# EDGAR Filing Document

**Accession Number:** 0001659326
**File Stem:** 0002071691-25-002469
**Filing Date:** 2025-10
**Character Count:** 212895
**Document Hash:** acf9ee603eb57d990f8b6dd756612241
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-002469.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0002071691-25-002469

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**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):** 2025-09-30

**Registrant Full Name:** JPMORGAN TRUST IV

**CIK Number of Registrant:** 0001659326

**LEI of Registrant:** 549300OTMPZX852VDL37

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

**LEI of Series:** 5493002FD4HXUJXMRO62

**EDGAR Series Identifier:** S000063113

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

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

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

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

### Service Providers
| Role                          | Details                                                    | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | J.P. Morgan Investment Management Inc.                     | 801-21011         |
| Independent Public Accountant | PricewaterhouseCoopers, LLP<br>City: New York<br>State: NY |  |
| Administrator                 | J.P. Morgan Investment Management Inc.                     |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000027048                         | 084-00448         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 14 days

- **WAL:** 53 days

- **Total Value of Portfolio Securities:** $2577412160.13

- **Amortized Cost of Portfolio Securities:** $2577298157.62

- **Cash:** $778.63

- **Total Other Assets:** $1976005.68

- **Total Liabilities:** $14527425.22

- **Net Assets of Series:** $2564747516.71

- **Number of Shares Outstanding (Series):** 2564764206.1300

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $1307686118.99            | $1396856748.48             | 79.9300%                  | 85.3800%                   |
| 2025-09-03 | $1353526676.29            | $1442707833.73             | 80.4700%                  | 85.7800%                   |
| 2025-09-04 | $1487314374.78            | $1576506060.14             | 81.9100%                  | 86.8200%                   |
| 2025-09-05 | $1418251219.04            | $1553288360.01             | 79.3400%                  | 86.8900%                   |
| 2025-09-08 | $1298603400.23            | $1443613649.58             | 75.9000%                  | 84.3800%                   |
| 2025-09-09 | $1230035317.49            | $1365062638.81             | 75.3500%                  | 83.6200%                   |
| 2025-09-10 | $1235241382.68            | $1370284589.84             | 74.9800%                  | 83.1700%                   |
| 2025-09-11 | $1196004846.98            | $1348229000.42             | 73.5800%                  | 82.9400%                   |
| 2025-09-12 | $1426400133.15            | $1585509715.25             | 76.5700%                  | 85.1100%                   |
| 2025-09-15 | $1582866849.47            | $1742030771.82             | 78.3800%                  | 86.2600%                   |
| 2025-09-16 | $1466990758.99            | $1626173316.14             | 76.6700%                  | 84.9800%                   |
| 2025-09-17 | $1362277169.71            | $1511478361.68             | 74.7000%                  | 82.8800%                   |
| 2025-09-18 | $1293585759.22            | $1442804399.88             | 73.7100%                  | 82.2100%                   |
| 2025-09-19 | $1329142047.37            | $1478378136.73             | 74.2300%                  | 82.5600%                   |
| 2025-09-22 | $1212473345.17            | $1366694488.96             | 72.6400%                  | 81.8800%                   |
| 2025-09-23 | $1227864289.63            | $1382103469.61             | 72.6800%                  | 81.8000%                   |
| 2025-09-24 | $1443371272.51            | $1597628488.71             | 75.7600%                  | 83.8600%                   |
| 2025-09-25 | $2054081416.36            | $2203356668.76             | 81.8000%                  | 87.7500%                   |
| 2025-09-26 | $2078456637.47            | $2217751688.55             | 81.9800%                  | 87.4700%                   |
| 2025-09-29 | $1999861484.39            | $2139205331.59             | 80.4300%                  | 86.0400%                   |
| 2025-09-30 | $2057885417.91            | $2227107374.90             | 79.7900%                  | 86.3500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.4100%             |
| 2025-09-03 | 4.4000%             |
| 2025-09-04 | 4.4100%             |
| 2025-09-05 | 4.4200%             |
| 2025-09-08 | 4.4300%             |
| 2025-09-09 | 4.4300%             |
| 2025-09-10 | 4.4300%             |
| 2025-09-11 | 4.4300%             |
| 2025-09-12 | 4.4200%             |
| 2025-09-15 | 4.4300%             |
| 2025-09-16 | 4.4300%             |
| 2025-09-17 | 4.4200%             |
| 2025-09-18 | 4.4000%             |
| 2025-09-19 | 4.3600%             |
| 2025-09-22 | 4.2500%             |
| 2025-09-23 | 4.2200%             |
| 2025-09-24 | 4.1900%             |
| 2025-09-25 | 4.2000%             |
| 2025-09-26 | 4.2000%             |
| 2025-09-29 | 4.2000%             |
| 2025-09-30 | 4.2100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0001                      |
|  |  |
| 2025-09-03 | 1.0001                      |
|  |  |
| 2025-09-04 | 1.0001                      |
|  |  |
| 2025-09-05 | 1.0001                      |
|  |  |
| 2025-09-08 | 1.0001                      |
|  |  |
| 2025-09-09 | 1.0001                      |
|  |  |
| 2025-09-10 | 1.0001                      |
|  |  |
| 2025-09-11 | 1.0001                      |
|  |  |
| 2025-09-12 | 1.0001                      |
|  |  |
| 2025-09-15 | 1.0001                      |
|  |  |
| 2025-09-16 | 1.0001                      |
|  |  |
| 2025-09-17 | 1.0001                      |
|  |  |
| 2025-09-18 | 1.0001                      |
|  |  |
| 2025-09-19 | 1.0001                      |
|  |  |
| 2025-09-22 | 1.0001                      |
|  |  |
| 2025-09-23 | 1.0001                      |
|  |  |
| 2025-09-24 | 1.0000                      |
|  |  |
| 2025-09-25 | 1.0000                      |
|  |  |
| 2025-09-26 | 1.0000                      |
|  |  |
| 2025-09-29 | 1.0000                      |
|  |  |
| 2025-09-30 | 1.0000                      |
|  |  |

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

### Class: Agency SL

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $2564747516.71

- **Number of Shares Outstanding:** 2564764206.1300

- **Expense Reimbursement/Waiver:** 113247.13

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0001          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0001          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $23775822.82              | $111003969.40           |
| 2025-09-03 | $126850878.15             | $81159483.35            |
| 2025-09-04 | $168858210.10             | $35227083.00            |
| 2025-09-05 | $66706466.77              | $116004483.51           |
| 2025-09-08 | $38352988.90              | $104516953.60           |
| 2025-09-09 | $65753871.11              | $134526587.84           |
| 2025-09-10 | $50373076.37              | $45264219.31            |
| 2025-09-11 | $97241842.28              | $136790636.09           |
| 2025-09-12 | $262158041.70             | $14733234.55            |
| 2025-09-15 | $239701912.03             | $86757412.68            |
| 2025-09-16 | $69183457.11              | $155582202.05           |
| 2025-09-17 | $168676886.43             | $258800235.39           |
| 2025-09-18 | $45331137.96              | $104276731.69           |
| 2025-09-19 | $77695259.93              | $42279942.00            |
| 2025-09-22 | $122682681.91             | $244734466.95           |
| 2025-09-23 | $85485049.20              | $70225527.78            |
| 2025-09-24 | $283844908.24             | $78456147.79            |
| 2025-09-25 | $702532054.71             | $96975700.01            |
| 2025-09-26 | $133545205.33             | $99467683.67            |
| 2025-09-29 | $125152075.57             | $181814436.85           |
| 2025-09-30 | $130714273.56             | $34053313.80            |

**Total Gross Subscriptions (Month):** $3084616100.18

**Total Gross Redemptions (Month):** $2232650451.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.3500%           |
| 2025-09-03 | 4.3400%           |
| 2025-09-04 | 4.3500%           |
| 2025-09-05 | 4.3600%           |
| 2025-09-08 | 4.3700%           |
| 2025-09-09 | 4.3700%           |
| 2025-09-10 | 4.3700%           |
| 2025-09-11 | 4.3700%           |
| 2025-09-12 | 4.3600%           |
| 2025-09-15 | 4.3700%           |
| 2025-09-16 | 4.3700%           |
| 2025-09-17 | 4.3600%           |
| 2025-09-18 | 4.3400%           |
| 2025-09-19 | 4.3000%           |
| 2025-09-22 | 4.1900%           |
| 2025-09-23 | 4.1600%           |
| 2025-09-24 | 4.1300%           |
| 2025-09-25 | 4.1400%           |
| 2025-09-26 | 4.1400%           |
| 2025-09-29 | 4.1400%           |
| 2025-09-30 | 4.1500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 5.2600%          | 0.0000%              |
| Non-financial corporation |  | 6.3400%          | 0.0000%              |
| Non-financial corporation |  | 6.7500%          | 0.0000%              |
| Non-financial corporation |  | 34.3800%         | 0.0000%              |
| Non-financial corporation |  | 10.2800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5007345.30
- **C.18.a - Value (excl. sponsor support):** $5007345.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9988978.80
- **C.18.a - Value (excl. sponsor support):** $9988978.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: 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: 0HSB14OS3
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 3.9000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: A+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $12984319.00       | $11198842.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $8080000.00        | $6923892.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1479998.00        | $1506980.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $67184896.00       | $57438110.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $2000000.00        | $1762092.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $5977000.00        | $6282385.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2362464.00        | $2477920.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $3004359.00        | $1969865.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3386120.00        | $3533278.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $5732000.00        | $4782030.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $4346312.00        | $4136558.61        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006AM5
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 9.7500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Long Rating: NR; Moody's Short Rating: NR; Fitch Long Rating: AA; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2051-12-01      | N/A      | N/A     | $1975368.00        | $1289223.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $833928.00         | $845027.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $96335.00          | $79667.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2058216.00        | $2122578.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $207994.33         | $16129.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $2295666.67        | $451731.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $33333.33          | $17624.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1000.00           | $785.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3854122.67        | $3803148.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $669755.00         | $644909.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $131131.50         | $132181.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $35550.67          | $10485.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $27083.33          | $6175.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $41097.67          | $23311.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $166666.67         | $120091.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-05-15      | N/A      | N/A     | $5416.67           | $1881.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-09-15      | N/A      | N/A     | $91477.33          | $21.89             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $41639.83          | $24673.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $13884458.67       | $12297815.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $250000.00         | $18050.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $107259.67         | $60940.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $88489.17          | $91004.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $16666.67          | $401.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1394333.33        | $1049960.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $1438040.00        | $253422.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $1152170.67        | $1240835.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $16666.67          | $12210.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $39794.17          | $41362.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $2896570.00        | $2386044.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $331294.00         | $333384.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $224740.83         | $204003.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $947018.67         | $996182.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1536181.33        | $1555789.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-04-20      | N/A      | N/A     | $950214.67         | $1042439.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $996436.00         | $841474.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $125000.00         | $12362.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $26495.58          | $20572.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1611166.67        | $1587542.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $70833.33          | $68284.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $108798.33         | $78803.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $24999.92          | $22856.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $2120496.00        | $1375360.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-04-20      | N/A      | N/A     | $2805333.33        | $3041293.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $210302.67         | $216743.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $3208069.33        | $2831817.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $15416.67          | $9034.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $30345.67          | $32144.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1490768.00        | $970702.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $8333.08           | $1388.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $3333.33           | $2663.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1959166.67        | $1818508.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $23750.00          | $16262.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $26447.67          | $13565.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $117335.00         | $114955.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $142664.33         | $149249.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $30000.00          | $3948.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $5434166.67        | $5100631.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $73333.75          | $51896.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $4445833.33        | $4155334.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $511169.33         | $4841.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $87086.00          | $91885.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $2235104.00        | $2039500.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $189581.00         | $78274.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $1040105.17        | $317.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $9833.33           | $3409.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $17197.42          | $17949.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $4121713.33        | $3461661.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $39930.17          | $27773.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $138964.33         | $91001.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $197024.33         | $135824.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1708165.33        | $1656455.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $3299333.33        | $3289821.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $8333.33           | $6604.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $1000.00           | $397.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $87164.17          | $598.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $13177.08          | $8963.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $15361.17          | $16154.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $2678666.67        | $2688713.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1647570.67        | $1587469.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $582935.33         | $570608.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $438750.00         | $41225.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $162666.67         | $171018.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $263750.83         | $247035.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $138260.17         | $141131.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $154449.33         | $159175.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $5479.33           | $132.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $4778485.33        | $4702021.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $395809.33         | $407533.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $27403.92          | $28278.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $7500.00           | $7278.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $227881.33         | $123657.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $6897.92           | $4523.81           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $888540.00         | $920461.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $10000.00          | $6346.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | N/A      | N/A     | $7577.42           | $1468.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $105282.17         | $109079.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $183333.33         | $8255.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $60025.83          | $32409.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $84057.83          | $57966.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $106976.33         | $113340.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $16665.75          | $14446.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2839916.67        | $2925552.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $381736.67         | $385631.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $787.92            | $802.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | N/A      | N/A     | $39666.67          | $5489.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $168575.00         | $165416.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $6925792.00        | $7202762.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2843456.00        | $2858072.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $77799.92          | $61957.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $305682.33         | $311417.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $520833.33         | $430975.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $68750.00          | $73603.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $13666.67          | $8511.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $16160.33          | $16603.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $17968.00          | $17955.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $1687833.33        | $255297.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $46666.58          | $39964.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $17500.00          | $16932.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $86194.00          | $90389.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $25730.25          | $24952.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $99166.67          | $102363.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $5416.67           | $830.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1861570.67        | $1909965.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $87187.00          | $53501.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $341384.00         | $61152.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $16666.67          | $9750.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $64768.25          | $66821.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $14166.67          | $14398.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $185680.00         | $160582.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $7051.17           | $1776.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $189450.00         | $115601.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $39080.83          | $40320.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $40416.67          | $5638.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $127115.83         | $133597.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $145918.83         | $147679.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $2292874.67        | $1494542.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $119057.17         | $125396.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $911085.33         | $927154.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $276799.33         | $2436.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1865322.67        | $1739745.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $66380.83          | $53545.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $97544.00          | $102993.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $73016.75          | $69610.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $8750.00           | $5929.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2091.92           | $2121.10           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $178503.67         | $181599.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $83333.33          | $10728.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $112078.50         | $115302.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1548138.67        | $1194115.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $6666.67           | $4530.80           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $83550.33          | $86094.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $166666.67         | $16510.74          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $305843.00         | $321596.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $116666.67         | $12554.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $2444354.67        | $2195888.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $114959.00         | $86457.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $122156.50         | $79362.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $3750000.00        | $1884024.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $426235.33         | $441919.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2865.00           | $2192.15           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-04-15      | N/A      | N/A     | $111163.17         | $6087.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $355108.67         | $360192.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $13333.33          | $12095.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $527673.33         | $535760.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $120083.33         | $122456.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $379316.00         | $275942.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2020194.67        | $2083782.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $105304.33         | $107369.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $153484.50         | $63360.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $115282.67         | $120606.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $38675.42          | $15350.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $181955.33         | $167653.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $71795.00          | $52081.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $845060.00         | $868338.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1195053.33        | $1232967.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $19405.67          | $13432.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $5777.58           | $6003.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $209155.83         | $218634.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $174583.33         | $1884.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-09-01      | N/A      | N/A     | $83333.33          | $7031.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $20833.33          | $1905.10           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $369178.00         | $385018.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $137500.00         | $73205.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $93626.83          | $68356.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $8748.08           | $8737.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $7661.83           | $1611.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $2527.58           | $1719.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $34274.75          | $199.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $3899274.67        | $1862783.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $19770.42          | $769.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $250000.00         | $220550.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $118423.33         | $1844.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $20473.33          | $14020.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $84978.67          | $85660.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $178638.67         | $185457.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $71750.00          | $1451.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $227916.67         | $136416.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $93767.83          | $78855.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | N/A      | N/A     | $31591.33          | $14829.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $96337.17          | $35640.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $12879146.67       | $10069378.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $6744.75           | $6314.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1746166.67        | $1402366.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $54772.83          | $52627.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $925048.00         | $743986.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $115406.00         | $32246.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $290148.00         | $267853.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $415812.67         | $289805.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $6840.58           | $4319.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $107753.33         | $111270.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $158116.00         | $165171.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $156133.17         | $156142.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $346670.00         | $346607.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-15      | N/A      | N/A     | $14722.00          | $10532.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $327099.33         | $1302.19           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-08-20      | N/A      | N/A     | $368640.00         | $41.23             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $250744.33         | $247451.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $24999.50          | $14301.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $41564.67          | $4385.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $500.00            | $82.39             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $97409.33          | $76466.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $22453.67          | $22891.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $33333.33          | $27797.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $581708.00         | $366445.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $114293.17         | $84881.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $8205250.00        | $4219733.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $570581.33         | $2753.61           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $115895.83         | $81586.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1404538.67        | $1353606.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $191666.67         | $156077.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $96428.17          | $101027.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $5833504.00        | $5973795.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $1074841.33        | $648425.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $145000.00         | $101203.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $123714.00         | $124057.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $35060.33          | $36530.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $107386.50         | $111497.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $8952500.00        | $7138841.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $21666.67          | $2548.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $255303.33         | $260317.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $533333.33         | $51953.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $303549.67         | $317421.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $6121898.67        | $6229844.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $111712.00         | $85290.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $29833.33          | $26903.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $24935.08          | $19742.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $108077.17         | $56049.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $200000.00         | $160105.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $3994.83           | $2247.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $33627.33          | $24666.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-07-01      | N/A      | N/A     | $151260.83         | $1001.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $100026.50         | $74349.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $486702.00         | $389723.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $69176.33          | $35226.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $7888.00           | $6057.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $240000.00         | $189552.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $4110976.00        | $2556817.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $504807.33         | $520285.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $3456720.00        | $2189677.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $45567.17          | $30390.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $121813.83         | $125924.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $206250.00         | $217680.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $4072500.00        | $414633.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $162333.33         | $69459.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $26584.08          | $7636.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $208333.33         | $119770.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $90360.83          | $80559.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $3325018.67        | $1339542.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $54134.42          | $50802.93          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $240906.67         | $215425.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $333333.33         | $40017.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $33333.33          | $17286.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $2960.75           | $2098.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $3522762.67        | $2947086.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $208807.33         | $209426.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $8333.33           | $4668.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $61439.08          | $16.31             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | N/A      | N/A     | $147646.83         | $148342.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $37690.08          | $3111.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $136333.50         | $138048.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $58333.17          | $22006.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $32545.67          | $33647.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $250750.00         | $7814.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $126852.83         | $2259.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $13416.67          | $10667.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $6460.92           | $5014.10           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $39952725.33       | $38203118.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $184152.33         | $11801.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $163881.67         | $22263.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-06-01      | N/A      | N/A     | $187279.33         | $1915.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $711880.00         | $748800.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $672800.83         | $538426.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $293197.67         | $293678.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $4333.33           | $377.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $136191.00         | $109266.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $2500.00           | $1731.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $4633.75           | $4052.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $2083.33           | $901.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $200000.00         | $131903.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $62499.83          | $23090.21          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $842521.33         | $859900.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $52136.17          | $36463.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1370389.33        | $1277942.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $39583.33          | $40161.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $84808.67          | $87080.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2231.42           | $1489.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $253333.33         | $37951.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-06-01      | N/A      | N/A     | $8333.33           | $86.12             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $250000.00         | $99310.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $302627.33         | $312188.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $491135.33         | $43796.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $155698.33         | $112533.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $45784.92          | $34867.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $53836.75          | $1616.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $886792.00         | $658664.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $30342.00          | $26903.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-01-20      | N/A      | N/A     | $3724997.33        | $370792.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $73774.33          | $65107.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $836805.33         | $865720.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1804806.67        | $1332571.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $103231.17         | $1363.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $27193.33          | $28027.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $51333.33          | $50726.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $456081.33         | $356566.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1401000.00        | $1153990.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2438864.00        | $2339981.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $250000.00         | $200333.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $82972.33          | $12055.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $55140.17          | $13839.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $408333.33         | $63345.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $88620.50          | $93221.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $1685866.67        | $1008582.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $149541.67         | $156935.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $41790.33          | $41218.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $768750.00         | $524482.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $3402741.33        | $3216223.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $2083333.33        | $468669.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2810394.67        | $2927752.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $2746433.33        | $2774578.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $102786.17         | $76872.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $123857.17         | $87426.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $663333.33         | $539199.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $809698.67         | $502506.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $97248.83          | $67795.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $7578570.67        | $5659371.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $152121.00         | $159863.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $500.00            | $306.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $744795.00         | $218410.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $1636501.33        | $1056246.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $98275.00          | $18033.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $181527.50         | $190077.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $164472.33         | $93558.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $41663.42          | $5089.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1697750.00        | $1275923.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $128271.83         | $120011.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $19583.33          | $12388.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $114431.33         | $116736.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $5825.08           | $1959.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $4216320.00        | $4168139.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $171762.67         | $147383.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $29932330.67       | $9255484.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2061-03-01      | N/A      | N/A     | $593766.67         | $313336.56         | Agency Mortgage-Backed Securities |

### Security 5: 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):** $4965333.35
- **C.18.a - Value (excl. sponsor support):** $4965333.35
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999873.95
- **C.18.a - Value (excl. sponsor support):** $4999873.95
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5002656.25
- **C.18.a - Value (excl. sponsor support):** $5002656.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: 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):** $10003723.70
- **C.18.a - Value (excl. sponsor support):** $10003723.70
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: 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):** $9953262.20
- **C.18.a - Value (excl. sponsor support):** $9953262.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **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+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; 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 10: 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):** $4886531.25
- **C.18.a - Value (excl. sponsor support):** $4886531.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: 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):** $10003907.00
- **C.18.a - Value (excl. sponsor support):** $10003907.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: 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):** $4860682.55
- **C.18.a - Value (excl. sponsor support):** $4860682.55
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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:** Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: 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):** $8000146.80
- **C.18.a - Value (excl. sponsor support):** $8000146.80
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: 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):** $4961985.40
- **C.18.a - Value (excl. sponsor support):** $4961985.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397MS7, C.4 - ISIN: US313397MS77, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $20987187.87
- **C.18.a - Value (excl. sponsor support):** $20987187.87
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: NR; Moody's Short Rating: P-1; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 3133ETWL7, C.4 - ISIN: US3133ETWL79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999667.00
- **C.18.a - Value (excl. sponsor support):** $9999667.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: 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):** $4002709.60
- **C.18.a - Value (excl. sponsor support):** $4002709.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313NG9, C.4 - ISIN: US313313NG97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9975372.20
- **C.18.a - Value (excl. sponsor support):** $9975372.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: 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):** $9831925.00
- **C.18.a - Value (excl. sponsor support):** $9831925.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, 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: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5003862.90
- **C.18.a - Value (excl. sponsor support):** $5003862.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: 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: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6879376.22
- **C.18.a - Value (excl. sponsor support):** $6879376.22
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Fitch 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? 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NY0, C.4 - ISIN: US313313NY04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9959572.20
- **C.18.a - Value (excl. sponsor support):** $9959572.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: 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: 0QG004T72
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 7.8000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $2226432.00        | $1293493.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $557716.25         | $458920.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $22500000.00       | $21560326.17       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-04-20      | N/A      | N/A     | $2331393.75        | $184233.54         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $63750.00          | $66368.81          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2596129.50        | $2557566.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $7500000.00        | $1309109.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-09-16      | N/A      | N/A     | $13628803.75       | $4479525.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $720256.00         | $718944.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $1750000.00        | $1258397.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | N/A      | N/A     | $12500000.00       | $3624126.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | N/A      | N/A     | $12751000.00       | $12513257.61       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1347917.50        | $1337398.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-07-16      | N/A      | N/A     | $580567.00         | $888528.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $250000.00         | $260377.58         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $828588.25         | $761863.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $6250000.00        | $3598705.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $3108525.00        | $260740.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4729939.00        | $4731780.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $12500000.00       | $9160848.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $250000.00         | $259990.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $6250000.00        | $3599074.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $607213.50         | $658140.76         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2647388.00        | $2646151.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-25      | N/A      | N/A     | $12500000.00       | $13064523.38       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-09-25      | N/A      | N/A     | $13675551.00       | $13861700.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | N/A      | N/A     | $5000000.00        | $403142.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-06-20      | N/A      | N/A     | $489714.75         | $440478.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-25      | N/A      | N/A     | $15790800.00       | $16564459.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1649334.00        | $1649529.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $2126889.75        | $2067592.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | N/A      | N/A     | $1010438.00        | $533787.56         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2036-03-20      | N/A      | N/A     | $947505.75         | $928611.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-25      | N/A      | N/A     | $12583333.25       | $10660750.04       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $765813.25         | $831650.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | N/A      | N/A     | $12500000.00       | $3796552.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $499000.00         | $99484.38          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $796472.50         | $671091.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $2687500.00        | $2776451.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | N/A      | N/A     | $1960485.75        | $1273293.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $2128588.00        | $2126821.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $500.00            | $310.20            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $1906250.00        | $351298.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-01-20      | N/A      | N/A     | $826015.25         | $188508.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $15000000.00       | $14087251.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $5728436.75        | $5189331.40        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-25      | N/A      | N/A     | $14067786.75       | $13441396.80       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $421968.50         | $316819.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $2178458.00        | $1897399.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-11-16      | N/A      | N/A     | $2500000.00        | $2371122.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | N/A      | N/A     | $13675551.00       | $13785105.90       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $12500000.00       | $4457754.24        | Agency Collateralized Mortgage Obligation |

### 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QN1, C.4 - ISIN: US313313QN12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29755850.10
- **C.18.a - Value (excl. sponsor support):** $29755850.10
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MM5, C.4 - ISIN: US313385MM51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19993283.40
- **C.18.a - Value (excl. sponsor support):** $19993283.40
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 3133ETVR5, C.4 - ISIN: US3133ETVR58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999323.20
- **C.18.a - Value (excl. sponsor support):** $9999323.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: 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):** $8006948.72
- **C.18.a - Value (excl. sponsor support):** $8006948.72
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: NR; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ETZZ3, C.4 - ISIN: US3133ETZZ39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999981.90
- **C.18.a - Value (excl. sponsor support):** $4999981.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000259.25
- **C.18.a - Value (excl. sponsor support):** $5000259.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: 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):** $13364871.45
- **C.18.a - Value (excl. sponsor support):** $13364871.45
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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):** $9870713.90
- **C.18.a - Value (excl. sponsor support):** $9870713.90
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 313313QB7, C.4 - ISIN: US313313QB73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9930395.80
- **C.18.a - Value (excl. sponsor support):** $9930395.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJC2, C.4 - ISIN: US3133ETJC28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999735.10
- **C.18.a - Value (excl. sponsor support):** $9999735.10
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: 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: 0QZ003DL9
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 9.7500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Fitch Short Rating: F1+; Fitch Long Rating: NR; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $24589596.00       | $21660820.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $57243240.00       | $44250866.72       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $50000000.00       | $45052907.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $6227308.00        | $5060502.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $61036112.00       | $48608646.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $50000000.00       | $45855249.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $55742140.00       | $44540827.77       | Agency Mortgage-Backed Securities |

### Security 35: 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):** $1945468.76
- **C.18.a - Value (excl. sponsor support):** $1945468.76
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: 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: 0QK011EC7
- **C.18 - Value (incl. sponsor support):** $195375000.00
- **C.18.a - Value (excl. sponsor support):** $195375000.00
- **C.19 - Percentage of Net Assets:** 7.6200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Long Rating: Aa3; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2040-10-25      | N/A      | N/A     | $464.60            | $13.71             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $8596.50           | $3751.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $829.56            | $19.02             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3118.97           | $3152.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $62129.25          | $39658.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-25      | N/A      | N/A     | $147298.29         | $118361.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $3907.50           | $3649.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $3907.50           | $3028.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $2231.57           | $2010.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $26593.27          | $25536.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $13676.25          | $2159.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $2063911.80        | $1660636.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $7421.91           | $5436.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $4298.25           | $2853.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $2735.25           | $2148.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $402.47            | $1.74              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $1145948.23        | $3754.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $398682.23         | $415751.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $3688.68           | $2960.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $390.75            | $87.41             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-25      | N/A      | N/A     | $58068.58          | $59566.71          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $3126.00           | $2043.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $11722.50          | $5932.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $271022.64         | $7979.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2125748.77        | $2169792.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $3516.75           | $2512.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $9378.00           | $6560.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $10378411.83       | $9160514.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $845131.29         | $483215.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $688864.90         | $531483.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $13544134.30       | $7722448.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $463.04            | $62.39             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $7818045.51        | $141092.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $404426.25         | $282883.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $4607073.40        | $3898954.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-15      | N/A      | N/A     | $269337.72         | $229272.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $2344.50           | $2067.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $4298.25           | $2684.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $2342.94           | $1986.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $4438.92           | $2847.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $79783.33          | $8405.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $243021.10         | $193307.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1683318.18        | $1696616.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $2344.50           | $2362.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $3907.50           | $3918.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $3516.75           | $2562.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3126.00           | $2817.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3907.50           | $3443.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $259971.05         | $30652.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $2126.07           | $480.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $535245.05         | $333632.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $423970.78         | $441262.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $4689.00           | $4408.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $425.14            | $443.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2345.67           | $2296.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-25      | N/A      | N/A     | $3779313.29        | $681125.21         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $6252.00           | $4151.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $1602089.07        | $1509962.47        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $437.64            | $397.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $373779.73         | $21931.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $4766.76           | $4527.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $2734.86           | $2482.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $490.78            | $383.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $11844.02          | $12039.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $11187288.94       | $2021254.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2344.50           | $2421.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2240171.70        | $2167651.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $20319.00          | $13911.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $390.75            | $107.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $9761.72           | $9714.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $414.59            | $69.89             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2344.50           | $2257.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | N/A      | N/A     | $441.94            | $8.28              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $5181619.31        | $37227.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-25      | N/A      | N/A     | $391.14            | $96.76             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $998156.81         | $613371.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $15907064.41       | $16142615.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $229480.05         | $168472.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $3907.11           | $3708.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $494298.75         | $58796.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $4857.02           | $2296.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $304517.34         | $226714.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $7647368.25        | $6166777.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $15034.89          | $9774.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | N/A      | N/A     | $11.33             | $0.40              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $11775655.29       | $8942198.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $9402968.53        | $8392658.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3324.50           | $3452.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $5143199.20        | $4704104.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1072641.18        | $995137.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $7100118.97        | $7007663.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $15630.00          | $16079.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $2668981.14        | $2205517.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $3907.50           | $2185.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $6249.66           | $3748.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $4437579.73        | $4024448.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $390.75            | $385.01            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $233181.63         | $239352.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $429825.00         | $420866.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1159226.30        | $1172018.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $91596.88          | $93199.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $12334.81          | $9761.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $238068.35         | $11368.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $42997.74          | $0.02              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $4298.25           | $2873.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $77697.12          | $13054.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $6252.00           | $4309.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $688.89            | $658.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $3126.00           | $2502.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $4689.00           | $3590.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $5861.25           | $5089.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $542558.72         | $320622.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $10359576.50       | $8455705.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $27801.86          | $28356.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $4298.25           | $2802.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $4298.25           | $3095.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $13295676.69       | $10727051.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2819.65           | $2460.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $8521183.33        | $8766357.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $3864859.80        | $3070044.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $3515.97           | $2784.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-25      | N/A      | N/A     | $429008.72         | $199439.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $113.71            | $0.01              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $2893.11           | $97.20             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $3126.00           | $3045.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $54236.10          | $34110.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $630841.65         | $401648.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | N/A      | N/A     | $468900.00         | $260180.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $248378.67         | $291514.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $43716.33          | $44092.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $687303.46         | $714955.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3811690.84        | $3818788.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $21452.18          | $15760.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $3126.00           | $2956.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $8596.50           | $3507.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1065009.44        | $1040247.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $562.68            | $27.91             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $823740.86         | $854953.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $3256.90           | $25.85             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $17706941.36       | $17738385.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $1113.64           | $198.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1953.75           | $1993.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1051831.01        | $813092.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $57517.62          | $56564.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $1601684.25        | $26632.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $42190304.00       | $357397.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $656953.91         | $649838.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $47732.46          | $5982.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $6642.75           | $3215.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $4297.86           | $3392.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $23445.00          | $2928.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $7815.00           | $6715.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $5470.50           | $5452.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $5407.20           | $5449.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $14371.39          | $14552.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $139616.54         | $143980.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $417270.20         | $448043.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $7029.59           | $1884.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $5079.36           | $4418.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $5121.95           | $5486.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $3462762.81        | $2237881.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $37121.25          | $34281.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $4559941.53        | $4596464.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1691553.23        | $1073026.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $62976.40          | $52050.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $3516.75           | $2774.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $35928.68          | $36524.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1509970.54        | $1448217.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $353628.75         | $64420.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $34123.81          | $35216.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1777276.75        | $1837392.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $6360269.79        | $1198416.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $146685.21         | $110287.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $3907.50           | $3097.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $6642.75           | $2252.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $390.75            | $404.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $2151.08           | $2153.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $683236.14         | $547236.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-25      | N/A      | N/A     | $351599.98         | $220997.65         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1160745.93        | $98069.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $390750.00         | $291314.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $454896.69         | $477896.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $12504.00          | $3142.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $10810510.21       | $10422214.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $5079.75           | $3376.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $3516.75           | $3016.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2344.50           | $2329.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $5079.75           | $3376.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $5077.01           | $4020.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-15      | N/A      | N/A     | $230128.31         | $190745.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $6169.55           | $5765.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $3042826.52        | $1661586.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $793793.00         | $626125.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $5143167.55        | $4029509.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $8491342.92        | $8425701.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $2147793.71        | $426014.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $3907.50           | $2734.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1883953.84        | $1903778.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $3126.00           | $2317.32           | Agency Mortgage-Backed Securities         |

### Security 37: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KV4, C.4 - ISIN: US3130B3KV45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5003871.60
- **C.18.a - Value (excl. sponsor support):** $5003871.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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: 0CTG16C84
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 6.8200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2028-09-30      | N/A      | N/A     | $173688900.00      | $178500082.53      | U.S. Treasuries (including strips) |

### Security 39: 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: 313385MR4, C.4 - ISIN: US313385MR49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19464735.28
- **C.18.a - Value (excl. sponsor support):** $19464735.28
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; 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 40: 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):** $4900367.25
- **C.18.a - Value (excl. sponsor support):** $4900367.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313PD4, C.4 - ISIN: US313313PD49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9954252.80
- **C.18.a - Value (excl. sponsor support):** $9954252.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **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:** Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1501143.63
- **C.18.a - Value (excl. sponsor support):** $1501143.63
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: 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):** $8942217.48
- **C.18.a - Value (excl. sponsor support):** $8942217.48
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: 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):** $9999536.30
- **C.18.a - Value (excl. sponsor support):** $9999536.30
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBC4, C.4 - ISIN: US3133ERBC44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000982.85
- **C.18.a - Value (excl. sponsor support):** $5000982.85
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUH8, C.4 - ISIN: US3133ETUH85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10001517.60
- **C.18.a - Value (excl. sponsor support):** $10001517.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 313385UD6, C.4 - ISIN: US313385UD60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14750406.30
- **C.18.a - Value (excl. sponsor support):** $14750406.30
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: 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):** $9889586.70
- **C.18.a - Value (excl. sponsor support):** $9889586.70
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; 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 49: 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):** $10001167.00
- **C.18.a - Value (excl. sponsor support):** $10001167.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: 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):** $14993562.30
- **C.18.a - Value (excl. sponsor support):** $14993562.30
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397MY4, C.4 - ISIN: US313397MY46, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $17200999.93
- **C.18.a - Value (excl. sponsor support):** $17200999.93
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: NR; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SD1, C.4 - ISIN: US313313SD12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9878131.90
- **C.18.a - Value (excl. sponsor support):** $9878131.90
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: 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):** $4955560.40
- **C.18.a - Value (excl. sponsor support):** $4955560.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 Short Rating: F1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NV6, C.4 - ISIN: US313313NV64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14944145.85
- **C.18.a - Value (excl. sponsor support):** $14944145.85
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313PK8, C.4 - ISIN: US313313PK81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9947869.40
- **C.18.a - Value (excl. sponsor support):** $9947869.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: 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: 0PW008E57
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 2.9200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Moody's Long Rating: Aa3; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2026-02-15      | N/A      | N/A     | $262.50            | $260.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $18.75             | $24.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $4627143.75        | $4695470.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $799762.50         | $793812.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $2905800.00        | $2729995.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $69665.17          | $56519.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $329250.00         | $325468.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $832312.50         | $222492.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $883657.85         | $654535.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $867525.00         | $822465.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $377831.25         | $96308.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $316218.75         | $162939.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $11009250.00       | $10282942.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $592320.53         | $320312.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $75.00             | $73.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $112.50            | $109.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $46889.06          | $16372.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $18.75             | $17.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $187.50            | $189.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $27937.50          | $24704.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $18750000.00       | $11020293.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $1837.50           | $1759.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $14606.25          | $12058.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $14.06             | $4.35              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $168.75            | $74.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $21767.16          | $11941.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $133368.75         | $136024.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $70992.19          | $22209.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $2189137.50        | $2237413.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $1.45              | $0.60              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $53718.75          | $87889.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $87193.09          | $59971.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $9385875.00        | $8885204.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $2071893.75        | $1949361.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $1.79              | $1.71              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $187.50            | $186.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $1935675.00        | $1299094.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $225.00            | $225.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | N/A      | N/A     | $28556.25          | $28907.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $1.02              | $0.77              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | N/A      | N/A     | $56.25             | $116.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $7.41              | $4.96              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $18.75             | $18.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $55800.00          | $56569.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $270473.79         | $188548.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $18.75             | $18.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $18749981.59       | $11320001.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | N/A      | N/A     | $18.75             | $19.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $478631.25         | $491735.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $900.00            | $978.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $2757600.00        | $2735194.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $16218.75          | $14429.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $47681.25          | $41131.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $10303481.25       | $9007022.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $58341.74          | $22747.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $5476893.75        | $5491953.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $18.75             | $18.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $318.75            | $188.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $328523.44         | $147182.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $18.75             | $14.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $4.69              | $1.72              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $24187.50          | $24421.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $18.75             | $6.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $37.50             | $38.10             | U.S. Treasuries (including strips) |

### Security 57: 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):** $2892612.42
- **C.18.a - Value (excl. sponsor support):** $2892612.42
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: 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):** $19832220.60
- **C.18.a - Value (excl. sponsor support):** $19832220.60
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; 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 59: 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: 313313NH7, C.4 - ISIN: US313313NH70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9974252.80
- **C.18.a - Value (excl. sponsor support):** $9974252.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQJ9, C.4 - ISIN: US3133ETQJ97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999847.70
- **C.18.a - Value (excl. sponsor support):** $9999847.70
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19987285.40
- **C.18.a - Value (excl. sponsor support):** $19987285.40
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9900493.20
- **C.18.a - Value (excl. sponsor support):** $9900493.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; 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: 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):** $4922604.15
- **C.18.a - Value (excl. sponsor support):** $4922604.15
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: 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):** $9946805.60
- **C.18.a - Value (excl. sponsor support):** $9946805.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, 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: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4944202.80
- **C.18.a - Value (excl. sponsor support):** $4944202.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: 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: 0PW008E65
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 7.8000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Long Rating: Aa3; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1; Moody's Short Rating: P-1; Fitch Long Rating: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2054-10-01      | N/A      | N/A     | $74053980.00       | $71685267.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $107674350.00      | $82418790.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $58902221.00       | $49895942.36       | Agency Mortgage-Backed Securities |

### Security 67: 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: OVU001D56
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 8.7700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch Long Rating: A; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Moody's Long Rating: A2; Fitch Short Rating: F1; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1928.00           | $1020.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $11732466.00       | $11177888.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $6107515.00        | $4654543.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $13214452.00       | $7129887.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $251701.00         | $252517.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $11886308.00       | $11825461.89       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $139992250.00      | $140120031.85      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | N/A      | N/A     | $35556480.00       | $35474251.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $19435189.00       | $19235320.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $1000.00           | $612.63            | Agency Mortgage-Backed Securities         |

### 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: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9977534.70
- **C.18.a - Value (excl. sponsor support):** $9977534.70
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: 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):** $14809249.95
- **C.18.a - Value (excl. sponsor support):** $14809249.95
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: 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):** $9933608.30
- **C.18.a - Value (excl. sponsor support):** $9933608.30
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: 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):** $5004110.45
- **C.18.a - Value (excl. sponsor support):** $5004110.45
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: 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: OSA004ZH9
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 7.8000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: AA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2028-11-30      | N/A      | N/A     | $196950400.00      | $204000192.30      | U.S. Treasuries (including strips) |

### Security 73: 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):** $10002800.40
- **C.18.a - Value (excl. sponsor support):** $10002800.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17000818.72
- **C.18.a - Value (excl. sponsor support):** $17000818.72
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: 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):** $4999440.55
- **C.18.a - Value (excl. sponsor support):** $4999440.55
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: 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):** $9999772.60
- **C.18.a - Value (excl. sponsor support):** $9999772.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: 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):** $9847272.20
- **C.18.a - Value (excl. sponsor support):** $9847272.20
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4906065.25
- **C.18.a - Value (excl. sponsor support):** $4906065.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: 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):** $9999697.20
- **C.18.a - Value (excl. sponsor support):** $9999697.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: 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):** $10000046.10
- **C.18.a - Value (excl. sponsor support):** $10000046.10
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: 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):** $9892968.10
- **C.18.a - Value (excl. sponsor support):** $9892968.10
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: 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: 313313ML9, C.4 - ISIN: US313313ML91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9997761.10
- **C.18.a - Value (excl. sponsor support):** $9997761.10
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 83: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4953954.15
- **C.18.a - Value (excl. sponsor support):** $4953954.15
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: 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):** $9840750.00
- **C.18.a - Value (excl. sponsor support):** $9840750.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST IV

**Date:** 2025-10-07

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

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

**Title of Signing Officer:** Treasurer