# EDGAR Filing Document

**Accession Number:** 0001659326
**File Stem:** 0001752724-25-132174
**Filing Date:** 2025-6
**Character Count:** 133774
**Document Hash:** 7a3b9387fb8f71a84ed45f086d57a5bb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-132174.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001752724-25-132174

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250530

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**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:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**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):** 2025-05-30

**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:** 10 days

- **WAL:** 78 days

- **Total Value of Portfolio Securities:** $1298015473.14

- **Amortized Cost of Portfolio Securities:** $1297951118.64

- **Cash:** $4900.11

- **Total Other Assets:** $1088741.47

- **Total Liabilities:** $4667947.74

- **Net Assets of Series:** $1294376812.48

- **Number of Shares Outstanding (Series):** 1294389247.1900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $1279555331.46            | $1279555331.46             | 88.6300%                  | 88.6300%                   |
| 2025-05-02 | $1261098520.16            | $1261098520.16             | 88.4700%                  | 88.4700%                   |
| 2025-05-05 | $1206532131.23            | $1206532131.23             | 88.0200%                  | 88.0200%                   |
| 2025-05-06 | $1243593313.73            | $1243593313.73             | 88.3300%                  | 88.3300%                   |
| 2025-05-07 | $1190668428.10            | $1190668428.10             | 87.8800%                  | 87.8800%                   |
| 2025-05-08 | $1259970266.87            | $1264935686.31             | 88.4600%                  | 88.8100%                   |
| 2025-05-09 | $1253252008.11            | $1258218013.66             | 88.4100%                  | 88.7600%                   |
| 2025-05-12 | $1161313048.99            | $1166280812.87             | 87.6100%                  | 87.9800%                   |
| 2025-05-13 | $1287649943.06            | $1292618293.05             | 88.6900%                  | 89.0300%                   |
| 2025-05-14 | $1305615055.52            | $1310583991.62             | 88.8200%                  | 89.1600%                   |
| 2025-05-15 | $1318697409.32            | $1323666931.54             | 88.9200%                  | 89.2500%                   |
| 2025-05-16 | $1170867745.31            | $1175837853.64             | 87.6900%                  | 88.0600%                   |
| 2025-05-19 | $1255568382.92            | $1260540249.58             | 88.4200%                  | 88.7700%                   |
| 2025-05-20 | $1253037426.02            | $1258009878.79             | 88.4000%                  | 88.7500%                   |
| 2025-05-21 | $1130715280.26            | $1135688319.14             | 86.6400%                  | 87.0200%                   |
| 2025-05-22 | $1122355441.28            | $1127329066.27             | 86.5500%                  | 86.9300%                   |
| 2025-05-23 | $1116171011.70            | $1121145222.81             | 86.4900%                  | 86.8800%                   |
| 2025-05-27 | $1165229089.84            | $1170205645.39             | 86.9800%                  | 87.3500%                   |
| 2025-05-28 | $1131461044.22            | $1136438185.88             | 86.6400%                  | 87.0200%                   |
| 2025-05-29 | $1162431588.68            | $1167409316.45             | 86.9400%                  | 87.3200%                   |
| 2025-05-30 | $1124474911.44            | $1129453225.32             | 86.5600%                  | 86.9400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.4200%             |
| 2025-05-02 | 4.4200%             |
| 2025-05-05 | 4.4200%             |
| 2025-05-06 | 4.4100%             |
| 2025-05-07 | 4.4000%             |
| 2025-05-08 | 4.3900%             |
| 2025-05-09 | 4.3800%             |
| 2025-05-12 | 4.3600%             |
| 2025-05-13 | 4.3600%             |
| 2025-05-14 | 4.3600%             |
| 2025-05-15 | 4.3600%             |
| 2025-05-16 | 4.3600%             |
| 2025-05-19 | 4.3700%             |
| 2025-05-20 | 4.3700%             |
| 2025-05-21 | 4.3700%             |
| 2025-05-22 | 4.3600%             |
| 2025-05-23 | 4.3600%             |
| 2025-05-27 | 4.3500%             |
| 2025-05-28 | 4.3600%             |
| 2025-05-29 | 4.3700%             |
| 2025-05-30 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0000                      |
|  |  |
| 2025-05-02 | 1.0000                      |
|  |  |
| 2025-05-05 | 1.0000                      |
|  |  |
| 2025-05-06 | 1.0000                      |
|  |  |
| 2025-05-07 | 1.0000                      |
|  |  |
| 2025-05-08 | 1.0000                      |
|  |  |
| 2025-05-09 | 1.0000                      |
|  |  |
| 2025-05-12 | 1.0000                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 1.0000                      |
|  |  |
| 2025-05-15 | 1.0000                      |
|  |  |
| 2025-05-16 | 1.0000                      |
|  |  |
| 2025-05-19 | 1.0000                      |
|  |  |
| 2025-05-20 | 1.0000                      |
|  |  |
| 2025-05-21 | 1.0000                      |
|  |  |
| 2025-05-22 | 1.0000                      |
|  |  |
| 2025-05-23 | 1.0000                      |
|  |  |
| 2025-05-27 | 1.0000                      |
|  |  |
| 2025-05-28 | 1.0000                      |
|  |  |
| 2025-05-29 | 1.0000                      |
|  |  |
| 2025-05-30 | 1.0000                      |
|  |  |

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

### Class: Agency SL

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $1294376812.48

- **Number of Shares Outstanding:** 1294389247.1900

- **Expense Reimbursement/Waiver:** 83305.73

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $33702412.13              | $153195785.91           |
| 2025-05-02 | $59847405.80              | $78452810.34            |
| 2025-05-05 | $56137756.94              | $111255233.94           |
| 2025-05-06 | $84394410.51              | $47472974.81            |
| 2025-05-07 | $23479643.92              | $56523200.79            |
| 2025-05-08 | $121479832.70             | $52314091.59            |
| 2025-05-09 | $110913004.09             | $117856260.04           |
| 2025-05-12 | $15509617.69              | $107935325.01           |
| 2025-05-13 | $313670670.57             | $192268248.31           |
| 2025-05-14 | $130868745.68             | $117981842.83           |
| 2025-05-15 | $62238860.75              | $44496067.64            |
| 2025-05-16 | $28219124.94              | $176175530.99           |
| 2025-05-19 | $106167808.91             | $21885078.76            |
| 2025-05-20 | $31954094.87              | $29698658.29            |
| 2025-05-21 | $32692859.25              | $155158416.01           |
| 2025-05-22 | $76158901.73              | $84646658.87            |
| 2025-05-23 | $58661006.08              | $65080701.74            |
| 2025-05-27 | $99511390.63              | $55857239.95            |
| 2025-05-28 | $52509117.73              | $86378803.05            |
| 2025-05-29 | $87608106.69              | $51872680.80            |
| 2025-05-30 | $23340093.37              | $51191999.06            |

**Total Gross Subscriptions (Month):** $1609064864.98

**Total Gross Redemptions (Month):** $1857697608.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.3600%           |
| 2025-05-02 | 4.3600%           |
| 2025-05-05 | 4.3600%           |
| 2025-05-06 | 4.3500%           |
| 2025-05-07 | 4.3400%           |
| 2025-05-08 | 4.3300%           |
| 2025-05-09 | 4.3200%           |
| 2025-05-12 | 4.3000%           |
| 2025-05-13 | 4.3000%           |
| 2025-05-14 | 4.3000%           |
| 2025-05-15 | 4.3000%           |
| 2025-05-16 | 4.3000%           |
| 2025-05-19 | 4.3100%           |
| 2025-05-20 | 4.3100%           |
| 2025-05-21 | 4.3100%           |
| 2025-05-22 | 4.3000%           |
| 2025-05-23 | 4.3000%           |
| 2025-05-27 | 4.2900%           |
| 2025-05-28 | 4.3000%           |
| 2025-05-29 | 4.3100%           |
| 2025-05-30 | 4.3200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 8.0100%          | 0.0000%              |
| Non-financial corporation |  | 6.9000%          | 0.0000%              |
| Non-financial corporation |  | 7.2900%          | 0.0000%              |
| Non-financial corporation |  | 27.4800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: 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):** $4999724.40
- **C.18.a - Value (excl. sponsor support):** $4999724.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: 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):** $10001139.30
- **C.18.a - Value (excl. sponsor support):** $10001139.30
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; 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 3: 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: 3133ERYR6, C.4 - ISIN: US3133ERYR65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10004414.70
- **C.18.a - Value (excl. sponsor support):** $10004414.70
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: 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: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9850171.90
- **C.18.a - Value (excl. sponsor support):** $9850171.90
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: 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):** $4999929.80
- **C.18.a - Value (excl. sponsor support):** $4999929.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: 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):** $4999493.15
- **C.18.a - Value (excl. sponsor support):** $4999493.15
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: 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: 3133ERQP9, C.4 - ISIN: US3133ERQP91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10005329.10
- **C.18.a - Value (excl. sponsor support):** $10005329.10
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: 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: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4810420.85
- **C.18.a - Value (excl. sponsor support):** $4810420.85
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 9: CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY (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: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 0SI003BJ1
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 3.8600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA; Moody's Long Rating: Aa2; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2029-04-15      | 2.1250%  | N/A     | $446600.00         | $473752.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $18000.00          | $19127.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $14241400.00       | $14470300.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $299100.00         | $283762.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $930700.00         | $1170122.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $2274400.00        | $2300515.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $6716100.00        | $7578935.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $2290400.00        | $1939965.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $13198000.00       | $17715626.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $5199900.00        | $4797806.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $100.00            | $102.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $130000.00         | $201790.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $65000.00          | $66186.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $300.00            | $307.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $100.00            | $97.86             | U.S. Treasuries (including strips) |

### Security 10: 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: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10001002.30
- **C.18.a - Value (excl. sponsor support):** $10001002.30
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: NR; 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: 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):** $8010425.44
- **C.18.a - Value (excl. sponsor support):** $8010425.44
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: 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):** $4003870.48
- **C.18.a - Value (excl. sponsor support):** $4003870.48
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000014.15
- **C.18.a - Value (excl. sponsor support):** $5000014.15
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: 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: 0QK010WM7
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 11.5900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA-; Standard & Poor's Long Rating: A+; Moody's Long Rating: Aa3
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 NATIONAL MORT | 2051-12-25      | 5.0000%  | N/A     | $4169020.80        | $4076262.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $925320.00         | $887824.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-25      | 2.9200%  | N/A     | $33000.00          | $29819.14          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.9180%  | N/A     | $365555.40         | $17697.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 7.0000%  | N/A     | $726.60            | $0.32              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5670%  | N/A     | $620.40            | $2.85              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-25      | 4.7960%  | N/A     | $89164.80          | $90493.13          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $7319.40           | $7062.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-15      | 2.5000%  | N/A     | $13851385.20       | $4700038.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $4462.80           | $4730.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $16451554.20       | $106081.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.5000%  | N/A     | $1822.80           | $0.26              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $307800.00         | $152172.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $6600.60           | $4173.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $4098243.60        | $3409605.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-25      | 2.5000%  | N/A     | $5803168.20        | $1030794.10        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $9086797.20        | $7037151.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $18936115.20       | $19301419.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $4880889.60        | $3131285.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-25      | 2.0000%  | N/A     | $539884.80         | $342374.78         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $27916.20          | $17658.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $7458.00           | $3489.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $4672286.40        | $2517147.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-25      | 1.5316%  | N/A     | $658746.60         | $313835.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4275480.60        | $4255349.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $3601.80           | $3594.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $660000.00         | $662666.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $7518829.80        | $6393482.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $619396.80         | $410529.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $17942062.20       | $13983065.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | 4.0000%  | N/A     | $720000.00         | $396771.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-04-15      | 5.5000%  | N/A     | $1242.60           | $261.05            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.9580%  | N/A     | $1147.20           | $185.90            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.5000%  | N/A     | $610834.20         | $96009.42          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $167595.00         | $139665.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 3.3000%  | N/A     | $522977.40         | $416983.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-25      | 6.0000%  | N/A     | $1088242.80        | $287449.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $1038783.60        | $659774.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-15      | 3.0000%  | N/A     | $353364.00         | $283839.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $54950475.00       | $57030010.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-15      | 2.0000%  | N/A     | $12577433.40       | $1055338.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $3000.00           | $3052.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.5000%  | N/A     | $9470.40           | $455.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $6600.00           | $4918.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 6.6300%  | N/A     | $7956423.60        | $60471.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 6.5000%  | N/A     | $1759613.40        | $6028.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-25      | 4.0000%  | N/A     | $1853374.80        | $367054.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.6800%  | N/A     | $18186.00          | $18152.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $7949606.40        | $7657304.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-15      | 2.5000%  | N/A     | $15000000.00       | $2886590.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-06-25      | 2.2920%  | N/A     | $226177.80         | $192210.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $30.00             | $1.16              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-25      | 5.6720%  | N/A     | $372000.00         | $370867.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2318572.80        | $2362635.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $877.80            | $43.89             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $3439803.00        | $3428440.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 5.0000%  | N/A     | $2460021.60        | $2402524.01        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2038-07-01      | 7.0610%  | N/A     | $12004676.40       | $222329.47         | Agency Mortgage-Backed Securities         |

### Security 15: 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: N/A, C.5 - Other ID: 0SB005SA4
- **C.18 - Value (incl. sponsor support):** $139562000.00
- **C.18.a - Value (excl. sponsor support):** $139562000.00
- **C.19 - Percentage of Net Assets:** 10.7800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Moody's Short Rating: NR; Fitch Long Rating: AA; Moody's Long 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? 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 | 2055-06-01      | 6.0000%  | N/A     | $33558.88          | $34168.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $7536.35           | $6094.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 3.0000%  | N/A     | $30882.22          | $25110.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $5725900.61        | $4294743.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $1553551.49        | $1428848.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $28086.41          | $16928.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $90699.11          | $62691.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 4.5000%  | N/A     | $234891.11         | $211094.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1063007.80        | $1064712.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $279124.00         | $153552.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $4161089.49        | $2607427.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $46167.11          | $33793.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1307506.14        | $1238619.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $47878.98          | $32654.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $214925.48         | $130419.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $11164.96          | $7361.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.5000%  | N/A     | $1772.41           | $1675.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 5.0000%  | N/A     | $35216.01          | $24551.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $7460.40           | $5378.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $2093.43           | $1234.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $83737.20          | $33217.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $50521.44          | $44831.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $6311099.93        | $3639936.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $5602187.49        | $2792014.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $53327.53          | $46552.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $11304.52          | $7243.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $19391.19          | $18118.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 2.5000%  | N/A     | $2347.18           | $369.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $87933.66          | $87505.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $181863.35         | $107401.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $4461810.98        | $2649341.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $4925015.70        | $4758853.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.5000%  | N/A     | $488832.32         | $435771.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 3.0000%  | N/A     | $41086.49          | $5488.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 3.5000%  | N/A     | $390.77            | $95.19             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $2296431.30        | $2233655.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $195.39            | $16.51             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 4.0000%  | N/A     | $22037.68          | $1043.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $707404.72         | $80901.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 3.0000%  | N/A     | $174871.19         | $16671.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $5589153.97        | $3416980.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $90711.28          | $55408.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $491548.53         | $415034.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 3.5000%  | N/A     | $421388.37         | $34468.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-03-01      | 2.8600%  | N/A     | $85395.20          | $78483.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $8684230.94        | $8009076.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $3296.45           | $2385.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $88987.52          | $88568.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1858882.10        | $317458.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $2965409.80        | $2402177.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $116883.06         | $109156.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $1364747.55        | $1256624.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $15212.26          | $2605.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $6257625.13        | $5539622.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $3628.61           | $2361.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 6.5000%  | N/A     | $32238.82          | $437.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $532.21            | $418.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $558248.00         | $366640.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $3234265.61        | $1923228.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $11862.77          | $11546.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $83737.20          | $50962.41          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.5000%  | N/A     | $7536.35           | $5164.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.0000%  | N/A     | $24533.58          | $22530.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $8444.09           | $276.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $29623.99          | $22659.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $27.91             | $17.70             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $2802.32           | $1774.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $3290765.67        | $2375813.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $4270.60           | $330.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $1108831.25        | $185656.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2025-07-01      | 2.5000%  | N/A     | $1186735.91        | $707.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $254293.13         | $245512.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $251817.63         | $32775.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $5582051.27        | $1681061.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $36591.82          | $24041.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $322244.86         | $203640.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $457424.84         | $370821.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $1228.15           | $876.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $1520085.19        | $869411.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $5886083.17        | $946151.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $75867.69          | $23782.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $5526.66           | $4621.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $825.43            | $779.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $509522.33         | $510963.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $2372.55           | $2126.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 2.5000%  | N/A     | $120023.32         | $16420.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 7.5000%  | N/A     | $8644.75           | $8421.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.0000%  | N/A     | $30703.64          | $3766.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $10620.78          | $10367.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $2813855.74        | $2711162.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $1256058.00        | $655355.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $10833848.37       | $3359703.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $21471.81          | $20176.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $5640559.23        | $5742161.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $248723.21         | $133966.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $21082.35          | $19154.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $3172929.79        | $1841913.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $4677092.85        | $2614035.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $54432.92          | $38912.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $181430.60         | $28430.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $239194.98         | $25653.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $2031776.20        | $1899711.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $31121.10          | $32077.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $55089.87          | $32393.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $7864047.61        | $7781987.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $4160925.14        | $2486354.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $29233.55          | $20628.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $540348.34         | $301315.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 1.5000%  | N/A     | $10285047.72       | $5619419.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $4326.42           | $1406.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.5000%  | N/A     | $107938.70         | $26754.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $13144.28          | $9023.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $11164.96          | $9494.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $18834.12          | $15697.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.0000%  | N/A     | $911.51            | $171.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $2748338.64        | $1396987.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-06-01      | 4.0000%  | N/A     | $70065.04          | $1113.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $909713.80         | $664518.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1814.31           | $1381.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $73120.44          | $57916.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $21101.58          | $17464.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 0.0000%  | N/A     | $697810.00         | $693195.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $95707.71          | $77891.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $32823.14          | $32036.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $5099174.78        | $3111640.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $5741.58           | $1113.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $41137.74          | $24804.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $1270483.13        | $1105848.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 4.0000%  | N/A     | $7683.53           | $846.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $16997.48          | $4242.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $1278829.16        | $167580.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 1.5000%  | N/A     | $8740223.66        | $4953905.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $773794.25         | $450453.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $25487.31          | $18036.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $14132702.83       | $14334607.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $6209311.22        | $3822475.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 5.5000%  | N/A     | $278976.34         | $219193.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.5000%  | N/A     | $2791.24           | $1889.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.5000%  | N/A     | $431162.84         | $381978.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $80722.33          | $57019.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $3093.25           | $2051.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 2.5000%  | N/A     | $29714.37          | $23834.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $35926.50          | $27222.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 2.5000%  | N/A     | $8219.39           | $6153.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $31125.90          | $29628.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $541998.96         | $381727.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $467030.28         | $372200.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 4.0000%  | N/A     | $82816.09          | $6708.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $2791.24           | $2152.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.5000%  | N/A     | $18143.06          | $13832.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1610.02           | $1475.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $753540.12         | $521197.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $11122.20          | $7561.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 6.0000%  | N/A     | $35496.59          | $36535.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 3.0000%  | N/A     | $118116.79         | $92926.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 2.5000%  | N/A     | $5492674.42        | $3500327.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 3.0000%  | N/A     | $153855.38         | $22376.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.0000%  | N/A     | $15153.08          | $3845.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 2.0000%  | N/A     | $3739284.67        | $1908018.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $16937.72          | $4250.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $1080.54           | $834.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.0000%  | N/A     | $38206.77          | $40111.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1307763.38        | $84222.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $91351.03          | $83810.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.8500%  | N/A     | $24542.23          | $22962.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $36425.68          | $23175.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $465942.36         | $352311.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $4901471.03        | $2922143.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $7417106.23        | $4102672.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $13967.09          | $13709.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $27912.40          | $21880.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-01-01      | 4.0000%  | N/A     | $191702.81         | $52060.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $1967491.04        | $205137.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 0.0000%  | N/A     | $364364.45         | $365489.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $81628.92          | $79283.38          | Agency Mortgage-Backed Securities |

### Security 16: 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):** $8004290.40
- **C.18.a - Value (excl. sponsor support):** $8004290.40
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999922.90
- **C.18.a - Value (excl. sponsor support):** $4999922.90
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ETJC2, C.4 - ISIN: US3133ETJC28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999981.40
- **C.18.a - Value (excl. sponsor support):** $9999981.40
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: 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):** $4999890.80
- **C.18.a - Value (excl. sponsor support):** $4999890.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long 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 20: 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: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4825425.75
- **C.18.a - Value (excl. sponsor support):** $4825425.75
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 21: 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: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4944840.30
- **C.18.a - Value (excl. sponsor support):** $4944840.30
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: 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: 3130B5XH6, C.4 - ISIN: US3130B5XH61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9999977.20
- **C.18.a - Value (excl. sponsor support):** $9999977.20
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; 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: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1502489.55
- **C.18.a - Value (excl. sponsor support):** $1502489.55
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: 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: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8813428.29
- **C.18.a - Value (excl. sponsor support):** $8813428.29
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: 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):** $9999692.50
- **C.18.a - Value (excl. sponsor support):** $9999692.50
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long 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 26: 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: 3133ERBC4, C.4 - ISIN: US3133ERBC44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001450.35
- **C.18.a - Value (excl. sponsor support):** $5001450.35
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: 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: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4937909.05
- **C.18.a - Value (excl. sponsor support):** $4937909.05
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: 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):** $15004529.55
- **C.18.a - Value (excl. sponsor support):** $15004529.55
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch Short Rating: F1+; Fitch Long Rating: AA+; 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 29: 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: 0QZ002Y87
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 7.7300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Long Rating: NR; Moody's Long 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? 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 NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $92718608.00       | $82381862.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $26623078.00       | $19655113.06       | Agency Mortgage-Backed Securities |

### Security 30: 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: OSA004TZ6
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 3.8600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Long Rating: NR; Fitch Short Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** 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 | 2031-10-31      | 4.1250%  | N/A     | $50950100.00       | $51000058.10       | U.S. Treasuries (including strips) |

### Security 31: 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: N/A, C.5 - Other ID: 0QG004OJ1
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 11.5900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA-; Moody's Long 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? 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 | 2051-03-20      | 4.2500%  | N/A     | $530981.67         | $464733.66         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $2275255.83        | $1394087.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-07-16      | 6.0000%  | N/A     | $387044.67         | $622280.08         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | 5.0000%  | N/A     | $1306990.50        | $957112.90         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $1500000.00        | $1387015.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.6283%  | N/A     | $1833333.33        | $1783910.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $3666666.67        | $3595186.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 5.4220%  | N/A     | $8333333.33        | $8129433.19        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2045-12-20      | 2.6250%  | N/A     | $1452305.33        | $1282370.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-25      | 5.0000%  | N/A     | $1114127.33        | $95633.85          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.9921%  | N/A     | $333.33            | $206.36            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.4783%  | N/A     | $8333333.33        | $4781890.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.0000%  | N/A     | $422850.83         | $340600.95         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $250000.00         | $249069.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.0000%  | N/A     | $2072350.00        | $176536.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $8340.83           | $5268.12           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $194744.17         | $175728.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-11-16      | 4.5000%  | N/A     | $1666666.67        | $1576117.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.9720%  | N/A     | $6666666.67        | $6352551.04        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-09-25      | 5.6720%  | N/A     | $8333333.33        | $6606356.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $332666.67         | $67558.79          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-08-16      | 4.5000%  | N/A     | $3622186.83        | $3508982.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-25      | 5.1920%  | N/A     | $14701888.00       | $10839723.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $882353.00         | $827393.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 5.5000%  | N/A     | $1017666.67        | $893446.23         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $550676.83         | $127977.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 2.5000%  | N/A     | $3333333.33        | $268620.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.7220%  | N/A     | $10000000.00       | $9791068.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.0000%  | N/A     | $1842621.33        | $1086799.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $1166666.67        | $1081552.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.1720%  | N/A     | $6250000.00        | $6191552.06        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $1493143.17        | $1074796.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-04-20      | 2.3750%  | N/A     | $1554262.50        | $127180.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.1283%  | N/A     | $4166666.67        | $3967141.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $404809.00         | $428998.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.0000%  | N/A     | $350000.00         | $90465.95          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.0000%  | N/A     | $439361.33         | $405447.80         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 3.0000%  | N/A     | $2071087.67        | $1400267.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | 1.0000%  | N/A     | $500000.00         | $134391.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.0000%  | N/A     | $2110443.67        | $2137842.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 1.0000%  | N/A     | $621002.83         | $361055.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 3.5000%  | N/A     | $673625.33         | $335349.73         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.0000%  | N/A     | $4329371.67        | $4393941.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-01-20      | 3.5000%  | N/A     | $1270833.33        | $233133.95         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.7783%  | N/A     | $4166666.67        | $2575509.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $5007107.33        | $4402842.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 5.5000%  | N/A     | $2166666.67        | $1598628.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.5000%  | N/A     | $5000000.00        | $930549.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.4783%  | N/A     | $3250000.00        | $2917863.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.0000%  | N/A     | $3942762.83        | $3793897.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.0000%  | N/A     | $833704.50         | $707205.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.3720%  | N/A     | $15000000.00       | $14755243.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $1366666.67        | $1129438.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $1581666.67        | $1014620.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 8.3783%  | N/A     | $3333333.33        | $3323862.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-01-25      | 5.5000%  | N/A     | $7252666.67        | $6650722.25        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2042-01-20      | 2.0000%  | N/A     | $86656.00          | $2401.32           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | 5.0000%  | N/A     | $83333.33          | $51836.18          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 5.5000%  | N/A     | $2333333.33        | $1698104.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.3283%  | N/A     | $4166666.67        | $2579408.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-04-16      | 4.0000%  | N/A     | $5412902.33        | $4437379.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.6283%  | N/A     | $8333333.33        | $3387170.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 5.3720%  | N/A     | $11666666.67       | $8848543.35        | Agency Debentures and Agency Strips       |

### Security 32: 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: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3882837.48
- **C.18.a - Value (excl. sponsor support):** $3882837.48
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: 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: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9955455.60
- **C.18.a - Value (excl. sponsor support):** $9955455.60
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: 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: 3130B66Z4, C.4 - ISIN: US3130B66Z48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19999742.80
- **C.18.a - Value (excl. sponsor support):** $19999742.80
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: 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: 0PW007YX6
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 7.7300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Long Rating: AA-; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Moody's Long Rating: Aa3
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2055-05-25      | 6.0000%  | N/A     | $9066503.00        | $9053722.26        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT | 2030-12-25      | 1.2084%  | N/A     | $77000000.00       | $64982387.55       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-09-25      | 3.7506%  | N/A     | $30543199.00       | $28963890.78       | Agency Mortgage-Backed Securities   |

### 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: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999787.00
- **C.18.a - Value (excl. sponsor support):** $4999787.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: 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: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10006971.90
- **C.18.a - Value (excl. sponsor support):** $10006971.90
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long 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 38: 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):** $17020480.75
- **C.18.a - Value (excl. sponsor support):** $17020480.75
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch 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 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: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999869.60
- **C.18.a - Value (excl. sponsor support):** $4999869.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: 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: 0HSB14K40
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 7.7300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: NR; Moody's Short Rating: NR; Fitch Long 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? 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 | 2052-09-01      | 5.0000%  | N/A     | $1954400.00        | $1692620.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $11430464.00       | $8814828.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $2007124.00        | $1645260.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $21755680.00       | $11895291.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.5000%  | N/A     | $1000000.00        | $455835.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.0000%  | N/A     | $1256320.00        | $1022373.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $4098488.00        | $1093119.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $3000000.00        | $760339.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 2.5000%  | N/A     | $442000.00         | $99119.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $11828032.00       | $7016950.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $375000.00         | $45476.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $8134304.00        | $7622194.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $500000.00         | $145476.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.6700%  | N/A     | $10252000.00       | $8392066.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $9014000.00        | $3656743.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $30099326.00       | $26010302.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $89413000.00       | $19427455.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 2.5000%  | N/A     | $69000.00          | $43818.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $2338588.00        | $1988931.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $523999.00         | $49634.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $350000.00         | $159138.20         | Agency Mortgage-Backed Securities |

### 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 coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBN6, C.4 - ISIN: US3133ETBN64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999751.60
- **C.18.a - Value (excl. sponsor support):** $9999751.60
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; 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 coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCV7, C.4 - ISIN: US3133ETCV71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9998119.50
- **C.18.a - Value (excl. sponsor support):** $9998119.50
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: 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: 0CTG15WT8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 7.7300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch Short Rating: F1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2055-11-20      | 6.0000%  | N/A     | $7819512.00        | $4740329.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-02-16      | 2.0000%  | N/A     | $400000.00         | $196277.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-11-16      | 4.7500%  | N/A     | $14533249.00       | $14292667.41       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-16      | 4.5000%  | N/A     | $21729277.00       | $21219906.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.0000%  | N/A     | $21791259.00       | $20469892.18       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $40274600.00       | $39327005.88       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.6383%  | N/A     | $17635.00          | $17364.91          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.3283%  | N/A     | $600552.00         | $596210.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.1283%  | N/A     | $1000.00           | $992.93            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-01-16      | 3.0000%  | N/A     | $1537500.00        | $1623981.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-08-20      | 6.5000%  | N/A     | $111574.00         | $129843.92         | Agency Collateralized Mortgage Obligation |

### Security 44: 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: 0PW007YW8
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 5.7900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Fitch Long Rating: AA-; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $34.21             | $19.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $5.00              | $4.91              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-26      | 0.0000%  | N/A     | $35.00             | $34.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $16562.50          | $13021.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $522450.00         | $497228.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $1566740.00        | $1444576.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $1670880.00        | $1618896.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $138125.00         | $131570.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $452585.00         | $447784.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $1036472.22        | $594018.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $5.00              | $5.12              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $20.00             | $19.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $1192325.00        | $1144828.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $5.00              | $5.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $1120665.00        | $1130698.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $17600.00          | $16989.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 4.3750%  | N/A     | $135990.00         | $128578.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $167125.00         | $172061.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-31      | 5.0000%  | N/A     | $10.00             | $10.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-12      | 0.0000%  | N/A     | $244245.00         | $242124.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $1800.00           | $448.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $2272060.00        | $1597318.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $2965420.00        | $1835784.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $1167075.00        | $1183582.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $49960.00          | $50095.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $2.00              | $1.05              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $990030.00         | $1010633.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $5.00              | $4.67              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $320778.24         | $132128.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $217490.00         | $151007.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $277105.00         | $251672.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $114354.27         | $106866.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $269275.00         | $125682.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $253280.00         | $245933.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-15      | 0.3750%  | N/A     | $834685.00         | $1125845.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $1367475.00        | $1253765.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $5.00              | $6.22              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $4020.00           | $4117.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $5.00              | $5.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $500045.00         | $459425.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $973180.00         | $1004701.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $1996495.00        | $1805421.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $51380.00          | $51910.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $5.00              | $4.98              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-05-31      | 0.2500%  | N/A     | $8205.00           | $8211.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $351530.00         | $260611.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $138124.00         | $113842.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $66822.36          | $17061.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $2000000.00        | $1835551.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-30      | 0.2500%  | N/A     | $5.00              | $4.93              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $5.00              | $3.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $5.00              | $5.03              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $10.00             | $9.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-28      | 0.0000%  | N/A     | $5.00              | $4.89              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $5050.00           | $3805.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $1838395.00        | $1915509.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $2367155.00        | $2415520.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $1411060.00        | $1202088.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-09-09      | 0.0000%  | N/A     | $30300.00          | $29937.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $1540335.00        | $1934485.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $8133100.00        | $8424385.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $1050050.00        | $967950.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $109887.50         | $26483.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 4.2500%  | N/A     | $5.00              | $5.09              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $15.00             | $14.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $1067335.00        | $995819.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $50.00             | $49.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $7098460.00        | $6608873.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $134940.00         | $135539.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $1491980.00        | $1491978.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $5.00              | $5.07              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $50.00             | $42.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $1330735.00        | $1331055.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $1956375.00        | $1815965.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $566785.00         | $321288.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $10.00             | $5.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-07-03      | 0.0000%  | N/A     | $5.00              | $4.98              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $1140825.00        | $1135213.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $1295605.00        | $1312566.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 3.7500%  | N/A     | $30.00             | $30.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $10.00             | $6.17              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $1109660.00        | $1126526.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $73795.00          | $66022.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $5.00              | $4.05              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $12696400.00       | $11053177.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-30      | 0.0000%  | N/A     | $484845.00         | $476224.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $1120095.00        | $1134844.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-09      | 0.0000%  | N/A     | $43450.00          | $42784.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $49150.00          | $50814.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $754430.00         | $1012234.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 3.5000%  | N/A     | $5.00              | $4.46              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $5.00              | $5.04              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 4.5000%  | N/A     | $5.00              | $4.97              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $10.00             | $10.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $1101115.00        | $1128742.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $1061485.00        | $1126678.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $402495.00         | $406169.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $50.00             | $31.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $147715.00         | $37218.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $274917.26         | $94659.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $984225.00         | $996960.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-08-15      | 2.0000%  | N/A     | $456235.00         | $456515.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $5.00              | $3.46              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $973055.00         | $1129699.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $10.00             | $9.21              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $1901495.00        | $1877882.02        | U.S. Treasuries (including strips) |

### 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HV3, C.4 - ISIN: US313313HV39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4977886.10
- **C.18.a - Value (excl. sponsor support):** $4977886.10
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: 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: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7892807.20
- **C.18.a - Value (excl. sponsor support):** $7892807.20
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST IV

**Date:** 2025-06-06

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

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

**Title of Signing Officer:** Treasurer