# EDGAR Filing Document

**Accession Number:** 0001659326
**File Stem:** 0002071691-25-004277
**Filing Date:** 2025-11
**Character Count:** 215917
**Document Hash:** 896fce0af27b3df4d5ed2e695494359d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004277.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0002071691-25-004277

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**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):** 2025-10-31

**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:** 15 days

- **WAL:** 72 days

- **Total Value of Portfolio Securities:** $1829437864.35

- **Amortized Cost of Portfolio Securities:** $1829338853.26

- **Cash:** $540.17

- **Total Other Assets:** $1167489.32

- **Total Liabilities:** $6877725.38

- **Net Assets of Series:** $1823629157.37

- **Number of Shares Outstanding (Series):** 1823658518.9100

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $1754602069.04            | $1913843635.84             | 77.4300%                  | 84.4600%                   |
| 2025-10-02 | $1221683215.39            | $1370878560.09             | 70.9100%                  | 79.5700%                   |
| 2025-10-03 | $1335816427.40            | $1478146547.49             | 72.9900%                  | 80.7700%                   |
| 2025-10-06 | $1503219033.16            | $1649428090.70             | 75.9900%                  | 83.3800%                   |
| 2025-10-07 | $1530554860.79            | $1655774630.65             | 77.1200%                  | 83.4300%                   |
| 2025-10-08 | $1451216753.46            | $1576450779.11             | 76.1700%                  | 82.7400%                   |
| 2025-10-09 | $1570619255.16            | $1715785928.33             | 76.8200%                  | 83.9200%                   |
| 2025-10-10 | $1454572668.52            | $1582533734.16             | 76.1100%                  | 82.8100%                   |
| 2025-10-13 | $1454617992.16            | $1587589857.94             | 76.0900%                  | 83.0400%                   |
| 2025-10-14 | $1230594158.18            | $1363581123.98             | 72.9300%                  | 80.8100%                   |
| 2025-10-15 | $1185644764.90            | $1318646830.77             | 72.1900%                  | 80.2900%                   |
| 2025-10-16 | $1125591070.97            | $1288414684.05             | 71.1300%                  | 81.4200%                   |
| 2025-10-17 | $1154864078.60            | $1317706072.27             | 71.6500%                  | 81.7600%                   |
| 2025-10-20 | $1097506188.52            | $1260403324.00             | 70.6000%                  | 81.0800%                   |
| 2025-10-21 | $1085448494.44            | $1238364010.51             | 70.3700%                  | 80.2800%                   |
| 2025-10-22 | $1308610019.84            | $1451542747.07             | 74.5300%                  | 82.6800%                   |
| 2025-10-23 | $1725891656.93            | $1873805935.60             | 79.4200%                  | 86.2300%                   |
| 2025-10-24 | $1946217425.20            | $2109085796.92             | 80.8100%                  | 87.5700%                   |
| 2025-10-27 | $1914089696.37            | $2086949484.91             | 80.5400%                  | 87.8200%                   |
| 2025-10-28 | $1800043216.42            | $1972922360.55             | 79.5600%                  | 87.2000%                   |
| 2025-10-29 | $1727982467.73            | $1900880967.47             | 78.8900%                  | 86.7800%                   |
| 2025-10-30 | $1539833304.60            | $1712751159.94             | 76.9100%                  | 85.5400%                   |
| 2025-10-31 | $1368823804.36            | $1541761015.28             | 74.7800%                  | 84.2300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.2200%             |
| 2025-10-02 | 4.2100%             |
| 2025-10-03 | 4.2100%             |
| 2025-10-06 | 4.2100%             |
| 2025-10-07 | 4.2000%             |
| 2025-10-08 | 4.1900%             |
| 2025-10-09 | 4.1800%             |
| 2025-10-10 | 4.1800%             |
| 2025-10-13 | 4.1700%             |
| 2025-10-14 | 4.1700%             |
| 2025-10-15 | 4.1800%             |
| 2025-10-16 | 4.2000%             |
| 2025-10-17 | 4.2100%             |
| 2025-10-20 | 4.2200%             |
| 2025-10-21 | 4.2200%             |
| 2025-10-22 | 4.2200%             |
| 2025-10-23 | 4.2100%             |
| 2025-10-24 | 4.2200%             |
| 2025-10-27 | 4.2400%             |
| 2025-10-28 | 4.2500%             |
| 2025-10-29 | 4.2600%             |
| 2025-10-30 | 4.2400%             |
| 2025-10-31 | 4.2300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0001                      |
|  |  |
| 2025-10-02 | 1.0001                      |
|  |  |
| 2025-10-03 | 1.0001                      |
|  |  |
| 2025-10-06 | 1.0000                      |
|  |  |
| 2025-10-07 | 1.0000                      |
|  |  |
| 2025-10-08 | 1.0000                      |
|  |  |
| 2025-10-09 | 1.0000                      |
|  |  |
| 2025-10-10 | 1.0001                      |
|  |  |
| 2025-10-13 | 1.0000                      |
|  |  |
| 2025-10-14 | 1.0001                      |
|  |  |
| 2025-10-15 | 1.0000                      |
|  |  |
| 2025-10-16 | 1.0001                      |
|  |  |
| 2025-10-17 | 1.0001                      |
|  |  |
| 2025-10-20 | 1.0001                      |
|  |  |
| 2025-10-21 | 1.0001                      |
|  |  |
| 2025-10-22 | 1.0000                      |
|  |  |
| 2025-10-23 | 1.0000                      |
|  |  |
| 2025-10-24 | 1.0000                      |
|  |  |
| 2025-10-27 | 1.0000                      |
|  |  |
| 2025-10-28 | 1.0000                      |
|  |  |
| 2025-10-29 | 1.0000                      |
|  |  |
| 2025-10-30 | 1.0000                      |
|  |  |
| 2025-10-31 | 1.0000                      |
|  |  |

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

### Class: Agency SL

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $1823629157.37

- **Number of Shares Outstanding:** 1823658518.9100

- **Expense Reimbursement/Waiver:** 110497.30

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0001          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0001          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0001          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0001          |
|  |  |
| 2025-10-21 | 1.0001          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0000          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $66147399.91              | $373045322.42           |
| 2025-10-02 | $77288268.20              | $612861069.54           |
| 2025-10-03 | $195420605.36             | $88295579.67            |
| 2025-10-06 | $249959153.34             | $102586263.28           |
| 2025-10-07 | $43785894.03              | $37550308.75            |
| 2025-10-08 | $92927327.08              | $172427364.01           |
| 2025-10-09 | $159181318.04             | $20130683.06            |
| 2025-10-10 | $9587789.11               | $143251292.23           |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $195787119.29             | $420397217.96           |
| 2025-10-15 | $59953901.53              | $105147697.22           |
| 2025-10-16 | $76641012.99              | $136825062.10           |
| 2025-10-17 | $107009899.33             | $77861257.24            |
| 2025-10-20 | $30956011.35              | $88689353.38            |
| 2025-10-21 | $37078439.58              | $59308427.77            |
| 2025-10-22 | $288714124.46             | $75669540.49            |
| 2025-10-23 | $480786321.36             | $63645425.95            |
| 2025-10-24 | $302396582.79             | $67316196.24            |
| 2025-10-27 | $39538333.57              | $72314181.68            |
| 2025-10-28 | $162929755.45             | $277249031.91           |
| 2025-10-29 | $24644846.85              | $96998374.73            |
| 2025-10-30 | $67528423.48              | $255870193.03           |
| 2025-10-31 | $20658188.28              | $182586559.94           |

**Total Gross Subscriptions (Month):** $2788920715.38

**Total Gross Redemptions (Month):** $3530026402.60

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.1600%           |
| 2025-10-02 | 4.1500%           |
| 2025-10-03 | 4.1500%           |
| 2025-10-06 | 4.1500%           |
| 2025-10-07 | 4.1400%           |
| 2025-10-08 | 4.1300%           |
| 2025-10-09 | 4.1200%           |
| 2025-10-10 | 4.1200%           |
| 2025-10-13 | 4.1100%           |
| 2025-10-14 | 4.1100%           |
| 2025-10-15 | 4.1200%           |
| 2025-10-16 | 4.1400%           |
| 2025-10-17 | 4.1500%           |
| 2025-10-20 | 4.1600%           |
| 2025-10-21 | 4.1600%           |
| 2025-10-22 | 4.1600%           |
| 2025-10-23 | 4.1500%           |
| 2025-10-24 | 4.1600%           |
| 2025-10-27 | 4.1800%           |
| 2025-10-28 | 4.1900%           |
| 2025-10-29 | 4.2000%           |
| 2025-10-30 | 4.1800%           |
| 2025-10-31 | 4.1700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 20.8600%         | 0.0000%              |
| Non-financial corporation |  | 6.6500%          | 0.0000%              |
| Non-financial corporation |  | 15.2000%         | 0.0000%              |
| Non-financial corporation |  | 5.6900%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: OVU001EE6
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 5.4800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $2772003.00        | $2451108.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $9498378.00        | $7080918.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $7814486.00        | $5913920.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3655943.00        | $3671675.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3299952.00        | $3246560.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | N/A      | N/A     | $80757564.00       | $80452353.01       | Agency Collateralized Mortgage Obligation |

### Security 2: 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: 0QK011GB7
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 8.2300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $8300421.30        | $8031441.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-25      | N/A      | N/A     | $2901584.10        | $515436.34         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $626.40            | $14.32             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $330000.00         | $320631.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $348.30            | $348.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $2699.40           | $2104.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | N/A      | N/A     | $1388.70           | $47.69             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-11-25      | N/A      | N/A     | $22500.00          | $22295.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1719901.50        | $1667020.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-15      | N/A      | N/A     | $318.00            | $234.58            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $3299.70           | $2599.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-01      | N/A      | N/A     | $370.50            | $0.04              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $641.40            | $0.32              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1798.80           | $1501.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $9600.00           | $2417.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $7200.00           | $4960.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $300.00            | $257.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $2700.00           | $1969.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $27606.90          | $28041.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $2100.00           | $1639.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | N/A      | N/A     | $16910.40          | $3.21              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1800.00           | $1739.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $302.40            | $300.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | N/A      | N/A     | $4961.40           | $17.69             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $16470.00          | $12150.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $2832.00           | $2257.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $3000.00           | $2357.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $40085.40          | $41426.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $855.00            | $151.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $2165485.80        | $2026362.10        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1979058.30        | $1682717.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1800.00           | $1820.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1800.90           | $1765.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $36300.00          | $26179.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $7968070.50        | $6989319.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $771.60            | $49.68             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $3600.00           | $3387.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1632052.80        | $1589898.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $648853.20         | $372433.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | N/A      | N/A     | $1068.60           | $14.83             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $11543.10          | $7409.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $300.00            | $4.79              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $33563.40          | $33935.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $18634.80          | $14847.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $8030958.00        | $5194568.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $3948713.40        | $3581037.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-15      | N/A      | N/A     | $206785.20         | $172406.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $3000.00           | $2333.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $1538.40           | $12.37             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $310500.00         | $216110.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-01      | N/A      | N/A     | $1449.00           | $0.28              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1651.50           | $1655.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $21345.00          | $21803.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $1229700.00        | $20395.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $20417.10          | $19654.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | N/A      | N/A     | $391.20            | $0.04              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | N/A      | N/A     | $2077228.20        | $1972261.65        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $307.20            | $292.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $305.40            | $304.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1584577.20        | $1278523.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $2700.00           | $1920.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | N/A      | N/A     | $717.90            | $11.56             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $300.00            | $208.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | N/A      | N/A     | $2525.70           | $17.43             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $36646.80          | $4575.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-15      | N/A      | N/A     | $1434.90           | $611.32            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $4800.00           | $3303.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $300000.00         | $221762.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $300.00            | $260.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $1648977.90        | $326818.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $6615.30           | $5291.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $3600.00           | $2761.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $6519265.20        | $6441946.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $9040812.60        | $6794027.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | N/A      | N/A     | $40554.00          | $39114.20          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $527680.20         | $549269.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | N/A      | N/A     | $308.10            | $2.71              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-15      | N/A      | N/A     | $311.10            | $194.39            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-11-25      | N/A      | N/A     | $680.10            | $86.22             | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $59652.30          | $9940.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $10398567.90       | $5921169.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $300.00            | $308.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $38100.00          | $33153.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $1642.20           | $182.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $300.00            | $199.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $306.00            | $281.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $453.30            | $0.47              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $31398.60          | $44.33             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $6600.00           | $2881.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $5698.20           | $4177.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $305.10            | $40.91             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-15      | N/A      | N/A     | $176682.00         | $145930.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $2043.90           | $9.26              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-25      | N/A      | N/A     | $269942.40         | $168909.01         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $241726.20         | $236463.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $2400.00           | $1783.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $70323.90          | $71736.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $300.30            | $67.24             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $300.00            | $277.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $300.00            | $274.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $455400.00         | $296721.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $57136.80          | $0.03              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2999.70           | $2817.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-25      | N/A      | N/A     | $44582.40          | $45764.44          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $504379.20         | $487620.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $13594880.70       | $13596189.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2926442.10        | $2938313.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $2049121.80        | $1681617.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-25      | N/A      | N/A     | $1493515.50        | $1049247.53        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $4979.40           | $296.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $300.00            | $165.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $429.00            | $21.33             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $12213589.80       | $12382606.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $3537100.50        | $2984262.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2400.00           | $2177.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $3000.00           | $3010.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $303.00            | $1.75              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1292374.80        | $1304259.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1800.00           | $1733.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1800.00           | $1863.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $312.00            | $285.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5451147.00        | $5377046.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $302.40            | $286.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $112618.20         | $83785.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $725694.90         | $656585.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1482.60           | $1129.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $3300.00           | $2058.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $70432.80          | $65926.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1954576.80        | $2066913.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $2400.00           | $2266.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $300.00            | $242.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $1800.00           | $1584.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $3000.00           | $1687.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $300.00            | $73.47             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $306090.00         | $320368.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $325505.40         | $340067.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $1326.90           | $0.54              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $302.40            | $53.78             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $10207813.20       | $8174634.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $15125.40          | $14499.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-25      | N/A      | N/A     | $300.00            | $291.90            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $600.00            | $314.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $47700.00          | $30446.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $5427.30           | $14.40             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $4798.20           | $2895.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $300.30            | $82.40             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $328.80            | $344.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $269230.80         | $273599.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $1230010.80        | $1141752.26        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $524664.30         | $405280.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $632430.60         | $554025.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $807570.60         | $625105.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $600.00            | $513.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $6000.00           | $5165.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | N/A      | N/A     | $360000.00         | $198991.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $300.00            | $232.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $4174.80           | $4213.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $14309.70          | $14008.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $4800.00           | $3197.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $2967262.80        | $2324882.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $12000.00          | $9779.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $4883124.60        | $896887.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $600.00            | $613.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $300.00            | $49.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $24214.80          | $24223.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $329.10            | $0.14              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $300.00            | $265.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-25      | N/A      | N/A     | $367.50            | $21.03             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $336.00            | $305.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2553.30           | $2654.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $802500.00         | $10920.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $9094.20           | $9262.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-25      | N/A      | N/A     | $550.20            | $118.09            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $2045.40           | $55.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $307.20            | $246.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $303.60            | $291.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $41640.00          | $26243.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-05-01      | N/A      | N/A     | $1121.70           | $0.06              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $32391788.10       | $270677.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $307.20            | $320.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1446413.70        | $1463565.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $3300.00           | $2196.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $208078.80         | $6100.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $107191.20         | $109102.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-25      | N/A      | N/A     | $248367.00         | $241729.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-06-25      | N/A      | N/A     | $113088.90         | $88081.07          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $307.20            | $313.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $891167.70         | $72643.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $300.00            | $217.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2394.60           | $2418.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $2658551.10        | $1717700.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $186581.70         | $147474.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $300.00            | $188.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $182778.00         | $8690.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1999500.00        | $1485202.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $3900.00           | $2596.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $890001.00         | $901359.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $7507.50           | $7506.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $308.10            | $1.30              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $1632.00           | $369.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $495.60            | $12.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $5397.00           | $1438.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1364511.90        | $1412804.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $3000.00           | $2099.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | N/A      | N/A     | $18600.00          | $16054.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $4736.70           | $4333.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3000.00           | $2628.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $6002338.20        | $79687.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $300.00            | $129.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | N/A      | N/A     | $646.80            | $586.04            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $3978210.00        | $28201.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $271500.00         | $49412.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-25      | N/A      | N/A     | $494.10            | $122.63            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $6600.00           | $2692.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $3300.00           | $2202.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $44161.80          | $43496.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $862.20            | $567.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $379500.00         | $44777.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $12000.00          | $12376.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $300.30            | $222.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $2498.70           | $19.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $2013.60           | $7.31              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $10500.00          | $1626.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $600.30            | $138.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $61254.00          | $6442.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $6542175.30        | $6733956.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $48350.40          | $40045.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2164.80           | $1840.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $9000.00           | $4568.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $3899.70           | $3299.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $300.00            | $210.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $766339.50         | $470240.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $28500.00          | $25568.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $409.20            | $326.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $300.60            | $179.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-25      | N/A      | N/A     | $329373.30         | $151896.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $3932.40           | $4205.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $12000.00          | $6643.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $3408.00           | $2180.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $3729.00           | $1761.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $2233.20           | $209.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $823.20            | $51.67             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-25      | N/A      | N/A     | $835575.00         | $83959.41          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $300.00            | $245.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $3897.90           | $3087.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $320361.00         | $344702.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $528879.00         | $409817.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $3659.70           | $3455.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $301.50            | $242.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $609438.00         | $480585.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $199593.90         | $23589.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $2099.70           | $1902.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $528.90            | $508.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $1880594.40        | $1023772.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $651900.00         | $403956.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $390.60            | $303.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $4246473.60        | $4201091.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $3900.00           | $2603.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $233794.50         | $174611.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1159286.40        | $1113888.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $2221.80           | $74.33             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $44715.00          | $212.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $300.00            | $315.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $2400.00           | $1571.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $3000.00           | $2761.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $307.20            | $162.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $10952928.00       | $8664540.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $349248.90         | $367116.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1713.30           | $1545.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $307.20            | $321.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $4500.30           | $3921.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $1383680.40        | $1270562.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $879806.70         | $2862.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $410936.70         | $256629.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $5099.70           | $1728.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $416551.80         | $247085.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $307.20            | $314.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $318.30            | $52.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $179026.20         | $184439.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1298697.30        | $824617.74         | Agency Mortgage-Backed Securities         |

### Security 3: 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: 0SB006D83
- **C.18 - Value (incl. sponsor support):** $30920000.00
- **C.18.a - Value (excl. sponsor support):** $30920000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $824532.30         | $846048.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $3434676.05        | $2980851.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1342958.67        | $1204562.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $72399.22          | $53897.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $25839.47          | $26828.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $180905.71         | $189091.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $22382.41          | $18138.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $559216.32         | $587849.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $72.13             | $66.44             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $398.19            | $398.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $11317.40          | $11797.81          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $257666.67         | $57890.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $133.99            | $103.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $12364.89          | $12878.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $11890.72          | $12197.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $191473.79         | $137848.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $46351.76          | $43760.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1039119.12        | $1039500.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $7214.67           | $759.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $14882.76          | $1572.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $25890.26          | $25935.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $404.52            | $34.12             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | N/A      | N/A     | $1442.93           | $1320.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $3701049.13        | $1143055.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $23776.04          | $15714.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $24542.23          | $24638.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1030.67           | $1008.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $2486.26           | $2199.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $226000.30         | $240929.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $2061.33           | $1737.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $18779.04          | $18753.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $30.80             | $2.74              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $85414.56          | $86270.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $13510.80          | $13327.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $11832.05          | $7642.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $346494.63         | $213531.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $43651.29          | $38492.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $3463061.11        | $3517338.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $392241.72         | $62922.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $376659.36         | $273126.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5774.85           | $5707.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $91688.11          | $70367.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $6647.12           | $5030.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $595653.19         | $582947.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $41.23             | $39.43             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $320004.48         | $279874.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $3092.00           | $2539.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $198918.67         | $159897.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1339.87           | $983.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $517598.49         | $541894.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $62028.82          | $62717.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $10710.65          | $7424.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $164.91            | $129.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2319168.20        | $2260081.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $7729.98           | $2872.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $24412.12          | $24805.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1581676.57        | $1641081.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $446381.90         | $433150.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $35042.67          | $16801.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $54821.16          | $1067.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $54271.52          | $55358.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $13944.92          | $2820.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $768061.38         | $781477.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $172451.15         | $128040.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $27207.46          | $26827.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $2061333.33        | $76206.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $74526.85          | $73316.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $3091.95           | $459.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $12045.24          | $12223.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $10389.33          | $10875.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $41877.47          | $42065.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $21230.70          | $21196.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $99389.74          | $102477.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $2495.58           | $1758.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $1340.55           | $424.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $4782.29           | $4369.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $133468.37         | $135598.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $102989.82         | $47937.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $18219.36          | $14066.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $1030.67           | $590.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $490439.02         | $504914.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $19716.65          | $14921.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $559431.85         | $542447.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $11538.66          | $11344.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $140338.21         | $139328.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $43747.99          | $24042.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $888.84            | $926.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $415010.71         | $397315.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2061-03-01      | N/A      | N/A     | $257666.67         | $136212.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $19531.13          | $15185.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $11170.14          | $7993.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $136722.14         | $111006.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $20513.61          | $16928.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $926925.86         | $832825.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $1485363.16        | $72176.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $8641.16           | $5404.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $780214.67         | $630061.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $25189.49          | $4974.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $16414.97          | $13627.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $360.73            | $254.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $37104.00          | $259.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $4122.67           | $3466.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $91859.77          | $63220.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $93075.47          | $92605.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $6761.17           | $40.10             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $133986.67         | $49635.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $34300.01          | $6868.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $8193.80           | $5180.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $312.61            | $212.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $199269.09         | $193619.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $4613930.22        | $2407276.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $9172.64           | $8622.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $2927971.96        | $129933.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $1030824.98        | $175772.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $28645.69          | $18757.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $343066.55         | $236366.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $123.68            | $70.52             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1236232.72        | $604606.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $15689.16          | $263.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $90065.92          | $71556.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $463800.00         | $228686.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $3964.46           | $3945.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $41679.58          | $19748.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $130210.72         | $137006.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $681682.93         | $517986.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $10977.14          | $8779.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $122844.91         | $127241.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $4975.87           | $258.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $2321271.09        | $79836.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $11900.20          | $9212.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $514405.73         | $321642.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1013.12           | $993.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1546.00           | $1328.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $28184.36          | $15289.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $9714.79           | $6908.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $129755.99         | $127854.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $5153.33           | $4933.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $36133.52          | $37480.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $2599.99           | $2657.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $161496.73         | $99018.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $22406.69          | $18609.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $2785.90           | $1761.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $2090.43           | $10.86             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $50082.48          | $32053.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-09-15      | N/A      | N/A     | $10.31             | $5.18              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-06-20      | N/A      | N/A     | $5920.40           | $406.51            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $5924.28           | $3919.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $10.31             | $6.43              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $21445.08          | $22472.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $13633.89          | $14265.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $166247.56         | $160307.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $21.11             | $11.56             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $18897.60          | $19802.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-04-15      | N/A      | N/A     | $10.31             | $2.72              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $30.92             | $6.06              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $79648.68          | $44627.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $24463.45          | $24715.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $7647.45           | $1975.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $10.55             | $3.94              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $10.31             | $9.70              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $20.62             | $4.02              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $38668.96          | $39509.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $31.66             | $22.85             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-09-20      | N/A      | N/A     | $13529.64          | $13996.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $7433.45           | $579.29            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $10.39             | $10.85             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-03-15      | N/A      | N/A     | $20264.04          | $719.65            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $1102.82           | $803.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $394157.28         | $269028.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $10.31             | $8.97              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $10.31             | $8.31              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-01-15      | N/A      | N/A     | $3759.46           | $2637.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $7214.67           | $2261.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2062-08-20      | N/A      | N/A     | $10.31             | $4.50              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $10223.44          | $790.78            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $15035.26          | $15904.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $61.85             | $41.72             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5536.07           | $5718.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $20.61             | $15.05             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $20289.97          | $16782.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $27014.93          | $27824.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2518.01           | $2591.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $17359.35          | $17905.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $21589.83          | $22586.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $10.33             | $11.03             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $10.31             | $5.79              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-04-15      | N/A      | N/A     | $22777.49          | $1747.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $521511.40         | $526564.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $10.55             | $2.14              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $10.31             | $5.56              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $10.31             | $7.41              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $2403.22           | $1573.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-15      | N/A      | N/A     | $2813.72           | $996.01            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $6679.44           | $7022.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $147804.20         | $152483.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $10.31             | $1.61              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $21848.61          | $22239.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $3092.00           | $2203.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $10.31             | $8.35              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $22847.78          | $23591.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $133.99            | $132.86            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3726.00           | $3870.53           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-03-15      | N/A      | N/A     | $20.93             | $18.29             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $1025.24           | $17.66             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $13398.67          | $830.20            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $51.53             | $45.89             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $20.70             | $16.11             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $2093.97           | $1320.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $3229.56           | $3279.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $21.05             | $1.63              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $10.55             | $7.34              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $10.31             | $1.93              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $15000.10          | $13949.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $10.31             | $10.55             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-15      | N/A      | N/A     | $1690.29           | $876.18            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $11825.48          | $12440.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $10779.56          | $7140.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $10.55             | $3.99              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $21.74             | $13.52             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1001.14           | $1046.33           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $928.36            | $337.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $42002.63          | $43194.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $21258.57          | $21947.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $10.31             | $1.28              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $20.61             | $4.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $3045.59           | $696.28            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $18205.20          | $18946.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $13085.51          | $10116.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $21514.80          | $22369.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $10.55             | $7.85              | Agency Mortgage-Backed Securities |

### Security 4: 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: 0SI003EH2
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $100.00            | $103.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $100.00            | $107.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $100.00            | $97.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $1006600.00        | $2158181.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $8500.00           | $10191.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $200.00            | $174.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $100.00            | $131.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $37200.00          | $37625.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $900.00            | $828.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $200.00            | $201.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $317300.00         | $336709.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | N/A      | N/A     | $9339900.00        | $9418411.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $9122800.00        | $10284993.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | N/A      | N/A     | $100.00            | $106.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $200.00            | $205.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $100.00            | $94.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $100.00            | $102.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $100.00            | $104.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $271300.00         | $270943.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $200.00            | $206.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | N/A      | N/A     | $200.00            | $208.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | N/A      | N/A     | $200.00            | $212.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $200.00            | $256.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $100.00            | $75.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $63300.00          | $61111.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $786600.00         | $1236475.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $100.00            | $105.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | N/A      | N/A     | $100.00            | $103.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $500.00            | $503.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $6701400.00        | $4339950.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $2547800.00        | $1910526.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $200.00            | $219.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $300.00            | $304.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $200.00            | $211.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $100.00            | $103.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $14735700.00       | $15888405.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | N/A      | N/A     | $934500.00         | $1003205.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | N/A      | N/A     | $200.00            | $239.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | N/A      | N/A     | $100.00            | $103.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $100.00            | $103.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $1329100.00        | $1390731.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | N/A      | N/A     | $153200.00         | $154957.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $2951400.00        | $2509656.34        | U.S. Treasuries (including strips) |

### Security 5: 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: 0CTG16DO8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 5.4800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $2007400.00        | $1960870.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $39000.00          | $38435.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $99383800.00       | $99999886.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $700.00            | $709.61            | U.S. Treasuries (including strips) |

### Security 6: 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: 0PW008FH0
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 8.2300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $7.32              | $6.84              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $0.70              | $0.67              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | N/A      | N/A     | $14663.41          | $14562.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $54307.32          | $48159.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $7.32              | $7.53              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $14.63             | $14.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $0.37              | $0.15              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $80.49             | $81.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $1382487.80        | $697252.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $5268.29           | $4887.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $4555595.12        | $2341566.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $755385.37         | $514211.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $445653.66         | $452998.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $73.17             | $68.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $24936.59          | $6570.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $58.54             | $51.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-15      | N/A      | N/A     | $9918365.85        | $10150910.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $95.12             | $42.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $7.32              | $7.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $7.32              | $6.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $73.17             | $72.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $57219.51          | $36554.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $269107.32         | $270739.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $0.55              | $0.43              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $70829.27          | $73117.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $350787.80         | $344134.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $14.63             | $13.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $11780.49          | $11790.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $51.22             | $48.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $537512.20         | $501525.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $7.32              | $7.63              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $1661202.44        | $1668931.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $137941.46         | $137356.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $458743.90         | $467716.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $21.95             | $21.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $3662780.49        | $3456924.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $7.32              | $7.25              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | N/A      | N/A     | $731707.32         | $747024.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $131.71            | $125.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $278890.24         | $288133.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $228190.24         | $216147.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $207633.38         | $154705.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $261651.22         | $269937.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $3.65              | $0.99              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | N/A      | N/A     | $7.32              | $7.54              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-09-30      | N/A      | N/A     | $11839.02          | $11865.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $4296336.59        | $4028785.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | N/A      | N/A     | $420131.71         | $854474.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $140926.83         | $140264.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $4178.05           | $4285.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $7.32              | $7.54              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $103148.78         | $90151.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $351.22            | $379.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $1193334.15        | $1234391.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $7317065.98        | $4464976.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $226320.30         | $123785.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | N/A      | N/A     | $709.76            | $621.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $128487.80         | $127437.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $73.17             | $74.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $724.39            | $696.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $7.32              | $7.62              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $5.49              | $1.73              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $454814.63         | $457680.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $107107.32         | $101172.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | N/A      | N/A     | $376631.71         | $384650.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $2092704.88        | $2119033.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $6267191.69        | $3573897.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $21.95             | $21.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $73170.73          | $56413.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $14.63             | $15.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $7.32              | $7.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $34000.10          | $23569.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $1320848.78        | $1344640.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $1756031.71        | $1815462.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $87.80             | $89.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $14.63             | $14.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $13719717.07       | $13739061.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $43.90             | $41.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $7.32              | $7.34              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $8396926.83        | $8506981.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $7.32              | $7.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $14.63             | $12.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $5150451.22        | $5133613.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $7.32              | $7.47              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $3668231.71        | $3726827.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $10858.54          | $9639.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $1829268.29        | $1802921.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $6647743.90        | $6867323.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $182926.83         | $120516.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $497458.54         | $488173.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $7.32              | $7.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | N/A      | N/A     | $17582860.98       | $17683957.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $1635973.17        | $1641764.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $7.32              | $7.45              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $0.61              | $0.45              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $7.32              | $7.42              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $468.29            | $501.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $147439.02         | $38384.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $14.63             | $14.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | N/A      | N/A     | $29.27             | $31.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $73.17             | $74.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $7317073.17        | $4347146.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | N/A      | N/A     | $3285.37           | $3365.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $762285.37         | $746375.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $11445109.76       | $11976411.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | N/A      | N/A     | $7.32              | $8.76              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $138219.51         | $142760.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $52046.34          | $52292.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $292719.51         | $300371.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $365897.56         | $372628.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | N/A      | N/A     | $29.27             | $29.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $7.32              | $7.39              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $241441.46         | $252770.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $7.32              | $2.44              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $29.27             | $29.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $2598892.68        | $2690451.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | N/A      | N/A     | $4375843.90        | $4463280.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $7.32              | $7.16              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | N/A      | N/A     | $252570.73         | $264528.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $29.27             | $28.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $51600.00          | $51480.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $4901853.66        | $5096795.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $117600.00         | $118117.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $3589320.20        | $1991864.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $43.90             | $41.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $123329.27         | $64317.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $14.63             | $19.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $3933241.46        | $3407519.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $21.95             | $17.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $3129724.39        | $4939764.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | N/A      | N/A     | $7.32              | $7.56              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | N/A      | N/A     | $87.80             | $90.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $29.27             | $28.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $20963.41          | $34403.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $506239.02         | $369568.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $1134051.22        | $1066407.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $1829260.98        | $1857271.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | N/A      | N/A     | $916039.02         | $930924.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $2597268.29        | $2683304.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | N/A      | N/A     | $1063441.46        | $1106189.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $105550.75         | $74120.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | N/A      | N/A     | $7.32              | $7.41              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $7.32              | $7.49              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $21.95             | $22.65             | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. 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: 0PW008FI8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 5.4800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $1000.00           | $118.44            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $200.00            | $204.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | N/A      | N/A     | $639900.00         | $752232.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $92356400.00       | $101247396.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $100.00            | $68.07             | U.S. Treasuries (including strips) |

### Security 8: 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: 313313PD4, C.4 - ISIN: US313313PD49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19974266.60
- **C.18.a - Value (excl. sponsor support):** $19974266.60
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWL7, C.4 - ISIN: US3133ETWL79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999614.40
- **C.18.a - Value (excl. sponsor support):** $9999614.40
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQP9, C.4 - ISIN: US3133ERQP91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10002863.20
- **C.18.a - Value (excl. sponsor support):** $10002863.20
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: 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: 313313QB7, C.4 - ISIN: US313313QB73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9964111.10
- **C.18.a - Value (excl. sponsor support):** $9964111.10
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TW8, C.4 - ISIN: US313313TW83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9870312.50
- **C.18.a - Value (excl. sponsor support):** $9870312.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313PK8, C.4 - ISIN: US313313PK81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9980700.00
- **C.18.a - Value (excl. sponsor support):** $9980700.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBC4, C.4 - ISIN: US3133ERBC44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000756.80
- **C.18.a - Value (excl. sponsor support):** $5000756.80
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: 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: 313313TN8, C.4 - ISIN: US313313TN84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9877312.50
- **C.18.a - Value (excl. sponsor support):** $9877312.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: 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: 3133ETPE1, C.4 - ISIN: US3133ETPE10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999644.10
- **C.18.a - Value (excl. sponsor support):** $9999644.10
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: 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: 313313TQ1, C.4 - ISIN: US313313TQ16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4937607.65
- **C.18.a - Value (excl. sponsor support):** $4937607.65
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: 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: 313313QZ4, C.4 - ISIN: US313313QZ42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9940888.90
- **C.18.a - Value (excl. sponsor support):** $9940888.90
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SJ8, C.4 - ISIN: US313313SJ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14858712.45
- **C.18.a - Value (excl. sponsor support):** $14858712.45
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999317.45
- **C.18.a - Value (excl. sponsor support):** $4999317.45
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QV3, C.4 - ISIN: US313313QV38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4972555.55
- **C.18.a - Value (excl. sponsor support):** $4972555.55
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-22
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUH8, C.4 - ISIN: US3133ETUH85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10001356.50
- **C.18.a - Value (excl. sponsor support):** $10001356.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ETZZ3, C.4 - ISIN: US3133ETZZ39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999809.25
- **C.18.a - Value (excl. sponsor support):** $4999809.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5002334.10
- **C.18.a - Value (excl. sponsor support):** $5002334.10
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQJ9, C.4 - ISIN: US3133ETQJ97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999827.10
- **C.18.a - Value (excl. sponsor support):** $9999827.10
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ETCV7, C.4 - ISIN: US3133ETCV71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999923.80
- **C.18.a - Value (excl. sponsor support):** $9999923.80
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000140.65
- **C.18.a - Value (excl. sponsor support):** $5000140.65
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: 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):** $5003563.05
- **C.18.a - Value (excl. sponsor support):** $5003563.05
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5003749.30
- **C.18.a - Value (excl. sponsor support):** $5003749.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1500702.69
- **C.18.a - Value (excl. sponsor support):** $1500702.69
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRN9, C.4 - ISIN: US3133ETRN90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10000861.10
- **C.18.a - Value (excl. sponsor support):** $10000861.10
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: 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: 313313NY0, C.4 - ISIN: US313313NY04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9992494.40
- **C.18.a - Value (excl. sponsor support):** $9992494.40
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: 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: 313313QN1, C.4 - ISIN: US313313QN12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29857500.00
- **C.18.a - Value (excl. sponsor support):** $29857500.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETM87, C.4 - ISIN: US3133ETM875, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999563.10
- **C.18.a - Value (excl. sponsor support):** $9999563.10
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-29
- **C.13 - Final Legal Maturity Date:** 2027-04-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999881.05
- **C.18.a - Value (excl. sponsor support):** $4999881.05
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: 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: 313313PL6, C.4 - ISIN: US313313PL64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19959255.60
- **C.18.a - Value (excl. sponsor support):** $19959255.60
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBN6, C.4 - ISIN: US3133ETBN64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10000030.00
- **C.18.a - Value (excl. sponsor support):** $10000030.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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: 313313QH4, C.4 - ISIN: US313313QH44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4978888.90
- **C.18.a - Value (excl. sponsor support):** $4978888.90
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 3133ETJC2, C.4 - ISIN: US3133ETJC28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999724.20
- **C.18.a - Value (excl. sponsor support):** $9999724.20
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: 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: 313313SD1, C.4 - ISIN: US313313SD12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9911100.00
- **C.18.a - Value (excl. sponsor support):** $9911100.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ETVR5, C.4 - ISIN: US3133ETVR58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999311.30
- **C.18.a - Value (excl. sponsor support):** $9999311.30
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NV6, C.4 - ISIN: US313313NV64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14993566.65
- **C.18.a - Value (excl. sponsor support):** $14993566.65
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313RP5, C.4 - ISIN: US313313RP50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9925916.70
- **C.18.a - Value (excl. sponsor support):** $9925916.70
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: 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):** $5006736.40
- **C.18.a - Value (excl. sponsor support):** $5006736.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: 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):** $10002193.30
- **C.18.a - Value (excl. sponsor support):** $10002193.30
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: 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):** $9999332.80
- **C.18.a - Value (excl. sponsor support):** $9999332.80
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QC3, C.4 - ISIN: US313385QC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13410272.84
- **C.18.a - Value (excl. sponsor support):** $13410272.84
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PZ3, C.4 - ISIN: US313385PZ38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14949333.30
- **C.18.a - Value (excl. sponsor support):** $14949333.30
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UD6, C.4 - ISIN: US313385UD60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14794575.00
- **C.18.a - Value (excl. sponsor support):** $14794575.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9903691.70
- **C.18.a - Value (excl. sponsor support):** $9903691.70
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: 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):** $5003566.95
- **C.18.a - Value (excl. sponsor support):** $5003566.95
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PY6, C.4 - ISIN: US313385PY62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9967277.80
- **C.18.a - Value (excl. sponsor support):** $9967277.80
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: 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):** $10002953.40
- **C.18.a - Value (excl. sponsor support):** $10002953.40
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: 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):** $8006355.52
- **C.18.a - Value (excl. sponsor support):** $8006355.52
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: 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):** $4002662.40
- **C.18.a - Value (excl. sponsor support):** $4002662.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: 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: OSA005C81
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 8.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $85332800.00       | $86869914.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $29557400.00       | $27623475.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $38202000.00       | $38506691.89       | U.S. Treasuries (including strips) |

### Security 57: 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: 0HSB14PZ6
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 5.4800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $4375128.00        | $1527269.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $5732000.00        | $4757984.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1097940.00        | $1057242.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $101950000.00      | $77323059.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $344138.00         | $248320.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $949000.00         | $281748.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1110000.00        | $870313.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1210456.00        | $1046573.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $2850000.00        | $654763.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $3826040.00        | $3186431.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2504667.00        | $2448068.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $10174998.00       | $7582830.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1136586.00        | $1050754.50        | Agency Mortgage-Backed Securities |

### Security 58: 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: 0QZ003F45
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 5.4800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $50222828.00       | $47609254.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $79239250.00       | $54426105.40       | Agency Mortgage-Backed Securities |

### Security 59: 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: 0QG004UE5
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 8.2300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $8571428.57        | $8567437.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $10714285.71       | $10566442.22       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2795485.07        | $2895646.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $8617714.29        | $8928629.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $21428571.43       | $10703760.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $4036065.00        | $4053642.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $10714285.71       | $8381171.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $21428571.43       | $10348820.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $21428571.43       | $10776344.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $21428571.43       | $9782222.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $11171442.86       | $11210786.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $712268.79         | $710278.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $9385948.93        | $8563779.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $21428571.43       | $8074133.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $8211540.64        | $8243514.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $5917799.36        | $2229401.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $10188310.07       | $10225576.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $21428571.43       | $9733536.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $10714285.71       | $10558435.71       | Agency Collateralized Mortgage Obligation |

### Security 60: 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):** $14994354.45
- **C.18.a - Value (excl. sponsor support):** $14994354.45
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: 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):** $8001294.08
- **C.18.a - Value (excl. sponsor support):** $8001294.08
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: 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):** $16999803.14
- **C.18.a - Value (excl. sponsor support):** $16999803.14
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10000343.00
- **C.18.a - Value (excl. sponsor support):** $10000343.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: 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):** $4903626.65
- **C.18.a - Value (excl. sponsor support):** $4903626.65
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: 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):** $9988806.70
- **C.18.a - Value (excl. sponsor support):** $9988806.70
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: 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: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4971272.35
- **C.18.a - Value (excl. sponsor support):** $4971272.35
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2900804.61
- **C.18.a - Value (excl. sponsor support):** $2900804.61
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1949179.68
- **C.18.a - Value (excl. sponsor support):** $1949179.68
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: 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: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9926781.20
- **C.18.a - Value (excl. sponsor support):** $9926781.20
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: 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):** $4915568.45
- **C.18.a - Value (excl. sponsor support):** $4915568.45
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: 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):** $8975826.54
- **C.18.a - Value (excl. sponsor support):** $8975826.54
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: 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: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4983325.65
- **C.18.a - Value (excl. sponsor support):** $4983325.65
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: 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: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9990400.00
- **C.18.a - Value (excl. sponsor support):** $9990400.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19993440.20
- **C.18.a - Value (excl. sponsor support):** $19993440.20
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: 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: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9935820.80
- **C.18.a - Value (excl. sponsor support):** $9935820.80
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: 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: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19903425.00
- **C.18.a - Value (excl. sponsor support):** $19903425.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: 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: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4922539.60
- **C.18.a - Value (excl. sponsor support):** $4922539.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: 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: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9865875.80
- **C.18.a - Value (excl. sponsor support):** $9865875.80
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: 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: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4961780.20
- **C.18.a - Value (excl. sponsor support):** $4961780.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: 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: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4876482.20
- **C.18.a - Value (excl. sponsor support):** $4876482.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST IV

**Date:** 2025-11-07

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

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

**Title of Signing Officer:** Treasurer