57         | $68.45             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $582378.95         | $379561.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $167455.33         | $101194.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.5000%  | N/A     | $63827.49          | $3224.34           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $31.58             | $15.73             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-08-20      | 3.5000%  | N/A     | $29937.63          | $2578.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.0000%  | N/A     | $33442.11          | $3555.31           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.5000%  | N/A     | $215.12            | $11.94             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $688340.21         | $415489.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $378.95            | $337.50            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-01-20      | 6.0000%  | N/A     | $282641.68         | $289258.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $126.41            | $103.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $57714.95          | $58613.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $44988.06          | $45709.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-11-15      | 4.5000%  | N/A     | $45512.21          | $484.04            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $31.83             | $17.79             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $16710.22          | $17372.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $63.16             | $62.52             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-04-15      | 4.5000%  | N/A     | $159.41            | $3.18              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.5000%  | N/A     | $448.71            | $175.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $31.64             | $18.78             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $9759.66           | $10114.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.6500%  | N/A     | $31.58             | $32.96             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $76537.01          | $41921.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $157.89            | $27.02             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.5000%  | N/A     | $56166.32          | $31488.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-10-20      | 7.0000%  | N/A     | $1392853.89        | $2269.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $44967.60          | $45581.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.9000%  | N/A     | $17511.19          | $16987.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $2034262.23        | $33797.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 3.5000%  | N/A     | $5147.37           | $3612.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.0000%  | N/A     | $32371.89          | $2408.34           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $23604.19          | $53.74             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $23598.47          | $24877.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.0000%  | N/A     | $94.74             | $57.12             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $63.16             | $63.84             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $2339.87           | $1319.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $22783.83          | $24035.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.5000%  | N/A     | $3817.71           | $2574.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $3217774.48        | $2855087.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 7.0000%  | N/A     | $2151.13           | $605.25            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 3.5000%  | N/A     | $12447.79          | $10832.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $611840.34         | $639264.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 3.0000%  | N/A     | $41744.27          | $39126.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $8050.80           | $8216.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $63.19             | $64.04             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $135241.77         | $142120.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.5000%  | N/A     | $99341.56          | $165.92            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $32621.24          | $33287.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3863.53           | $3210.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 7.0000%  | N/A     | $18151.61          | $7270.53           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $94.74             | $94.91             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $317756.46         | $316393.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $316008.25         | $322089.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.0000%  | N/A     | $118999.58         | $41.15             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $3271.99           | $1440.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.5000%  | N/A     | $42295.83          | $14704.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.5000%  | N/A     | $163.74            | $36.63             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $3866.87           | $67.61             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-08-20      | 6.2590%  | N/A     | $124866.00         | $130796.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $31.71             | $31.76             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $39920.46          | $1228.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $110.68            | $84.25             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $126.32            | $83.97             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $94.80             | $98.12             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $36283.64          | $36649.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 3.5000%  | N/A     | $22533.38          | $6607.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $21000.00          | $18687.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-11-20      | 3.0000%  | N/A     | $14684.21          | $996.26            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $157.89            | $111.63            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $31.58             | $32.88             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-06-15      | 7.0000%  | N/A     | $14061.44          | $47.98             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $95.12             | $98.19             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $31.58             | $19.84             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-20      | 5.5000%  | N/A     | $2547.06           | $1274.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $39978.19          | $39712.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $126.32            | $130.68            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-07-20      | 3.5000%  | N/A     | $15726.32          | $1427.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $126.32            | $91.57             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $63.19             | $64.43             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.0000%  | N/A     | $31.58             | $7.87              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $584219.62         | $601158.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.5000%  | N/A     | $4323.66           | $3769.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $62254.04          | $221.51            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.0000%  | N/A     | $138.13            | $63.82             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $63.16             | $31.67             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $35.62             | $6.48              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $94.52             | $95.84             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.0000%  | N/A     | $48897.79          | $50606.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.0000%  | N/A     | $12141.19          | $10385.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $33889.58          | $34567.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $63.76             | $31.82             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-15      | 5.0000%  | N/A     | $106626.00         | $3767.18           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 4.5000%  | N/A     | $15536.84          | $1038.81           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $159912.51         | $613.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $24373.45          | $24181.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.0000%  | N/A     | $1579.01           | $803.66            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $75781.77          | $76995.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $20330.18          | $13301.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $69332.84          | $71815.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-05-20      | 7.0000%  | N/A     | $2268950.91        | $3405.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $54216.00          | $56102.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.0000%  | N/A     | $15894.88          | $14521.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.3400%  | N/A     | $2746.99           | $2797.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $94.80             | $98.81             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $63.19             | $8.92              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $46573.58          | $47612.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-04-20      | 6.5000%  | N/A     | $21394.71          | $14381.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $31.58             | $32.02             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $34482.82          | $35719.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 4.0000%  | N/A     | $94.74             | $17.73             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $63277.77          | $64243.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $38997.16          | $39971.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.5000%  | N/A     | $94.96             | $6.10              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-03-20      | 5.5000%  | N/A     | $70613.81          | $1128.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $63.22             | $65.32             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.0000%  | N/A     | $64817.81          | $24120.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.0000%  | N/A     | $29433.13          | $2537.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $33619.71          | $34345.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $16178.84          | $12673.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $69811.07          | $73540.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $750352.17         | $735046.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5000%  | N/A     | $31.58             | $28.35             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $81998.27          | $74012.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $94.74             | $57.93             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $32.02             | $32.01             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 6.5000%  | N/A     | $7894.74           | $2657.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.5000%  | N/A     | $18017.27          | $18761.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $216101.05         | $229726.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-12-20      | 1.5000%  | N/A     | $126.35            | $59.80             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $31.58             | $24.38             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $167368.42         | $167763.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $17130.19          | $125.76            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $126.32            | $71.06             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-03-15      | 4.8500%  | N/A     | $29030.78          | $28821.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $304.01            | $28.22             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $1105.26           | $168.74            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | 3.5000%  | N/A     | $34642.11          | $1109.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $63.16             | $7.16              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $62937.28          | $7549.95           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2026-10-15      | 8.5000%  | N/A     | $153147.28         | $14.34             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $67383.41          | $68766.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-09-20      | 4.5000%  | N/A     | $344.46            | $29.36             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $94.74             | $61.95             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.5000%  | N/A     | $13406.62          | $12185.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $63.88             | $64.79             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $31.58             | $32.68             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $164442.69         | $168150.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $63.16             | $53.05             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $443250.95         | $101088.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $127837.26         | $130429.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.6700%  | N/A     | $94.77             | $90.77             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 7.0000%  | N/A     | $54693.92          | $58264.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 3.5000%  | N/A     | $2171087.49        | $2116804.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $46200.32          | $48719.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $68074.36          | $69461.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-02-15      | 8.0000%  | N/A     | $789.54            | $12.01             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $74772.13          | $77455.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-04-20      | 2.5000%  | N/A     | $231044.84         | $1370.08           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-08-15      | 7.0000%  | N/A     | $149120.84         | $509.04            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.0000%  | N/A     | $23282.53          | $11.55             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-08-20      | 7.0000%  | N/A     | $332082.69         | $370.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $34.61             | $15.31             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $31.58             | $33.38             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $32.12             | $31.94             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $94.74             | $3.34              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $104054.78         | $910.61            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-15      | 6.5000%  | N/A     | $632.31            | $28.30             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-08-15      | 7.0000%  | N/A     | $46574.21          | $782.29            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $2507.34           | $1260.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2076-01-20      | 5.2040%  | N/A     | $634173.47         | $698527.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $31.58             | $31.56             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $1303326.32        | $778736.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $96757.89          | $95046.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2076-04-20      | 5.3050%  | N/A     | $417003.79         | $452165.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $86724.38          | $88138.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $360548.72         | $1137.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $18631.58          | $7774.46           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-12-20      | 6.5000%  | N/A     | $10799.37          | $11234.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-15      | 4.0000%  | N/A     | $27060.03          | $2584.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $30794.40          | $29851.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-06-15      | 7.0000%  | N/A     | $57690.38          | $306.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $39534.69          | $40428.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.5000%  | N/A     | $56214.88          | $56238.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $28354.74          | $266.75            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-06-15      | 5.0400%  | N/A     | $446147.37         | $444985.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $46040.59          | $47011.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.0000%  | N/A     | $157399.58         | $20600.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-11-15      | 4.5000%  | N/A     | $43503.28          | $995.61            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-12-20      | 6.5000%  | N/A     | $13273.93          | $4770.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $153915.79         | $9378.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $31.58             | $18.33             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-11-15      | 7.0000%  | N/A     | $2210.53           | $23.61             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $67481.18          | $70798.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $39449.37          | $39988.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1856373.22        | $582978.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $35104.99          | $35822.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $8479.23           | $8713.04           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.7000%  | N/A     | $147600.00         | $153048.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $7894.74           | $5797.71           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $161.12            | $163.25            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $96.98             | $96.03             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $41235.85          | $42082.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $11377.86          | $6288.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $4978.89           | $29.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $110667.54         | $109210.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $46406.59          | $46235.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-12-20      | 5.0000%  | N/A     | $252.57            | $14.71             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $63.16             | $66.29             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $3572954.27        | $3497836.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.5000%  | N/A     | $38988.38          | $41217.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $94.77             | $5.57              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $16116116.21       | $15985040.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 3.5000%  | N/A     | $63.16             | $10.67             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $93628.67          | $95633.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.0000%  | N/A     | $30251.40          | $5794.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 3.0000%  | N/A     | $410.53            | $53.44             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $36958.11          | $37316.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-15      | 4.0000%  | N/A     | $8148.66           | $2783.88           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $137467.96         | $139669.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.0000%  | N/A     | $18237.54          | $18462.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $171245.31         | $175927.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $25838.97          | $65.84             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $70.48             | $33.39             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $256584.76         | $260825.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2068-03-15      | 5.6500%  | N/A     | $189.35            | $199.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.0000%  | N/A     | $2142687.66        | $1528781.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.5000%  | N/A     | $1540.29           | $1401.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $132865.01         | $9304.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $284.56            | $128.40            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.0000%  | N/A     | $54751.89          | $50188.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $84700.55          | $86598.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $11899.96          | $10.43             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-20      | 6.0000%  | N/A     | $1761.95           | $1522.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $31.61             | $32.31             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 3.0000%  | N/A     | $1487.78           | $1254.19           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $55822.86          | $394.60            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.0000%  | N/A     | $31578.95          | $3513.53           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $48051.79          | $49675.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-04-20      | 4.5000%  | N/A     | $37760.15          | $37247.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.0000%  | N/A     | $1768.42           | $890.15            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-12-20      | 6.5000%  | N/A     | $36981.47          | $38506.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $7824.44           | $6401.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $63.16             | $61.16             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $38181.60          | $39087.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2076-03-20      | 5.0380%  | N/A     | $765941.05         | $823402.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $32.72             | $16.51             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $31.58             | $32.99             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.5000%  | N/A     | $60013.83          | $63336.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-08-15      | 7.0000%  | N/A     | $274746.00         | $1620.44           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $7656.03           | $7272.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-11-15      | 4.9600%  | N/A     | $764.08            | $761.12            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $10889.34          | $113.87            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $134719.07         | $2486.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-09-20      | 4.5000%  | N/A     | $4673.68           | $2395.51           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $11662.89          | $5589.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $210556.29         | $213741.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-01-15      | 7.0000%  | N/A     | $58621.96          | $729.79            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-04-20      | 3.5000%  | N/A     | $94.74             | $13.73             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $38347.52          | $40182.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $63.16             | $20.02             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $94.74             | $19.50             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-10-15      | 3.0000%  | N/A     | $157.89            | $75.07             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $84636.13          | $9376.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $17591.24          | $10.82             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 6.0000%  | N/A     | $94.74             | $52.50             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $20527.33          | $21840.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $63415.20          | $60485.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $158850.19         | $141553.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $31.58             | $32.01             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $155743.33         | $158385.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.0000%  | N/A     | $2332.39           | $6.86              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $9419.84           | $6232.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $63.16             | $64.25             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-01-20      | 3.5000%  | N/A     | $10136.84          | $1238.34           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 3.5000%  | N/A     | $11086.45          | $9769.00           | Agency Mortgage-Backed Securities |

### Security 5: CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO)
- **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: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 0SI003IQ8
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 5.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.5000%  | N/A     | $245455.00         | $198777.29         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $1242671.00        | $145073.35         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 2.5000%  | N/A     | $21205120.00       | $15556255.54       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $4209344.00        | $3980739.62        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 4.5000%  | N/A     | $3684495.00        | $3407241.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $999.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $9892046.00        | $8292687.62        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $4025094.00        | $3510220.58        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1432828.00        | $1167221.55        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $35816557.00       | $30726257.53       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $19114301.00       | $19545500.07       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $2319419.00        | $2091969.22        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 2.0000%  | N/A     | $30297663.00       | $11259305.85       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2101144.00        | $1682849.39        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 3.5000%  | N/A     | $9389888.00        | $8268323.22        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $483419.00         | $38054.64          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $267781.00         | $200071.99         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1012.00           | $792.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.9300%  | N/A     | $1000.00           | $984.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $614985.00         | $382114.18         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1024.00           | $891.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 4.6000%  | N/A     | $7329000.00        | $7346111.59        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $522036.00         | $455906.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1024.00           | $860.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1024.00           | $1021.95           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.5000%  | N/A     | $32417600.00       | $8127277.85        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 1.5000%  | N/A     | $2550624.00        | $1019260.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $3110072.00        | $2498745.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.2800%  | N/A     | $1000.00           | $988.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $17425408.00       | $2498968.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1083550.00        | $401694.60         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1014929.00        | $750116.09         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.9800%  | N/A     | $1000.00           | $986.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 4.1400%  | N/A     | $10569000.00       | $10463245.34       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.4200%  | N/A     | $1000.00           | $1001.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $1176998.00        | $667289.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $4745960.00        | $3176780.07        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $2053524.00        | $1738084.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.5000%  | N/A     | $521092.00         | $240915.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.5800%  | N/A     | $1000.00           | $1005.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3058336.00        | $3097388.86        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $500000.00         | $71327.62          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $1000.00           | $990.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $100.00            | $100.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $29200.00          | $29758.67          | U.S. Treasuries (including strips) |

### Security 6: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **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: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16O32
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 5.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $52217700.00       | $71194466.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $19244800.00       | $19057587.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $47993600.00       | $48952660.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $112100.00         | $114719.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $2200.00           | $2185.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-15      | 4.3750%  | N/A     | $1463100.00        | $1496859.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $6363400.00        | $6332932.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $100.00            | $99.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $5864100.00        | $5848400.13        | U.S. Treasuries (including strips) |

### Security 7: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **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: 0PW008OH0
- **C.18 - Value (incl. sponsor support):** $50929000.00
- **C.18.a - Value (excl. sponsor support):** $50929000.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $385651.36         | $457926.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $7564523.98        | $7114235.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $5.66              | $5.82              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $600843.37         | $883077.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $90.54             | $23.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $79.22             | $57.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $5.66              | $5.37              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $5.66              | $5.54              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $4244077.67        | $4151830.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $41976.81          | $85735.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $98440.10          | $95495.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $3435279.88        | $4613026.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $2829428.50        | $2699896.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $308748.57         | $315638.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $187390.43         | $200667.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $6775.73           | $5934.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $32719.05          | $13002.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $938700.69         | $1030938.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $56.59             | $56.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $7277686.19        | $7183731.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $50.93             | $51.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $3451.85           | $3431.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-31      | 4.0000%  | N/A     | $56.59             | $56.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $351636.45         | $347701.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $22.64             | $22.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $22.64             | $22.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $2533808.29        | $2492868.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $45.27             | $54.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $56.59             | $56.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $16348.21          | $16475.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $1822.13           | $1549.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $5.66              | $9.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $34682.65          | $34311.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $398491.13         | $414849.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $11.32             | $10.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $16.98             | $16.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $2064073.15        | $2014931.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $3147417.86        | $3425642.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $56.59             | $56.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $2862294.68        | $2905458.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $22.64             | $22.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $22.64             | $19.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $5.66              | $5.74              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $6936863.67        | $9167217.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 4.6250%  | N/A     | $5.66              | $5.47              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $62.25             | $61.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $51093.10          | $52222.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $11.32             | $10.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $113175.56         | $154305.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $56.59             | $50.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $5.66              | $5.81              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $1196169.42        | $1228176.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $254.65            | $166.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $486886.90         | $491924.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $11.32             | $3.73              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $22.64             | $21.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $5.66              | $5.72              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $352660.69         | $344426.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $62.25             | $62.00             | U.S. Treasuries (including strips) |

### Security 8: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **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: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW008OI8
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 5.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BAN | 2034-02-24      | 5.0000%  | N/A     | $20000.00          | $20238.83          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $14089.00          | $6539.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $17163300.00       | $16931262.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $935.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $95983.00          | $26366.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $602.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 3.7960%  | N/A     | $1096.00           | $195.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $893.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 6.1010%  | N/A     | $12733.00          | $112.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.0000%  | N/A     | $1000.00           | $1022.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $986.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $1086.00           | $596.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $21600792.00       | $15380003.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $1001.00           | $711.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $2214268.00        | $2261628.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.5000%  | N/A     | $1000.00           | $1045.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $310.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $1024.00           | $553.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 6.0000%  | N/A     | $51632.00          | $557.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $1000.00           | $1023.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $1653000.00        | $292634.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 4.2870%  | N/A     | $13705.00          | $22.72             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1052.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $1638267.00        | $1093410.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $961.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 1.6900%  | N/A     | $19911000.00       | $11532334.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-25      | 4.9121%  | N/A     | $1035.00           | $968.59            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $2625924.00        | $1746968.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $5681997.00        | $982317.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $693.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.2500%  | N/A     | $11405028.00       | $11386364.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 7.0000%  | N/A     | $2842992.00        | $3048108.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $1000.00           | $304.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1050.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $9614000.00        | $3106900.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 4.4660%  | N/A     | $69902.00          | $86.61             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 4.0000%  | N/A     | $1000.00           | $148.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $3566112.00        | $3053458.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1000.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.2500%  | N/A     | $1004.00           | $1002.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $2534168.00        | $2249461.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.5000%  | N/A     | $1078.00           | $1059.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $1068.00           | $952.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.5000%  | N/A     | $334192.00         | $350638.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $212576.00         | $40758.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $818.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $1001.00           | $593.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $878.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1009.00           | $956.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $1000.00           | $1050.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $1070.00           | $557.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $2016.00           | $1742.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 5.9130%  | N/A     | $1513.00           | $5.26              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $6267587.00        | $5529771.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1000.00           | $1029.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $829440.00         | $813115.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $1052.00           | $49.34             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.7251%  | N/A     | $173758.00         | $115971.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.5000%  | N/A     | $993880.00         | $497171.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.6251%  | N/A     | $43628.00          | $42489.87          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.0000%  | N/A     | $41650176.00       | $21198554.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.7251%  | N/A     | $241114.00         | $174679.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $19759546.00       | $16441026.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.0000%  | N/A     | $1715.00           | $147.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1039.00           | $1037.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $1024.00           | $980.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $1000.00           | $611.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 2.0000%  | N/A     | $1024.00           | $619.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.0000%  | N/A     | $10585281.00       | $6762956.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.7951%  | N/A     | $25224492.00       | $24274938.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-09-20      | 7.0000%  | N/A     | $1000.00           | $1042.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $1000.00           | $455.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $567620.00         | $384370.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-08-15      | 5.7300%  | N/A     | $1930.00           | $2005.70           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $74400.00          | $60528.19          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $31.29             | $8.25              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $127508.50         | $94389.06          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $151200.00         | $72991.20          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $6400.00           | $6449.60           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $600.00            | $238.44            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $100.00            | $68.93             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $1115100.00        | $335173.41         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $100.00            | $48.16             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $3958000.00        | $1510697.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $12.78             | $9.58              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $799500.00         | $492001.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $100.00            | $47.59             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $9.52              | $6.71              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $403169.95         | $280524.04         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $4.17              | $1.05              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $0.30              | $0.18              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $0.10              | $0.07              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $6.53              | $1.75              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $0.64              | $0.16              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $400.00            | $402.57            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $0.54              | $0.53              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $1449847.59        | $607458.59         | U.S. Treasuries (including strips)        |

### Security 9: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKT6, C.4 - ISIN: US3133EWKT62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999928.75
- **C.18.a - Value (excl. sponsor support):** $4999928.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-08
- **C.13 - Final Legal Maturity Date:** 2027-07-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001396.85
- **C.18.a - Value (excl. sponsor support):** $5001396.85
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6W2, C.4 - ISIN: US3133ET6W26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999891.95
- **C.18.a - Value (excl. sponsor support):** $4999891.95
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-12
- **C.13 - Final Legal Maturity Date:** 2027-07-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313C48, C.4 - ISIN: US313313C481, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9918775.00
- **C.18.a - Value (excl. sponsor support):** $9918775.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKD1, C.4 - ISIN: US3133EWKD11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10000018.60
- **C.18.a - Value (excl. sponsor support):** $10000018.60
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 14: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT98, C.4 - ISIN: US3133ETT987, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000621.70
- **C.18.a - Value (excl. sponsor support):** $5000621.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-13
- **C.13 - Final Legal Maturity Date:** 2027-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKS8, C.4 - ISIN: US3133EWKS89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999924.00
- **C.18.a - Value (excl. sponsor support):** $4999924.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YU6, C.4 - ISIN: US313313YU62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9966954.20
- **C.18.a - Value (excl. sponsor support):** $9966954.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 17: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAF7, C.4 - ISIN: US3133EWAF78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9998549.70
- **C.18.a - Value (excl. sponsor support):** $9998549.70
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999633.10
- **C.18.a - Value (excl. sponsor support):** $9999633.10
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVR5, C.4 - ISIN: US3133ETVR58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003234.60
- **C.18.a - Value (excl. sponsor support):** $10003234.60
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWRG7, C.4 - ISIN: US3133EWRG78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999979.80
- **C.18.a - Value (excl. sponsor support):** $9999979.80
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-27
- **C.13 - Final Legal Maturity Date:** 2028-01-27
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313C71, C.4 - ISIN: US313313C713, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9915766.70
- **C.18.a - Value (excl. sponsor support):** $9915766.70
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFK1, C.4 - ISIN: US3133EWFK19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999955.40
- **C.18.a - Value (excl. sponsor support):** $4999955.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-03
- **C.13 - Final Legal Maturity Date:** 2027-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWER7, C.4 - ISIN: US3133EWER70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999940.70
- **C.18.a - Value (excl. sponsor support):** $9999940.70
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHV5, C.4 - ISIN: US3133EWHV55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10015733.30
- **C.18.a - Value (excl. sponsor support):** $10015733.30
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001628.00
- **C.18.a - Value (excl. sponsor support):** $5001628.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZA9, C.4 - ISIN: US313313ZA99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9960945.80
- **C.18.a - Value (excl. sponsor support):** $9960945.80
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 27: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFE5, C.4 - ISIN: US3133EWFE58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999890.40
- **C.18.a - Value (excl. sponsor support):** $9999890.40
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-25
- **C.13 - Final Legal Maturity Date:** 2027-10-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133EWSB7, C.4 - ISIN: US3133EWSB72, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2027-06-03
- **C.13 - Final Legal Maturity Date:** 2027-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000377.40
- **C.18.a - Value (excl. sponsor support):** $5000377.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBH2, C.4 - ISIN: US3133EWBH26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999874.10
- **C.18.a - Value (excl. sponsor support):** $9999874.10
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-26
- **C.13 - Final Legal Maturity Date:** 2027-07-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBG4, C.4 - ISIN: US3133EWBG43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999896.50
- **C.18.a - Value (excl. sponsor support):** $9999896.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-28
- **C.13 - Final Legal Maturity Date:** 2027-06-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGV6, C.4 - ISIN: US3133EWGV64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999928.75
- **C.18.a - Value (excl. sponsor support):** $4999928.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-13
- **C.13 - Final Legal Maturity Date:** 2027-12-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWRH5, C.4 - ISIN: US3133EWRH51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999978.10
- **C.18.a - Value (excl. sponsor support):** $9999978.10
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-10
- **C.13 - Final Legal Maturity Date:** 2027-08-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001208.05
- **C.18.a - Value (excl. sponsor support):** $5001208.05
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAZ3, C.4 - ISIN: US3133EWAZ33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999963.30
- **C.18.a - Value (excl. sponsor support):** $9999963.30
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZZ3, C.4 - ISIN: US3133ETZZ39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999723.60
- **C.18.a - Value (excl. sponsor support):** $4999723.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR66, C.4 - ISIN: US3133ETR668, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999627.30
- **C.18.a - Value (excl. sponsor support):** $9999627.30
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLF5, C.4 - ISIN: US3133EWLF59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999912.55
- **C.18.a - Value (excl. sponsor support):** $4999912.55
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEU0, C.4 - ISIN: US3133EWEU00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999949.40
- **C.18.a - Value (excl. sponsor support):** $9999949.40
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLR9, C.4 - ISIN: US3133EWLR97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999897.10
- **C.18.a - Value (excl. sponsor support):** $4999897.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313D96, C.4 - ISIN: US313313D968, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9905738.90
- **C.18.a - Value (excl. sponsor support):** $9905738.90
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YS1, C.4 - ISIN: US313313YS17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4984370.85
- **C.18.a - Value (excl. sponsor support):** $4984370.85
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 43: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZX9, C.4 - ISIN: US313313ZX92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9939916.70
- **C.18.a - Value (excl. sponsor support):** $9939916.70
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 44: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4970459.05
- **C.18.a - Value (excl. sponsor support):** $4970459.05
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 45: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5002707.85
- **C.18.a - Value (excl. sponsor support):** $5002707.85
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6Q5, C.4 - ISIN: US3133ET6Q57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999850.90
- **C.18.a - Value (excl. sponsor support):** $9999850.90
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 47: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETM87, C.4 - ISIN: US3133ETM875, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999293.10
- **C.18.a - Value (excl. sponsor support):** $9999293.10
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-29
- **C.13 - Final Legal Maturity Date:** 2027-04-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 48: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUH8, C.4 - ISIN: US3133ETUH85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10000465.90
- **C.18.a - Value (excl. sponsor support):** $10000465.90
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 49: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZT8, C.4 - ISIN: US313313ZT80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9943922.20
- **C.18.a - Value (excl. sponsor support):** $9943922.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 50: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001875.85
- **C.18.a - Value (excl. sponsor support):** $5001875.85
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 51: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQJ9, C.4 - ISIN: US3133ETQJ97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999783.60
- **C.18.a - Value (excl. sponsor support):** $9999783.60
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 52: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLY4, C.4 - ISIN: US3133EWLY49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003131.30
- **C.18.a - Value (excl. sponsor support):** $10003131.30
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-17
- **C.13 - Final Legal Maturity Date:** 2028-04-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 53: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999823.35
- **C.18.a - Value (excl. sponsor support):** $4999823.35
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 54: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999914.60
- **C.18.a - Value (excl. sponsor support):** $4999914.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 55: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBP4, C.4 - ISIN: US3133EWBP42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999879.10
- **C.18.a - Value (excl. sponsor support):** $9999879.10
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-28
- **C.13 - Final Legal Maturity Date:** 2027-07-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 56: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRN9, C.4 - ISIN: US3133ETRN90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10002732.60
- **C.18.a - Value (excl. sponsor support):** $10002732.60
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 57: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLG3, C.4 - ISIN: US3133EWLG33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999916.30
- **C.18.a - Value (excl. sponsor support):** $9999916.30
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 58: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313B64, C.4 - ISIN: US313313B640, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9924791.70
- **C.18.a - Value (excl. sponsor support):** $9924791.70
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 59: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHX1, C.4 - ISIN: US3133EWHX12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999948.15
- **C.18.a - Value (excl. sponsor support):** $4999948.15
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-20
- **C.13 - Final Legal Maturity Date:** 2027-07-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 60: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLB4, C.4 - ISIN: US3133EWLB46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999996.50
- **C.18.a - Value (excl. sponsor support):** $9999996.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAG5, C.4 - ISIN: US3133EWAG51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999910.90
- **C.18.a - Value (excl. sponsor support):** $9999910.90
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 62: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133EWSA9, C.4 - ISIN: US3133EWSA99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 63: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YE2, C.4 - ISIN: US313313YE21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14971262.55
- **C.18.a - Value (excl. sponsor support):** $14971262.55
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 64: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9XC9, C.4 - ISIN: US3130B9XC96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9999934.50
- **C.18.a - Value (excl. sponsor support):** $9999934.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9999235.30
- **C.18.a - Value (excl. sponsor support):** $9999235.30
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 66: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KV4, C.4 - ISIN: US3130B3KV45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5001412.95
- **C.18.a - Value (excl. sponsor support):** $5001412.95
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 67: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAKF3, C.4 - ISIN: US3130BAKF37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9999892.80
- **C.18.a - Value (excl. sponsor support):** $9999892.80
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-29
- **C.13 - Final Legal Maturity Date:** 2027-10-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 68: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAWX1, C.4 - ISIN: US3130BAWX15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-26
- **C.13 - Final Legal Maturity Date:** 2027-05-26
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 69: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $8002467.36
- **C.18.a - Value (excl. sponsor support):** $8002467.36
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $7000840.00
- **C.18.a - Value (excl. sponsor support):** $7000840.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1999502.48
- **C.18.a - Value (excl. sponsor support):** $1999502.48
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 72: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $2000434.70
- **C.18.a - Value (excl. sponsor support):** $2000434.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 73: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $4001415.84
- **C.18.a - Value (excl. sponsor support):** $4001415.84
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 74: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5000546.30
- **C.18.a - Value (excl. sponsor support):** $5000546.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 75: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $10001954.90
- **C.18.a - Value (excl. sponsor support):** $10001954.90
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 76: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AJ0, C.4 - ISIN: US3135G1AJ01, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $3999965.40
- **C.18.a - Value (excl. sponsor support):** $3999965.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 77: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $4001374.92
- **C.18.a - Value (excl. sponsor support):** $4001374.92
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 78: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **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: N/A, C.5 - Other ID: OSA005RS1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 3.6500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: 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?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Repo)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $100156100.00      | $102000013.86      | U.S. Treasuries (including strips) |

### Security 79: HSBC SECURITIES (USA) INC. (REPO)

- **C.1 - Title:** HSBC SECURITIES (USA) INC. (REPO)
- **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: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 0HSB14Y37
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 5.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $3364360.00        | $1774304.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $5000000.00        | $3027184.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1149902.00        | $1040335.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3400000.00        | $2900100.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $980420.00         | $801970.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $143274.00         | $111492.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 1.8000%  | N/A     | $8940000.00        | $7268929.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 1.3823%  | N/A     | $172260000.00      | $134708496.29      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.3500%  | N/A     | $516470.00         | $442361.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 1.8000%  | N/A     | $1194200.00        | $970979.40         | Agency Mortgage-Backed Securities |

### Security 80: ING FINANCIAL MARKETS LLC (REPO)

- **C.1 - Title:** ING FINANCIAL MARKETS LLC (REPO)
- **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: N/A, C.5 - Other ID: 0QZ003KF4
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 5.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $2000.00           | $1933.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $1056.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 6.0250%  | N/A     | $30744160.00       | $540283.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 3.0000%  | N/A     | $1000.00           | $17.35             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1081580.00        | $1078366.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $6853336.00        | $6155410.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.5000%  | N/A     | $2001616.00        | $182960.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 5.3080%  | N/A     | $49952960.00       | $172122.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.1750%  | N/A     | $20862463.00       | $129575.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.6600%  | N/A     | $50000000.00       | $94518.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 6.6500%  | N/A     | $19698304.00       | $268012.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $2000.00           | $1182.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $6318592.00        | $6240105.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1832382.00        | $1596690.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1005.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 6.2450%  | N/A     | $25002720.00       | $41048.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.5000%  | N/A     | $3524380.00        | $191752.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.0000%  | N/A     | $4190816.00        | $206517.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $227002.00         | $52906.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $8039008.00        | $7652350.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $50000000.00       | $34679324.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1042596.00        | $1077109.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $3000000.00        | $187860.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.4000%  | N/A     | $15100000.00       | $14548426.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $18592992.00       | $1992025.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $30998.00          | $22635.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.3350%  | N/A     | $22074048.00       | $186971.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $2329612.00        | $264608.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $2144.00           | $1631.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $388006.00         | $243666.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.5000%  | N/A     | $172544.00         | $70622.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1045.00           | $1004.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1396.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $1000.00           | $1011.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.1800%  | N/A     | $1242400.00        | $1221078.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $36615.00          | $27926.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $294700.00         | $160911.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $277812.00         | $273379.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 2.5000%  | N/A     | $236826.00         | $107036.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $2048.00           | $1921.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $2312720.00        | $72517.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1005538.00        | $638976.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $85999.00          | $42122.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $2054220.00        | $94792.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $259768.00         | $203252.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 5.5000%  | N/A     | $1091162.00        | $85223.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $347275.00         | $31256.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1084250.00        | $1107162.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $304000.00         | $42938.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $2433740.00        | $257702.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2371060.00        | $1672050.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $121918.00         | $47638.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $45999.00          | $36120.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.5100%  | N/A     | $64185000.00       | $64744422.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $7868048.00        | $1362875.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.9610%  | N/A     | $47599999.00       | $904309.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $45999.00          | $40226.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 2.5000%  | N/A     | $306959.00         | $49983.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $246000.00         | $33926.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $65039.00          | $45169.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1024.00           | $1010.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.5000%  | N/A     | $293268.00         | $122511.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1246024.00        | $1016212.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $2022.00           | $2080.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $2016.00           | $2072.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1039.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $1000008.00        | $83130.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $390000.00         | $118820.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $68000.00          | $45389.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $1037000.00        | $423869.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $58718.00          | $38985.98          | Agency Mortgage-Backed Securities |

### Security 81: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **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: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON09DR1
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 5.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: 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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-05-13      | 0.0000%  | N/A     | $511600.00         | $493566.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $39476400.00       | $38750429.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-27      | 0.0000%  | N/A     | $45894000.00       | $45481412.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-20      | 0.0000%  | N/A     | $28735800.00       | $28497580.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.0000%  | N/A     | $41110400.00       | $39777066.40       | U.S. Treasuries (including strips) |

### Security 82: TD SECURITIES USA LLC (REPO)

- **C.1 - Title:** TD SECURITIES USA LLC (REPO)
- **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: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 0QG005BQ6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 5.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-12-25      | 4.5000%  | N/A     | $109.61            | $91.26             | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 3.5630%  | N/A     | $176785.71         | $173748.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-11-25      | 4.9400%  | N/A     | $248952.54         | $254551.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 4.0000%  | N/A     | $10714.29          | $1488.90           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 2.9030%  | N/A     | $139285.71         | $133862.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.0121%  | N/A     | $5540.57           | $2856.72           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-07-25      | 1.8530%  | N/A     | $54107.14          | $47959.83          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-10-25      | 5.5000%  | N/A     | $107.14            | $22.96             | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-07-25      | 4.0500%  | N/A     | $47678.57          | $46295.37          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-06-25      | 5.5000%  | N/A     | $52606.50          | $27038.78          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-02-25      | 4.5000%  | N/A     | $107.57            | $94.72             | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-03-15      | 6.0000%  | N/A     | $18.86             | $0.15              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-25      | 2.2500%  | N/A     | $11357.14          | $10123.18          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-12-15      | 2.5000%  | N/A     | $107.14            | $9.82              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-11-25      | 3.3470%  | N/A     | $12857.14          | $12051.92          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.7910%  | N/A     | $80357.14          | $81488.60          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-07-15      | 1.5000%  | N/A     | $53565.86          | $4147.98           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-11-25      | 3.8590%  | N/A     | $843642.86         | $836435.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-05-25      | 4.2000%  | N/A     | $50785.71          | $49814.67          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 3.1170%  | N/A     | $45000.00          | $44048.09          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-04-25      | 4.2500%  | N/A     | $60000.00          | $59061.03          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-12-15      | 2.0000%  | N/A     | $2678.57           | $369.01            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-12-25      | 1.6210%  | N/A     | $1100357.14        | $978128.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-05-25      | 4.8030%  | N/A     | $321428.57         | $316812.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.5720%  | N/A     | $82178.57          | $82817.18          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-04-15      | 3.0000%  | N/A     | $48507.00          | $7431.60           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-25      | 4.4560%  | N/A     | $37645.18          | $37717.90          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.5000%  | N/A     | $127484.25         | $122237.97         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 3.7800%  | N/A     | $811966.61         | $803600.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 4.0500%  | N/A     | $171678.64         | $170968.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 3.7710%  | N/A     | $238392.86         | $227692.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-01-25      | 4.3500%  | N/A     | $72857.14          | $72207.28          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-02-25      | 4.5000%  | N/A     | $463.71            | $438.63            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 6.0000%  | N/A     | $58253.57          | $58939.55          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-02-25      | 5.0000%  | N/A     | $103551.00         | $75732.97          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | 6.0000%  | N/A     | $29464.29          | $1100.95           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-25      | 4.0000%  | N/A     | $107.14            | $5.93              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-06-25      | 5.5000%  | N/A     | $107.25            | $55.94             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-08-25      | 6.0000%  | N/A     | $24066.11          | $1079.24           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-04-25      | 5.5000%  | N/A     | $24143.04          | $1522.49           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-25      | 1.0000%  | N/A     | $277.71            | $147.72            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 2.5000%  | N/A     | $159857.14         | $15965.85          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | 4.5000%  | N/A     | $2753.57           | $2598.83           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | 5.0000%  | N/A     | $161868.21         | $140613.04         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0751%  | N/A     | $2678571.43        | $1279633.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.4751%  | N/A     | $10714285.71       | $4656799.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.3051%  | N/A     | $10714285.71       | $5939437.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.9751%  | N/A     | $10714285.71       | $4044481.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $107.14            | $95.13             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-01-16      | 4.5000%  | N/A     | $3631096.07        | $3337202.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $3658392.86        | $3553896.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.6251%  | N/A     | $2142857.14        | $1735212.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.4271%  | N/A     | $21428571.43       | $3816023.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.6251%  | N/A     | $10714285.71       | $5808983.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.6251%  | N/A     | $5357142.86        | $3832808.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $3828750.00        | $3921224.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-02-16      | 4.5000%  | N/A     | $2933538.86        | $2537151.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.4751%  | N/A     | $4787152.50        | $2210060.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $415.82            | $366.75            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.3571%  | N/A     | $10714285.71       | $1921441.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-04-16      | 3.9915%  | N/A     | $201678.11         | $164973.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.5000%  | N/A     | $146938.61         | $125414.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $51493.07          | $48850.96          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $4148292.96        | $3745654.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-08-16      | 2.5000%  | N/A     | $47741.46          | $42797.10          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.7751%  | N/A     | $10714285.71       | $4265816.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $2465926.50        | $2167704.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $46662.75          | $41155.71          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.0000%  | N/A     | $1659509.57        | $1510866.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.9751%  | N/A     | $2678571.43        | $2006967.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $1471714.29        | $1510444.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1890000.00        | $1489609.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.5000%  | N/A     | $1505830.61        | $1596199.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.7500%  | N/A     | $4572000.00        | $4548511.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7451%  | N/A     | $2881271.79        | $2846620.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.6251%  | N/A     | $2678571.43        | $1282355.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $65810.57          | $58043.74          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 4.5000%  | N/A     | $3759809.57        | $3609259.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.9251%  | N/A     | $5193736.82        | $3051914.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1579774.07        | $1463679.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-04-16      | 2.0000%  | N/A     | $2142.86           | $349.15            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $4338147.64        | $4066391.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.2251%  | N/A     | $10714285.71       | $2866105.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-09-16      | 4.0395%  | N/A     | $5840915.89        | $1824332.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.2751%  | N/A     | $11250000.00       | $6170304.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-11-16      | 4.5000%  | N/A     | $2033427.75        | $1851511.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.9251%  | N/A     | $10714285.71       | $4097627.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $1900912.39        | $1863356.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.3351%  | N/A     | $10714285.71       | $6138952.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.3251%  | N/A     | $10714285.71       | $5941662.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 5.5000%  | N/A     | $214.93            | $145.98            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $102944.04         | $90794.79          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 5.0000%  | N/A     | $6541382.57        | $5178602.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $1717046.25        | $1659110.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-05-20      | 4.0000%  | N/A     | $3477238.18        | $3250074.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-06-15      | 6.7500%  | N/A     | $23142.86          | $137.76            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.7251%  | N/A     | $4071750.00        | $3184805.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $14187.00          | $15863.62          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $1573746.86        | $1351896.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $3142668.21        | $2659302.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-16      | 2.9059%  | N/A     | $599.89            | $664.02            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 1.7500%  | N/A     | $5142.86           | $910.68            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-09-16      | 4.5000%  | N/A     | $2092194.21        | $1748800.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.5000%  | N/A     | $2471781.21        | $2319502.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $5357142.86        | $5546344.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $5357142.86        | $3644019.89        | Agency Collateralized Mortgage Obligation |

### Security 83: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $17003081.59
- **C.18.a - Value (excl. sponsor support):** $17003081.59
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $1978105.46
- **C.18.a - Value (excl. sponsor support):** $1978105.46
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UX3, C.4 - ISIN: US912797UX34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4825438.20
- **C.18.a - Value (excl. sponsor support):** $4825438.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-05-13
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14848794.60
- **C.18.a - Value (excl. sponsor support):** $14848794.60
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $20004617.00
- **C.18.a - Value (excl. sponsor support):** $20004617.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19894952.80
- **C.18.a - Value (excl. sponsor support):** $19894952.80
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $4897286.10
- **C.18.a - Value (excl. sponsor support):** $4897286.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14869675.20
- **C.18.a - Value (excl. sponsor support):** $14869675.20
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10017188.30
- **C.18.a - Value (excl. sponsor support):** $10017188.30
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $20019426.60
- **C.18.a - Value (excl. sponsor support):** $20019426.60
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8005511.84
- **C.18.a - Value (excl. sponsor support):** $8005511.84
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14859438.00
- **C.18.a - Value (excl. sponsor support):** $14859438.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 95: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UE5, C.4 - ISIN: US912797UE52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4839778.05
- **C.18.a - Value (excl. sponsor support):** $4839778.05
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 96: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25003983.50
- **C.18.a - Value (excl. sponsor support):** $25003983.50
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 97: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9933646.20
- **C.18.a - Value (excl. sponsor support):** $9933646.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 98: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19422013.80
- **C.18.a - Value (excl. sponsor support):** $19422013.80
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 99: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10003117.30
- **C.18.a - Value (excl. sponsor support):** $10003117.30
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 100: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34720453.60
- **C.18.a - Value (excl. sponsor support):** $34720453.60
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 101: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15014240.85
- **C.18.a - Value (excl. sponsor support):** $15014240.85
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 102: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2963186.16
- **C.18.a - Value (excl. sponsor support):** $2963186.16
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 103: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **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: N/A, C.5 - Other ID: OQB009EN1
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 5.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $362509.00         | $203025.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $200000.00         | $164964.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $7000000.00        | $4653426.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 4.5000%  | N/A     | $83300911.00       | $77858332.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $4107103.00        | $3728273.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $200000.00         | $143571.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $65443469.00       | $66294561.29       | Agency Mortgage-Backed Securities |

### Security 104: WESTPAC BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** WESTPAC BANKING CORPORATION NEW YORK BRANCH (REPO)
- **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: EN5TNI6CI43VEPAMHL14, C.5 - Other ID: 0VY001D17
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 3.6500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: 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?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $101571000.00      | $102031490.35      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST IV

**Date:** 2026-06-05

**By:** /s/Timothy J. Clemens

**Name of Signing Officer:** Timothy J. Clemens

**Title of Signing Officer:** Treasurer