# EDGAR Filing Document

**Accession Number:** 0001659326
**File Stem:** 0002071691-25-007947
**Filing Date:** 2025-12
**Character Count:** 285469
**Document Hash:** b2aa1bd0d89e3058fe15724887c060b9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-007947.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0002071691-25-007947

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**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):** 2025-11-28

**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:** 13 days

- **WAL:** 51 days

- **Total Value of Portfolio Securities:** $3329102124.75

- **Amortized Cost of Portfolio Securities:** $3328883225.83

- **Cash:** $730.93

- **Total Other Assets:** $1647180.59

- **Total Liabilities:** $141622815.35

- **Net Assets of Series:** $3188908322.00

- **Number of Shares Outstanding (Series):** 3188940773.5900

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $1593830648.81            | $1751825926.55             | 77.4600%                  | 85.1300%                   |
| 2025-11-04 | $1681429369.28            | $1839442290.12             | 78.3800%                  | 85.7400%                   |
| 2025-11-05 | $1657177061.69            | $1815207625.63             | 78.1300%                  | 85.5800%                   |
| 2025-11-06 | $1612068665.18            | $1760116872.23             | 77.6500%                  | 84.7800%                   |
| 2025-11-07 | $1606866974.93            | $1754931644.52             | 77.5900%                  | 84.7400%                   |
| 2025-11-10 | $1698023828.39            | $1836077182.82             | 79.2700%                  | 85.7100%                   |
| 2025-11-11 | $1698038026.35            | $1836106679.45             | 79.2600%                  | 85.7100%                   |
| 2025-11-12 | $2106125625.81            | $2244209577.57             | 82.2600%                  | 87.6500%                   |
| 2025-11-13 | $2290863591.75            | $2428962842.17             | 83.4500%                  | 88.4800%                   |
| 2025-11-14 | $2331187824.67            | $2469302373.73             | 83.6900%                  | 88.6500%                   |
| 2025-11-17 | $2445696891.68            | $2573857336.70             | 84.6200%                  | 89.0500%                   |
| 2025-11-18 | $2147328914.21            | $2255503546.79             | 83.4900%                  | 87.7000%                   |
| 2025-11-19 | $1990896110.24            | $2099082633.14             | 82.4300%                  | 86.9100%                   |
| 2025-11-20 | $1963226037.86            | $2071424451.09             | 82.2200%                  | 86.7500%                   |
| 2025-11-21 | $1824617440.55            | $1932827744.10             | 80.9400%                  | 85.7400%                   |
| 2025-11-24 | $2062984667.41            | $2181164266.94             | 82.1100%                  | 86.8100%                   |
| 2025-11-25 | $2063786702.81            | $2261357292.45             | 79.6000%                  | 87.2200%                   |
| 2025-11-26 | $2654172756.09            | $2916352887.33             | 81.7200%                  | 89.8000%                   |
| 2025-11-28 | $2717029041.77            | $2999113002.86             | 81.5800%                  | 90.0500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.2000%             |
| 2025-11-04 | 4.1600%             |
| 2025-11-05 | 4.1200%             |
| 2025-11-06 | 4.1100%             |
| 2025-11-07 | 4.0800%             |
| 2025-11-10 | 4.0000%             |
| 2025-11-11 | 3.9900%             |
| 2025-11-12 | 4.0000%             |
| 2025-11-13 | 4.0100%             |
| 2025-11-14 | 4.0100%             |
| 2025-11-17 | 4.0200%             |
| 2025-11-18 | 4.0100%             |
| 2025-11-19 | 4.0000%             |
| 2025-11-20 | 3.9900%             |
| 2025-11-21 | 3.9900%             |
| 2025-11-24 | 3.9800%             |
| 2025-11-25 | 3.9900%             |
| 2025-11-26 | 4.0000%             |
| 2025-11-28 | 4.0400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0000                      |
|  |  |
| 2025-11-04 | 1.0000                      |
|  |  |
| 2025-11-05 | 1.0000                      |
|  |  |
| 2025-11-06 | 1.0000                      |
|  |  |
| 2025-11-07 | 1.0000                      |
|  |  |
| 2025-11-10 | 1.0000                      |
|  |  |
| 2025-11-11 | 1.0000                      |
|  |  |
| 2025-11-12 | 1.0000                      |
|  |  |
| 2025-11-13 | 1.0000                      |
|  |  |
| 2025-11-14 | 1.0000                      |
|  |  |
| 2025-11-17 | 1.0000                      |
|  |  |
| 2025-11-18 | 1.0000                      |
|  |  |
| 2025-11-19 | 1.0000                      |
|  |  |
| 2025-11-20 | 1.0000                      |
|  |  |
| 2025-11-21 | 1.0001                      |
|  |  |
| 2025-11-24 | 1.0000                      |
|  |  |
| 2025-11-25 | 1.0000                      |
|  |  |
| 2025-11-26 | 1.0000                      |
|  |  |
| 2025-11-28 | 1.0001                      |
|  |  |

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

### Class: Agency SL

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $3188908322.00

- **Number of Shares Outstanding:** 3188940773.5900

- **Expense Reimbursement/Waiver:** 156140.90

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0000          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 1.0000          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 1.0000          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 1.0000          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0001          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $319712639.46             | $103397827.60           |
| 2025-11-04 | $212685641.75             | $125313604.02           |
| 2025-11-05 | $230913732.41             | $248399706.14           |
| 2025-11-06 | $184401627.45             | $249564122.96           |
| 2025-11-07 | $98785118.37              | $104080777.86           |
| 2025-11-10 | $177385428.18             | $106821364.21           |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $452977099.99             | $25333928.46            |
| 2025-11-13 | $304340983.85             | $114822612.20           |
| 2025-11-14 | $166218470.92             | $116130618.35           |
| 2025-11-17 | $456523621.41             | $377647377.72           |
| 2025-11-18 | $45317408.86              | $358962761.35           |
| 2025-11-19 | $131994210.07             | $288753025.17           |
| 2025-11-20 | $75834694.12              | $78825810.96            |
| 2025-11-21 | $27656676.62              | $166445044.53           |
| 2025-11-24 | $280735539.86             | $92897973.39            |
| 2025-11-25 | $127652808.49             | $87728480.06            |
| 2025-11-26 | $627356237.14             | $22057494.66            |
| 2025-11-28 | $424953979.89             | $312981134.52           |

**Total Gross Subscriptions (Month):** $4345445918.84

**Total Gross Redemptions (Month):** $2980163664.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.1400%           |
| 2025-11-04 | 4.1000%           |
| 2025-11-05 | 4.0600%           |
| 2025-11-06 | 4.0500%           |
| 2025-11-07 | 4.0200%           |
| 2025-11-10 | 3.9400%           |
| 2025-11-11 | 3.9300%           |
| 2025-11-12 | 3.9400%           |
| 2025-11-13 | 3.9500%           |
| 2025-11-14 | 3.9500%           |
| 2025-11-17 | 3.9600%           |
| 2025-11-18 | 3.9500%           |
| 2025-11-19 | 3.9400%           |
| 2025-11-20 | 3.9300%           |
| 2025-11-21 | 3.9300%           |
| 2025-11-24 | 3.9200%           |
| 2025-11-25 | 3.9300%           |
| 2025-11-26 | 3.9400%           |
| 2025-11-28 | 3.9800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 11.6600%         | 0.0000%              |
| Non-financial corporation |  | 5.0200%          | 0.0000%              |
| Non-financial corporation |  | 13.8300%         | 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):** $5006316.20
- **C.18.a - Value (excl. sponsor support):** $5006316.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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):** $9991213.30
- **C.18.a - Value (excl. sponsor support):** $9991213.30
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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: 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: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13302395.84
- **C.18.a - Value (excl. sponsor support):** $13302395.84
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006FS7
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 6.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.0000%  | N/A     | $9972.40           | $6178.28           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $6284.60           | $6565.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $132.67            | $125.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.5000%  | N/A     | $266.60            | $198.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $256666.67         | $183221.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $114131.47         | $119379.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.5100%  | N/A     | $133.33            | $139.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.0000%  | N/A     | $33660.00          | $19126.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $332472.67         | $136054.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-08-20      | 7.0000%  | N/A     | $1450077.87        | $1500467.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-06-20      | 3.0000%  | N/A     | $6431.33           | $4038.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $249539.47         | $228999.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $181204.27         | $58576.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $2549542.40        | $1709222.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.0000%  | N/A     | $37333.27          | $31577.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $907750.40         | $901839.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $63058.80          | $41582.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $466.67            | $364.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.5000%  | N/A     | $6636.87           | $309.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.0380%  | N/A     | $10013576.53       | $9764903.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.5000%  | N/A     | $522.87            | $252.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $63333.33          | $38405.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $108246.13         | $112439.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 1.5000%  | N/A     | $13333.33          | $7656.99           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $77142.53          | $80715.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $509972.80         | $520141.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $169933.33         | $116222.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-01-15      | 6.2000%  | N/A     | $66.67             | $72.48             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $6333.33           | $3086.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.5000%  | N/A     | $9666.67           | $968.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $300000.00         | $275411.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-09-15      | 6.5000%  | N/A     | $66.87             | $74.18             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $236032.80         | $119778.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $137326.67         | $137289.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 2.5000%  | N/A     | $74937.33          | $57011.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $461202.13         | $459937.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $1566496.00        | $1572688.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $4113.67           | $3182.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $603600.00         | $501290.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $614072.53         | $387292.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-06-20      | 7.0000%  | N/A     | $46924.00          | $48542.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 5.0000%  | N/A     | $30866.67          | $3976.54           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $121492.00         | $126734.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 3.0000%  | N/A     | $86049.20          | $53570.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $72651.47          | $75836.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-01-15      | 5.6000%  | N/A     | $200.07            | $209.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $342001.07         | $293779.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 5.0000%  | N/A     | $11285760.00       | $11015813.65       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.0000%  | N/A     | $51749.33          | $49249.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $71049.47          | $72557.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $711.26            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $66.67             | $70.01             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $44355.47          | $32525.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $82142.67          | $84951.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $136000.00         | $127875.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-03-20      | 4.0000%  | N/A     | $633.47            | $56.11             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $718446.67         | $506396.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1313169.07        | $1370387.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $368808.00         | $145168.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.0100%  | N/A     | $393754.13         | $381892.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-15      | 4.0000%  | N/A     | $7012.93           | $4321.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.0000%  | N/A     | $1092.53           | $124.96            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $96447.60          | $97146.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $21561.53          | $108.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.5000%  | N/A     | $5621.93           | $1397.36           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $66.67             | $48.26             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $738002.13         | $736651.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $93307.33          | $94916.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.0000%  | N/A     | $714241.07         | $392760.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $138713.33         | $144995.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 3.5000%  | N/A     | $38333.33          | $4022.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | 5.5000%  | N/A     | $19476.93          | $117.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $225333.33         | $40738.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1970720.00        | $2008067.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-05-15      | 4.5500%  | N/A     | $133.33            | $129.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.5000%  | N/A     | $68333.33          | $8863.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $213802.13         | $150672.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $10064.93          | $10201.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $2200.00           | $613.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $7933.33           | $6256.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $74717.60          | $77272.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $406350.93         | $316886.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 6.3980%  | N/A     | $706170.67         | $707330.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1501676.80        | $1478225.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $13003588.27       | $13352708.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $3333.33           | $1483.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $41666.67          | $8025.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $7066.67           | $5955.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $11546.67          | $7595.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $269596.27         | $127041.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.0000%  | N/A     | $10000.00          | $5455.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 6.0000%  | N/A     | $10327.53          | $76.49             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 5.4810%  | N/A     | $181306.67         | $144302.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $16400.00          | $13469.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $85632.40          | $89507.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $29473.53          | $29898.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.5000%  | N/A     | $11599.47          | $11652.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $86808.27          | $86419.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $66.67             | $39.75             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $11101.80          | $8743.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $169053.60         | $177633.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $59331.47          | $54014.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 2.5000%  | N/A     | $3021806.93        | $2827952.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $11348.07          | $1456.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $13673.87          | $8223.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.0000%  | N/A     | $611115.73         | $599962.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $56633.67          | $56602.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $73204.40          | $76337.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 4.3000%  | N/A     | $3956333.33        | $3923479.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $195586.13         | $200901.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $224377.07         | $228785.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $7666.67           | $6792.28           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.0000%  | N/A     | $25306.87          | $17652.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 5.5000%  | N/A     | $72266.00          | $72896.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $5740714.67        | $5484907.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $777990.40         | $499394.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $166666.67         | $140212.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $282785.60         | $295506.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 8.0000%  | N/A     | $200.20            | $31.63             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.5000%  | N/A     | $26460.53          | $15112.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $2863547.73        | $2347589.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $2236597.33        | $370105.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $312792.53         | $218124.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.4280%  | N/A     | $1175688.00        | $1201182.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $278987.73         | $289874.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-08-20      | 6.5000%  | N/A     | $47206.27          | $48774.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 3.0000%  | N/A     | $166907.33         | $148893.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.0000%  | N/A     | $262821.60         | $106103.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $634416.00         | $631231.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 1.5000%  | N/A     | $64967.40          | $41094.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $127923.87         | $128639.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $32666.67          | $26668.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $438397.87         | $405367.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $24158.47          | $24907.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $1133817.60        | $1121251.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $120122.40         | $123110.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 4.2310%  | N/A     | $1800000.00        | $1753479.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $1666.67           | $258.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $71003.47          | $56831.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $19999.67          | $2978.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $3949892.27        | $2468987.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.0000%  | N/A     | $214.67            | $170.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $332963.20         | $335135.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $3466.67           | $2603.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 5.2400%  | N/A     | $54136.47          | $49186.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $90760.93          | $94989.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $66.67             | $48.89             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $69336.53          | $72754.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $192000.00         | $151219.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.0000%  | N/A     | $9353.27           | $5279.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $270876.27         | $272411.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $7199866.67        | $4418396.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-08-20      | 5.6270%  | N/A     | $921736.53         | $996222.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1671266.13        | $1714471.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $22780.53          | $15484.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-15      | 3.5000%  | N/A     | $229808.00         | $8802.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $117848.40         | $90905.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $9666.67           | $8998.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $22666.67          | $18795.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $131355.73         | $135278.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-09-01      | 2.5000%  | N/A     | $93004.13          | $11790.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-03-15      | 5.1900%  | N/A     | $33333.33          | $34070.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $200000.00         | $13850.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $18400.00          | $18939.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $2533.33           | $1155.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $248660.00         | $259068.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.5000%  | N/A     | $136.13            | $10.50             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $145133.07         | $146639.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.0000%  | N/A     | $1122530.13        | $16876.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1673.53           | $1207.04           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $11666.67          | $6184.95           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.0000%  | N/A     | $84666.67          | $4091.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-09-20      | 6.4890%  | N/A     | $237250.00         | $252546.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $69795.87          | $71423.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $22357879.47       | $19052559.76       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 2.0000%  | N/A     | $101866.67         | $42752.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $9333.33           | $1380.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $74174.67          | $76336.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $641166.93         | $650068.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1558536.53        | $1583502.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.0000%  | N/A     | $77761.60          | $79838.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $76236.67          | $77734.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1333333.33        | $998571.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-06-15      | 3.0000%  | N/A     | $66.67             | $35.07             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 4.0000%  | N/A     | $8414822.40        | $584233.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.0000%  | N/A     | $266.53            | $11.09             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $34222.67          | $22514.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-07-20      | 6.5000%  | N/A     | $520178.67         | $538278.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $183194.40         | $186137.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $235183.73         | $232754.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1769570.67        | $1768779.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $168097.07         | $175015.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $162933.33         | $31914.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1637947.73        | $1670194.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $54363.13          | $40232.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-08-20      | 3.0000%  | N/A     | $5000.00           | $3544.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $66.67             | $44.44             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.0000%  | N/A     | $36733.33          | $3165.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.0000%  | N/A     | $1794000.00        | $1288717.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $842.40            | $420.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $8041.13           | $5788.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $93004.27          | $96899.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 1.5000%  | N/A     | $797310.67         | $483896.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $11890.13          | $7882.10           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $66.67             | $69.56             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $871381.33         | $893332.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $79727.33          | $82062.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $9871.53           | $6645.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $933196.80         | $13888.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $200000.00         | $167744.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.5000%  | N/A     | $63672.53          | $62266.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $9017.13           | $6557.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $363766.93         | $247077.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.1290%  | N/A     | $1039688.53        | $1057396.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $567948.67         | $587367.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 3.0000%  | N/A     | $1666617.60        | $260665.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 1.5000%  | N/A     | $68354.67          | $48593.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $44133.27          | $14600.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.5000%  | N/A     | $16367.73          | $3362.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.0000%  | N/A     | $67960.00          | $65063.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $71236.93          | $56948.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-10-15      | 5.4900%  | N/A     | $66.67             | $67.57             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $72548.40          | $75632.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1668680.53        | $469991.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $73566.93          | $75516.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 7.0000%  | N/A     | $250177.33         | $257835.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $66666.67          | $32555.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $66.67             | $63.13             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $15232.00          | $15540.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-07-20      | 3.5000%  | N/A     | $259733.07         | $19819.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 3.5000%  | N/A     | $1133.33           | $876.87            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $66.67             | $69.31             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $87233.07          | $91556.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 5.0000%  | N/A     | $106266.67         | $15245.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | 3.0000%  | N/A     | $53030.13          | $38975.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $309680.00         | $268937.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.5000%  | N/A     | $20068.13          | $21419.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 2.0000%  | N/A     | $4818.33           | $3088.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 4.7550%  | N/A     | $1133333.33        | $1127598.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 6.5760%  | N/A     | $663888.00         | $669129.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.5000%  | N/A     | $2142.60           | $1914.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.6100%  | N/A     | $119207.47         | $114577.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.0000%  | N/A     | $26666.67          | $2122.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-12-15      | 6.6400%  | N/A     | $67.07             | $73.66             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $53687.07          | $55882.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-15      | 4.0000%  | N/A     | $66.67             | $33.82             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $117183.60         | $118526.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $5000.00           | $2583.30           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $66.67             | $54.65             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-11-20      | 5.0000%  | N/A     | $600.00            | $75.57             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 4.0000%  | N/A     | $1647200.00        | $1588407.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $14513.20          | $10254.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.0000%  | N/A     | $20000.00          | $5798.26           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $66.67             | $27.74             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1035003.73        | $1078931.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-12-20      | 3.0000%  | N/A     | $66.67             | $8.85              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $95245.73          | $100327.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $108109.60         | $112846.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 1.5000%  | N/A     | $269377.60         | $170312.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2182570.67        | $2151979.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $33333.33          | $25304.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $211371.47         | $215671.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $5976.80           | $4395.10           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $81248.27          | $83180.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-10-15      | 4.1700%  | N/A     | $433832.00         | $415185.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $346371.73         | $348941.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $2398173.87        | $19828.21          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $72618.27          | $69879.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $298386.67         | $288410.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.4100%  | N/A     | $1013440.00        | $1029490.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $72.27             | $34.04             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.0000%  | N/A     | $19699.80          | $4491.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $5961.27           | $5540.30           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-06-20      | 4.0000%  | N/A     | $2951266.67        | $160326.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $61944.53          | $39353.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $15066.67          | $15715.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $175986.13         | $173064.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.0000%  | N/A     | $66666.67          | $7751.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $96333.33          | $97117.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-15      | 5.5000%  | N/A     | $25545.87          | $2223.33           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $29715.33          | $4993.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-09-20      | 4.0000%  | N/A     | $68158.27          | $64680.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 5.0000%  | N/A     | $66.67             | $12.39             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $119013.20         | $124409.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $419733.33         | $436700.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 2.5000%  | N/A     | $19435072.00       | $1365305.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-06-20      | 3.0000%  | N/A     | $15791.87          | $10511.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1778.27           | $268.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $67676.67          | $68978.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.2400%  | N/A     | $1256375.47        | $1294900.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-03-20      | 3.5000%  | N/A     | $66.67             | $7.13              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 1.5000%  | N/A     | $401958.93         | $231773.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $548363.73         | $376207.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $1625015.47        | $382256.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $111376.80         | $115088.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $28310600.00       | $18207646.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $135000.00         | $25513.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-10-20      | 5.5000%  | N/A     | $96666.67          | $97634.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $384115.73         | $384092.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $414472.53         | $417098.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $73668.40          | $76974.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 2.0000%  | N/A     | $3855.20           | $743.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.2680%  | N/A     | $92338.00          | $62412.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $84215.47          | $86131.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-20      | 3.5000%  | N/A     | $65666.67          | $5659.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $7892000.00        | $6963684.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $2016458.67        | $2016306.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.0000%  | N/A     | $552487.47         | $548702.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.0000%  | N/A     | $6666.67           | $3306.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $3578000.00        | $3586365.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $1251180.80        | $733909.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $206550.67         | $208917.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $6333.33           | $723.40            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $131271.60         | $133792.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1633333.33        | $1083811.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $131884.80         | $135509.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $72288.67          | $64411.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $298654.40         | $311975.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-11-15      | 3.7500%  | N/A     | $70.07             | $7.85              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5000%  | N/A     | $3666.67           | $2064.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $661450.67         | $673022.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $2940.40           | $2191.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $61933.00          | $18132.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $1540561.07        | $1471327.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $68183.47          | $69591.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $142666.67         | $81872.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 5.5000%  | N/A     | $16817.53          | $17054.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $283530.67         | $289153.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $14915.80          | $12629.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-05-15      | 4.0000%  | N/A     | $200.00            | $61.63             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-07-20      | 4.5000%  | N/A     | $1661.40           | $115.83            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.5000%  | N/A     | $4218385.07        | $2948980.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 3.5000%  | N/A     | $17567.60          | $15753.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 1.5000%  | N/A     | $221911.73         | $138480.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.0000%  | N/A     | $355928.00         | $341188.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $6666.67           | $3762.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $6666.27           | $976.58            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $199990.00         | $205662.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $8151936.00        | $3704437.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 3.5000%  | N/A     | $66663.07          | $20785.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1942206.67        | $2003565.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $118.87            | $87.22             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $1082417.07        | $10201.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $939333.33         | $975844.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $286688.53         | $298620.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 2.5000%  | N/A     | $130474.13         | $14850.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $7419.93           | $7791.82           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $19191.40          | $17381.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.4300%  | N/A     | $532928.00         | $484175.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 4.5000%  | N/A     | $142263.20         | $133621.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $446165.33         | $464989.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $627373.87         | $470693.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $90650.00          | $93764.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $6396.40           | $895.69            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-20      | 5.0000%  | N/A     | $276133.33         | $18932.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $6666.67           | $4386.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $7084800.00        | $6668308.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 7.0000%  | N/A     | $149343.73         | $158416.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.5000%  | N/A     | $20635.80          | $5830.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $109909.87         | $111217.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $277314.67         | $26150.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $6666666.67        | $6788533.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-15      | 5.0000%  | N/A     | $499500.00         | $20016.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 6.0410%  | N/A     | $1097096.53        | $1118575.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $184695.47         | $188388.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-07-15      | 6.0400%  | N/A     | $134602.40         | $145464.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-03-15      | 5.2000%  | N/A     | $35000.00          | $35556.88          | 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):** $4998387.50
- **C.18.a - Value (excl. sponsor support):** $4998387.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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):** $4999880.35
- **C.18.a - Value (excl. sponsor support):** $4999880.35
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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):** $5002051.45
- **C.18.a - Value (excl. sponsor support):** $5002051.45
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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):** $10002192.10
- **C.18.a - Value (excl. sponsor support):** $10002192.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4916772.30
- **C.18.a - Value (excl. sponsor support):** $4916772.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 10: 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: OSA005E71
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 3.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA; Fitch Short Rating: NR; Moody's Short Rating: P-1; 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?:** 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 | 2028-10-31      | 4.8750%  | N/A     | $97869200.00       | $102000169.87      | U.S. Treasuries (including strips) |

### Security 11: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETM87, C.4 - ISIN: US3133ETM875, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999493.70
- **C.18.a - Value (excl. sponsor support):** $9999493.70
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-29
- **C.13 - Final Legal Maturity Date:** 2027-04-29
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QZ4, C.4 - ISIN: US313313QZ42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9972388.90
- **C.18.a - Value (excl. sponsor support):** $9972388.90
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 Short Rating: F1+; 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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 13: 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):** $10002062.90
- **C.18.a - Value (excl. sponsor support):** $10002062.90
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 14: 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):** $4893483.35
- **C.18.a - Value (excl. sponsor support):** $4893483.35
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 15: 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):** $8002082.56
- **C.18.a - Value (excl. sponsor support):** $8002082.56
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 16: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QR2, C.4 - ISIN: US313313QR26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24950694.50
- **C.18.a - Value (excl. sponsor support):** $24950694.50
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; 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? Yes, C.23 Categorized at Level 3? No

### Security 17: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QH4, C.4 - ISIN: US313313QH44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4994083.35
- **C.18.a - Value (excl. sponsor support):** $4994083.35
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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? Yes, 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: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QW1, C.4 - ISIN: US313313QW11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4987673.60
- **C.18.a - Value (excl. sponsor support):** $4987673.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, 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: 3133ETWL7, C.4 - ISIN: US3133ETWL79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999735.70
- **C.18.a - Value (excl. sponsor support):** $9999735.70
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 21: 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: 0QZ003GG7
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 6.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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:** Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Fitch Long Rating: NR; Moody's 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? 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 | 2053-04-01      | 4.5000%  | N/A     | $52120155.00       | $40000032.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $30444376.00       | $24724916.30       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $19976301.00       | $17012270.22       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $46160000.00       | $42137332.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $43389430.00       | $40117172.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $50000000.00       | $40077805.11       | Agency Mortgage-Backed Securities |

### Security 22: 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):** $4008724.92
- **C.18.a - Value (excl. sponsor support):** $4008724.92
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 23: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9999761.90
- **C.18.a - Value (excl. sponsor support):** $9999761.90
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9896646.10
- **C.18.a - Value (excl. sponsor support):** $9896646.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 25: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5003225.75
- **C.18.a - Value (excl. sponsor support):** $5003225.75
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 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: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT98, C.4 - ISIN: US3133ETT987, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000007.55
- **C.18.a - Value (excl. sponsor support):** $5000007.55
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-13
- **C.13 - Final Legal Maturity Date:** 2027-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; 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 28: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QN1, C.4 - ISIN: US313313QN12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29949708.30
- **C.18.a - Value (excl. sponsor support):** $29949708.30
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 29: 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: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19924080.00
- **C.18.a - Value (excl. sponsor support):** $19924080.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch 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+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 30: 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: 0PW008GI7
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 4.7000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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: AA-; Moody's Long Rating: A1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; 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

**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 | 2030-11-30      | 4.3750%  | N/A     | $735202.94         | $777327.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $242294.12         | $249841.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $3610.57           | $2145.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $41981.14          | $31331.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $10710494.12       | $6268957.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $1061010.97        | $690701.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $2205864.71        | $966354.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $4188467.65        | $4335358.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $17.65             | $17.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $3561088.24        | $3625564.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $4411764.71        | $1183411.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $3529409.96        | $1211706.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $151279.41         | $38450.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $8.82              | $8.99              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $81582.35          | $53407.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $160958.82         | $42554.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $9122488.24        | $9496954.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $41910.62          | $11852.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $17.65             | $12.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $12230188.24       | $10249653.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $15998452.94       | $16185443.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 1.7500%  | N/A     | $9641064.71        | $9028360.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $13067.65          | $11682.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $2647058.82        | $757106.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $1764705.88        | $729855.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-13      | 0.0000%  | N/A     | $502323.53         | $499872.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $2824844.12        | $731939.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $9441.18           | $4977.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $4009738.24        | $3946003.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $6980770.59        | $7080268.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $23470.59          | $24137.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $0.06              | $0.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $2647058.82        | $1700110.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $494708.82         | $319335.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $184358.82         | $239331.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 4.7500%  | N/A     | $751694.12         | $790010.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $41911.76          | $27635.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $7058812.69        | $3468065.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 1.6250%  | N/A     | $35.29             | $34.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $2058550.53        | $1187312.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $526544.12         | $333693.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $4328296.21        | $2427546.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $29744.12          | $11711.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $1776103.91        | $1011135.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $247588.24         | $264768.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $132150.00         | $126612.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $1764705.88        | $946747.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-21      | 0.0000%  | N/A     | $352941.18         | $346676.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $2205894.78        | $938800.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $3075361.76        | $3134974.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $32151.81          | $25101.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $14673670.59       | $15252948.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $5294117.65        | $1532308.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $21697.06          | $14094.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $8.82              | $9.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $66105.88          | $69378.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $71364.71          | $23783.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $8823521.28        | $5310683.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 3.5000%  | N/A     | $1314776.47        | $1232381.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $152391.18         | $149782.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $4844117.65        | $1219022.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $12794.12          | $4211.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $41911.68          | $32003.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $6144708.37        | $3796182.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $197938.24         | $187518.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $41911.76          | $25533.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $13037170.59       | $12425710.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $4416882.35        | $4194341.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $2866692.82        | $1582113.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $10147094.12       | $10413111.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $8.82              | $9.07              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $8.82              | $9.08              | U.S. Treasuries (including strips) |

### 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: 313385QK5, C.4 - ISIN: US313385QK59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11234468.70
- **C.18.a - Value (excl. sponsor support):** $11234468.70
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: 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 32: 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: 313385SB3, C.4 - ISIN: US313385SB33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24864062.50
- **C.18.a - Value (excl. sponsor support):** $24864062.50
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: NR; Fitch Long Rating: NR; 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? Yes, C.23 Categorized at Level 3? No

### Security 33: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49698507.00
- **C.18.a - Value (excl. sponsor support):** $49698507.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000002.45
- **C.18.a - Value (excl. sponsor support):** $5000002.45
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; 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 35: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVR5, C.4 - ISIN: US3133ETVR58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999558.00
- **C.18.a - Value (excl. sponsor support):** $9999558.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 36: 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: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4945358.45
- **C.18.a - Value (excl. sponsor support):** $4945358.45
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETV87, C.4 - ISIN: US3133ETV876, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999965.30
- **C.18.a - Value (excl. sponsor support):** $9999965.30
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; 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 38: 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):** $8005797.20
- **C.18.a - Value (excl. sponsor support):** $8005797.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 39: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZZ3, C.4 - ISIN: US3133ETZZ39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999835.95
- **C.18.a - Value (excl. sponsor support):** $4999835.95
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 40: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001956.55
- **C.18.a - Value (excl. sponsor support):** $5001956.55
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 41: 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):** $17447947.71
- **C.18.a - Value (excl. sponsor support):** $17447947.71
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 42: 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):** $9936562.50
- **C.18.a - Value (excl. sponsor support):** $9936562.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 43: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QB7, C.4 - ISIN: US313313QB73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9994083.30
- **C.18.a - Value (excl. sponsor support):** $9994083.30
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 44: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. 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: 0PW008GJ5
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 6.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 Short Rating: F1+; Fitch Long Rating: AA-; Moody's Long Rating: A1; Standard & Poor's Long Rating: A+; 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

**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 | 2050-10-20      | 6.0000%  | N/A     | $2013.00           | $515.64            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.0000%  | N/A     | $1011.00           | $95.16             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $1507.00           | $1068.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.7400%  | N/A     | $1000.00           | $979.58            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $7526.78           | $5220.50           | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $1000.00           | $749.28            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $24793800.00       | $25494524.27       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $11900.00          | $10569.27          | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1000.00           | $989.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 6.0000%  | N/A     | $1000.00           | $646.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.5000%  | N/A     | $2000.00           | $885.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1121.00           | $1102.86           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-02-15      | 3.8750%  | N/A     | $100.00            | $93.19             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $1070.00           | $607.29            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2040-11-05      | 5.2300%  | N/A     | $3000.00           | $3007.05           | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.5000%  | N/A     | $2000.00           | $154.55            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $0.47              | $0.27              | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.1789%  | N/A     | $25613913.00       | $25601589.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $1000.00           | $1015.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $1000.00           | $496.63            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $3000.00           | $220.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-07-20      | 3.5000%  | N/A     | $3000.00           | $300.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 5.5718%  | N/A     | $4560959.00        | $3777864.87        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2031-07-16      | 4.6000%  | N/A     | $2000.00           | $2052.97           | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2043-07-20      | 3.0000%  | N/A     | $4270.00           | $1605.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $60392040.00       | $47420918.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $4000.00           | $4169.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | 4.0000%  | N/A     | $1950.00           | $108.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.5000%  | N/A     | $1000.00           | $779.96            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $9514399.99        | $3467037.84        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1020.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $4352.00           | $2483.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $2024.00           | $349.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $1000.00           | $649.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $1000.00           | $771.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.5000%  | N/A     | $1000.00           | $1076.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.7300%  | N/A     | $1040.00           | $1017.79           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1000.00           | $1019.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | 3.5000%  | N/A     | $1172.00           | $397.57            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $10812.77          | $7406.93           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1018.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $77845375.00       | $46156156.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1024.00           | $962.23            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $238.17            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 3.5000%  | N/A     | $11500.00          | $887.04            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $100.00            | $31.43             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $2545.17           | $2480.16           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.9830%  | N/A     | $1000.00           | $1017.78           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $78.01             | $58.22             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $4680000.00        | $4799881.95        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $1024.00           | $930.31            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2040-02-23      | 3.4400%  | N/A     | $1000.00           | $874.12            | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.5000%  | N/A     | $1000.00           | $115.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-02-20      | 2.5000%  | N/A     | $1000.00           | $28.52             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $1790.67           | $1367.36           | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $2000.00           | $2117.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-02-20      | 3.0000%  | N/A     | $1037.00           | $6.16              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $1000.00           | $1007.41           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.0000%  | N/A     | $3009.00           | $518.88            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $4033.71           | $2164.05           | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2045-03-20      | 3.0000%  | N/A     | $1004.00           | $81.78             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.5000%  | N/A     | $1000.00           | $183.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.5000%  | N/A     | $1000.00           | $707.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.0000%  | N/A     | $2017.00           | $186.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 6.7260%  | N/A     | $3548.00           | $31.85             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $984.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $1039.67           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $523.62            | $323.49            | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.2500%  | N/A     | $1000.00           | $309.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $1420.00           | $680.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $1000.00           | $976.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.5000%  | N/A     | $1091.00           | $1015.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.0000%  | N/A     | $1024.00           | $380.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 6.0000%  | N/A     | $55434700.00       | $47954351.38       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 4.6510%  | N/A     | $1000.00           | $996.54            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $1451.05           | $1145.37           | U.S. Treasuries (including strips)        |

### Security 45: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJC2, C.4 - ISIN: US3133ETJC28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10014813.20
- **C.18.a - Value (excl. sponsor support):** $10014813.20
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 46: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (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: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16ET6
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 3.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Moody's Long Rating: A1; Fitch Long Rating: A+; 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 | 2034-08-15      | 3.8750%  | N/A     | $1982100.00        | $1999297.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $700.00            | $741.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $100.00            | $103.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $97482300.00       | $99999901.58       | U.S. Treasuries (including strips) |

### Security 47: 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: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24959328.00
- **C.18.a - Value (excl. sponsor support):** $24959328.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, 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: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1954640.62
- **C.18.a - Value (excl. sponsor support):** $1954640.62
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch 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 49: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KV4, C.4 - ISIN: US3130B3KV45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5003226.45
- **C.18.a - Value (excl. sponsor support):** $5003226.45
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 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: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4930772.20
- **C.18.a - Value (excl. sponsor support):** $4930772.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 51: 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: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74821311.00
- **C.18.a - Value (excl. sponsor support):** $74821311.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1500344.94
- **C.18.a - Value (excl. sponsor support):** $1500344.94
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 53: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QX7, C.4 - ISIN: US313385QX70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80592837.69
- **C.18.a - Value (excl. sponsor support):** $80592837.69
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-24
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Fitch 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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: 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):** $9999358.70
- **C.18.a - Value (excl. sponsor support):** $9999358.70
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 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: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4917843.75
- **C.18.a - Value (excl. sponsor support):** $4917843.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; 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 56: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBC4, C.4 - ISIN: US3133ERBC44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000526.00
- **C.18.a - Value (excl. sponsor support):** $5000526.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 57: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUH8, C.4 - ISIN: US3133ETUH85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10001249.60
- **C.18.a - Value (excl. sponsor support):** $10001249.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 58: 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):** $14840533.35
- **C.18.a - Value (excl. sponsor support):** $14840533.35
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 59: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON09AQ6
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 3.9200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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: A; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Moody's Short Rating: P-1; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-05-07      | 0.0000%  | N/A     | $85692400.00       | $84293043.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-28      | 0.0000%  | N/A     | $44019200.00       | $43207045.76       | U.S. Treasuries (including strips) |

### Security 60: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9954856.00
- **C.18.a - Value (excl. sponsor support):** $9954856.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 61: 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: 0QK011IK5
- **C.18 - Value (incl. sponsor support):** $189269000.00
- **C.18.a - Value (excl. sponsor support):** $189269000.00
- **C.19 - Percentage of Net Assets:** 5.9400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 Short Rating: F1+; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Moody's Long Rating: A1; Standard & Poor's Long Rating: A+; 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 NATIONAL MORT | 2039-07-25      | 2.9440%  | N/A     | $463.33            | $26.59             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 6.2850%  | N/A     | $389.89            | $2.23              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $378.54            | $330.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $378.54            | $282.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $478297.53         | $322327.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $63527.00          | $9715.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $2072.12           | $229.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $391786.83         | $271082.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | 3.7940%  | N/A     | $51170.77          | $49756.02          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $2585568.23        | $2082128.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 6.5000%  | N/A     | $1352.89           | $18.47             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1630709.91        | $1646308.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 4.0000%  | N/A     | $378.54            | $52.54             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $378.54            | $322.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $378.54            | $351.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.5000%  | N/A     | $6288236.92        | $721819.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 4.0000%  | N/A     | $378.54            | $331.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.5000%  | N/A     | $46240.69          | $5747.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $26932.98          | $25881.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-15      | 3.5000%  | N/A     | $401.25            | $297.81            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $415007.87         | $321978.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-25      | 1.7399%  | N/A     | $24638.66          | $21297.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.5470%  | N/A     | $2543.02           | $9.15              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-25      | 5.1718%  | N/A     | $9463.45           | $7677.70           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-09-25      | 1.5825%  | N/A     | $415601.03         | $190502.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $484954.12         | $486215.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $378.54            | $301.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1705542.71        | $1757981.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $12113.22          | $3040.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $378.54            | $403.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $378.54            | $204.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $378.54            | $38.63             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $9084.91           | $6233.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $416391.80         | $396823.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $378.54            | $250.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $21955.20          | $20544.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 6.3550%  | N/A     | $2230.35           | $0.37              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.0000%  | N/A     | $1776857.37        | $232049.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $2682238.50        | $2663467.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 4.1980%  | N/A     | $6260.26           | $21.81             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $378.54            | $188.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $378.54            | $291.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $2561063.95        | $2156215.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $2475929.24        | $2504543.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $378.54            | $296.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $574620.68         | $374109.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $378.54            | $303.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2879.92           | $2090.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $541.31            | $26.99             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $3785.38           | $2917.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $1999411.60        | $1621931.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $378.54            | $286.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $387.62            | $45.25             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $11356.14          | $8064.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $202896.37         | $33731.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $4163.92           | $2594.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $797996.71         | $698689.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $378.54            | $232.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $8474705.34        | $8273403.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $387.62            | $185.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 3.0000%  | N/A     | $378.54            | $163.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $8347.14           | $6629.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $378.54            | $284.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $20781.74          | $15236.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 4.1700%  | N/A     | $668.50            | $647.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $400609.79         | $404968.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $48033.44          | $16396.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $4005362.06        | $2541408.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $414.88            | $433.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $378.54            | $389.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $386222.32         | $402940.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $378.54            | $295.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $11407637.07       | $8481590.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 6.5700%  | N/A     | $207779.51         | $9687.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $378.54            | $327.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $4163.54           | $3272.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $381.57            | $378.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 5.5000%  | N/A     | $378.54            | $6.93              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $2269.71           | $1814.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.7650%  | N/A     | $7573710.33        | $99677.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $142400.32         | $22893.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 3.5000%  | N/A     | $1009367.79        | $337472.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $378.54            | $101.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $378.54            | $380.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 4.0000%  | N/A     | $378.54            | $51.53             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 3.5000%  | N/A     | $378.54            | $57.87             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $384566.22         | $375518.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $100691.11         | $77803.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 5.0000%  | N/A     | $378.54            | $83.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 1.5800%  | N/A     | $7570.76           | $6538.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $1018987.20        | $788678.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $378.54            | $343.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $378.54            | $316.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $378.54            | $282.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 3.0000%  | N/A     | $378.54            | $296.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 5.6250%  | N/A     | $55.65             | $0.01              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $381.57            | $67.61             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $8739418.85        | $8650705.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $378.54            | $208.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $378.54            | $251.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $378.54            | $296.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.4200%  | N/A     | $9583.45           | $9655.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 3.5000%  | N/A     | $206303.21         | $171275.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 3.5000%  | N/A     | $2649.77           | $2037.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-15      | 3.0000%  | N/A     | $260920.19         | $219478.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $53752.40          | $39374.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.6190%  | N/A     | $662040.25         | $512958.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 3.5000%  | N/A     | $3028.30           | $2752.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $381.57            | $388.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 3.0000%  | N/A     | $3785.38           | $2134.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.4500%  | N/A     | $481.50            | $0.06              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $13120843.65       | $7460756.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $378.54            | $283.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $89259.26          | $83557.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $3406.84           | $2765.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 2.5000%  | N/A     | $1693812.19        | $430055.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $3327615.51        | $3029858.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $3783278.36        | $769766.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1893.83           | $1957.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $378.54            | $324.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 4.7200%  | N/A     | $34834.20          | $35541.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $775.25            | $641.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $722629.04         | $460102.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 4.5000%  | N/A     | $2767645.76        | $2802719.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $385.35            | $381.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-25      | 2.0000%  | N/A     | $340611.52         | $213270.70         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $2649.77           | $2521.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $405.04            | $3.03              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1981634.32        | $1937621.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 3.0000%  | N/A     | $10599.06          | $1942.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $1892679.78        | $64253.29          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $27877.43          | $26712.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $378.54            | $316.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $7491151.94        | $596754.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $323240.41         | $292108.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $15411026.19       | $15470286.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 5.0000%  | N/A     | $640688.44         | $157973.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 6.3210%  | N/A     | $571.97            | $0.54              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $2432724.42        | $375017.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $807747.48         | $12820.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 6.3360%  | N/A     | $6848.13           | $17.68             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.0000%  | N/A     | $3406.84           | $3138.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $378.54            | $13.86             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 6.0000%  | N/A     | $378.54            | $277.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 4.5000%  | N/A     | $378.54            | $54.13             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-25      | 3.3030%  | N/A     | $28390.35          | $28195.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1060920.88        | $772718.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $378.54            | $42.11             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $378.54            | $379.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.4810%  | N/A     | $17378271.89       | $71909.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $42350.07          | $42862.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $378.54            | $202.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $378.54            | $387.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $416391.80         | $69958.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $378.54            | $379.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $378.54            | $143.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.9180%  | N/A     | $230628.82         | $10910.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $670696.66         | $648760.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $378.54            | $299.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $3786.14           | $3537.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.7600%  | N/A     | $15141.52          | $15688.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 7.0000%  | N/A     | $378.54            | $401.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $378.54            | $237.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 6.2750%  | N/A     | $262552.44         | $7656.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.4650%  | N/A     | $2326549.44        | $10538.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $29755.74          | $29569.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $2331260.34        | $335159.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $129304.80         | $82368.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $378.54            | $303.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $378.54            | $386.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $2497544.14        | $2126676.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 4.5000%  | N/A     | $378.54            | $38.29             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $378.54            | $316.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2069633.80        | $1710413.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $760.10            | $748.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $378.54            | $323.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $378.54            | $169.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $378.54            | $378.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-25      | 6.0000%  | N/A     | $693.86            | $143.69            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $6878220.94        | $6776293.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | 2.4143%  | N/A     | $23469.36          | $20466.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.0000%  | N/A     | $254131.86         | $22610.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.0000%  | N/A     | $209714.22         | $145738.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $378.54            | $270.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $6933750.20        | $6553573.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $381.57            | $367.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $378.54            | $63.44             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $665823.36         | $692714.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $378.54            | $398.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $378.54            | $378.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $304723.09         | $83788.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 1.9690%  | N/A     | $235427.55         | $184813.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $378.92            | $84.46             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $378.54            | $314.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $6054.34           | $3659.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $378.54            | $318.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2271.23           | $2151.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $378.54            | $78.42             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.0000%  | N/A     | $2621032.69        | $2380674.71        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $75707.60          | $21446.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $757.08            | $770.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $5617503.92        | $39806.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $8663220.67        | $894903.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $378.54            | $307.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $378538.00         | $275705.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $264976.60         | $173959.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $378.54            | $386.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $3029.44           | $2232.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $378.54            | $280.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.0000%  | N/A     | $73436.37          | $4838.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3692565.13        | $3655487.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $378.54            | $279.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $757.08            | $759.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $378.54            | $56.48             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $378.54            | $251.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $3785.38           | $2945.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5080%  | N/A     | $7570760.00        | $10964.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $2325328.65        | $1974644.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $378.54            | $164.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $378.54            | $241.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $285688.69         | $39841.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.5000%  | N/A     | $930.45            | $0.45              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 5.5000%  | N/A     | $388.00            | $3.38              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 3.0000%  | N/A     | $378.54            | $111.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $88734.23          | $90619.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $378.54            | $391.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $378.54            | $386.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.5218%  | N/A     | $843.38            | $713.31            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.9080%  | N/A     | $3152.84           | $24.69             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $378.54            | $383.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $378.54            | $200.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 6.5000%  | N/A     | $378.54            | $251.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.3380%  | N/A     | $2821.62           | $259.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $381.57            | $308.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $15141.52          | $11579.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 6.4300%  | N/A     | $39224.11          | $54.42             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $757.08            | $624.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1756313.36        | $1878788.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $4463089.83        | $3737337.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $423263.40         | $419910.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $4755.95           | $4765.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $378.54            | $371.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $378.54            | $235.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | 4.0000%  | N/A     | $454245.60         | $247337.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5950%  | N/A     | $412606.42         | $313668.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $8327.84           | $3625.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $8017.43           | $6201.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $378.54            | $389.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $378.54            | $251.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $378.54            | $294.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.6800%  | N/A     | $11475.00          | $11780.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1710234.68        | $276911.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-25      | 2.2920%  | N/A     | $142694.82         | $111070.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1462425.54        | $1480430.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $378.54            | $296.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $378.54            | $389.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 2.4000%  | N/A     | $23513.27          | $18910.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $378.54            | $395.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $378.54            | $191.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $378.54            | $309.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 4.2190%  | N/A     | $1118.96           | $0.06              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $378.54            | $253.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $45803.10          | $33078.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | 2.8960%  | N/A     | $904.33            | $12.29             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.5000%  | N/A     | $378.54            | $84.69             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $378.54            | $240.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $378.54            | $270.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-25      | 5.1718%  | N/A     | $342367.94         | $244365.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $410720.54         | $428794.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1575205.64        | $1335124.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $387.62            | $125.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $2186609.62        | $706145.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $809400.55         | $831672.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $387.62            | $403.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 6.0000%  | N/A     | $641071.89         | $764955.51         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $378.54            | $334.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $37474.88          | $20917.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 5.0000%  | N/A     | $823429.17         | $455049.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.6460%  | N/A     | $6282.97           | $369.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $378.54            | $280.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 5.5000%  | N/A     | $378.54            | $39.02             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $765723.32         | $440384.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $378.54            | $311.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $682882.55         | $421000.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $757.08            | $724.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 6.8210%  | N/A     | $1551627.26        | $25642.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $170342.10         | $160508.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $625146.42         | $605823.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $378.54            | $388.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $50345.55          | $3625.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $378.92            | $1.50              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $378.54            | $67.50             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 4.4000%  | N/A     | $1357419.10        | $1380488.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 4.2600%  | N/A     | $2211.04           | $0.87              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $381.57            | $305.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $378.54            | $249.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $4542.46           | $4273.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $378.54            | $249.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.2970%  | N/A     | $1124469.46        | $90859.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $378.54            | $287.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2170160.25        | $2104343.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $12880150.64       | $10204150.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $3400596.12        | $1608467.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $37096.72          | $31648.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $378.54            | $322.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $3573.40           | $2805.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $378.54            | $346.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $376266.77         | $239640.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $378.54            | $314.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $378.54            | $242.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $3406.84           | $2593.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | 6.0000%  | N/A     | $387.62            | $343.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $775.25            | $573.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $378.54            | $266.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $381.57            | $296.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 4.6720%  | N/A     | $668.50            | $0.19              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.7500%  | N/A     | $87513.06          | $86733.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $5939339.96        | $6259884.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $4982863.01        | $4473251.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $10054058.24       | $8659753.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $757.08            | $646.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.7500%  | N/A     | $2550059.09        | $2613959.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 6.2500%  | N/A     | $1943.04           | $15.59             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $6330230.03        | $38216.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-25      | 5.0000%  | N/A     | $399.36            | $393.11            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $201382.22         | $157778.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $378.54            | $353.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 3.0000%  | N/A     | $378.54            | $333.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $26140.70          | $25149.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $190022.67         | $25176.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $378.92            | $324.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $378.54            | $277.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $142100.89         | $106031.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $378.54            | $27.12             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.7220%  | N/A     | $3186.91           | $21.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $2032370.52        | $311817.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $378.54            | $335.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $9841.99           | $2392.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 2.0000%  | N/A     | $35582.57          | $25047.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 4.0000%  | N/A     | $2080669.32        | $410900.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $757.08            | $737.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $378.54            | $220.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $34668.02          | $35286.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $378.92            | $103.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $378.54            | $236.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $2586429.02        | $2302411.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $14565.01          | $9226.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $415627.15         | $73339.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $378.54            | $269.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $6155519.98        | $2802518.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $381622.33         | $382155.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.5000%  | N/A     | $378.54            | $203.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $378.54            | $384.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $81759.29          | $12546.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $394173.13         | $399794.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.3950%  | N/A     | $56421.09          | $265.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $420177.18         | $30051.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.5000%  | N/A     | $267261.83         | $21221.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $378.54            | $380.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $160878.65         | $118617.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $307372.48         | $229975.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2238295.19        | $1465236.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $378.54            | $295.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $378.54            | $395.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 4.2640%  | N/A     | $794549.75         | $18029.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $378.54            | $382.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.0000%  | N/A     | $757.08            | $594.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 5.0000%  | N/A     | $1552019.43        | $1399792.78        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $378.54            | $306.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $108946.26         | $114440.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $381.57            | $307.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.5000%  | N/A     | $378.54            | $40.07             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $378.54            | $351.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $378.54            | $364.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $378.54            | $228.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $9807368.43        | $6313996.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 3.5000%  | N/A     | $378.54            | $64.29             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3785.38           | $3801.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $387.62            | $395.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $378.54            | $210.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 4.0000%  | N/A     | $1078.83           | $191.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $381.57            | $390.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $378.54            | $385.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $915676.99         | $828517.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $378.54            | $379.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 5.0000%  | N/A     | $1054.23           | $11.02             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $757.08            | $395.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $2921768.27        | $1582815.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $378.54            | $91.57             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.5310%  | N/A     | $10907279.48       | $49112.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $378.54            | $334.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $2675.13           | $2885.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 7.0000%  | N/A     | $387.62            | $342.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 6.1730%  | N/A     | $5019678.48        | $35302.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $6056.99           | $5539.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $378.54            | $319.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $132488.30         | $110405.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $378.54            | $40.40             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $378.54            | $239.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $6056.61           | $4178.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $112982.62         | $93284.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2466273.11        | $2487316.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $1641598.17        | $1732445.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $378.54            | $104.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $14762.98          | $9370.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $381.57            | $254.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $43832.81          | $27825.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-25      | 1.5000%  | N/A     | $1054322.59        | $105572.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $387.62            | $327.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.3370%  | N/A     | $977.76            | $61.56             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $4542.46           | $3069.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $381.57            | $385.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $4542.46           | $3482.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.6300%  | N/A     | $404229.37         | $438123.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $378.54            | $347.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1496622.66        | $1316022.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $63657.98          | $51799.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $210467.13         | $205631.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $381.57            | $351.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-25      | 4.7960%  | N/A     | $56253.78          | $58040.79          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $378.54            | $260.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 6.3900%  | N/A     | $21438.88          | $3.67              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $378.54            | $372.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $378.54            | $372.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $378.54            | $329.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $378.54            | $285.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $378.54            | $295.51            | Agency Mortgage-Backed Securities         |

### Security 62: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRN9, C.4 - ISIN: US3133ETRN90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10000817.60
- **C.18.a - Value (excl. sponsor support):** $10000817.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 63: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14995890.00
- **C.18.a - Value (excl. sponsor support):** $14995890.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 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: 313313SD1, C.4 - ISIN: US313313SD12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9943611.10
- **C.18.a - Value (excl. sponsor support):** $9943611.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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? 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: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24692325.00
- **C.18.a - Value (excl. sponsor support):** $24692325.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR66, C.4 - ISIN: US3133ETR668, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10000096.90
- **C.18.a - Value (excl. sponsor support):** $10000096.90
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; 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 67: 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):** $4988166.65
- **C.18.a - Value (excl. sponsor support):** $4988166.65
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 68: CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 0SI003EZ2
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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:** Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1+; Fitch Long Rating: AA; Moody's Long Rating: Aa2; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $400.00            | $198.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $2600.00           | $2059.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $300.00            | $195.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $100.00            | $90.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $55600.00          | $56833.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $200.00            | $198.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 3.0000%  | N/A     | $2600.00           | $2037.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $100.00            | $75.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $100.00            | $84.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $199800.00         | $205748.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $100.00            | $76.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $1080.54           | $954.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $5337800.00        | $5484181.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $500.00            | $512.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $44286200.00       | $33543629.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $4700.00           | $4713.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $900.00            | $830.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $200.00            | $189.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $500.00            | $467.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $200.00            | $122.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $200.00            | $156.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $2000.00           | $1991.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $37000.00          | $34897.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 3.8750%  | N/A     | $300.00            | $285.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $64400.00          | $42652.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $2900.00           | $2527.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $400.00            | $259.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $4600.00           | $2994.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $1300.00           | $936.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $100.00            | $105.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $9212300.00        | $7485924.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $400.00            | $327.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $9000.00           | $9201.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $300.00            | $189.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 4.3750%  | N/A     | $2300.00           | $2271.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $4129900.00        | $4129369.16        | U.S. Treasuries (including strips) |

### Security 69: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008Q91
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 6.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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:** Moody's Long Rating: NR; Standard & Poor's Long Rating: A+; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Long Rating: NR; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $139171500.00      | $136492073.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $69097600.00       | $67577506.88       | U.S. Treasuries (including strips) |

### Security 70: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2911414.41
- **C.18.a - Value (excl. sponsor support):** $2911414.41
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 71: 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: 313313WL8, C.4 - ISIN: US313313WL81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4920831.25
- **C.18.a - Value (excl. sponsor support):** $4920831.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Moody's Long Rating: Aa1; 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+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: 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):** $94824660.40
- **C.18.a - Value (excl. sponsor support):** $94824660.40
- **C.19 - Percentage of Net Assets:** 2.9700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 73: 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: 313313SB5, C.4 - ISIN: US313313SB55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9945625.00
- **C.18.a - Value (excl. sponsor support):** $9945625.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; 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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: 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):** $9999742.50
- **C.18.a - Value (excl. sponsor support):** $9999742.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 75: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19993892.20
- **C.18.a - Value (excl. sponsor support):** $19993892.20
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 76: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34881622.30
- **C.18.a - Value (excl. sponsor support):** $34881622.30
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 77: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PZ3, C.4 - ISIN: US313385PZ38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14994083.40
- **C.18.a - Value (excl. sponsor support):** $14994083.40
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: 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: 0HSB14R01
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 3.1400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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:** Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Short Rating: NR; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $117430465.00      | $102034765.27      | Agency Mortgage-Backed Securities |

### 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TQ1, C.4 - ISIN: US313313TQ16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4953425.70
- **C.18.a - Value (excl. sponsor support):** $4953425.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 80: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4976286.70
- **C.18.a - Value (excl. sponsor support):** $4976286.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 81: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $7003524.71
- **C.18.a - Value (excl. sponsor support):** $7003524.71
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: NR; Fitch Short Rating: F1+; 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 82: 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: OVU001FK1
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 6.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 Short Rating: F1; Fitch Long Rating: A; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.9100%  | N/A     | $1000.00           | $999.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.0000%  | N/A     | $28950251.00       | $25992098.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $2048.00           | $1653.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $4960.00           | $71.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.1800%  | N/A     | $1040.00           | $1050.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $2772003.00        | $2416684.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $44490321.00       | $36866171.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $7324009.00        | $6008919.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $761.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 2.9800%  | N/A     | $1000.00           | $907.81            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $100.00            | $103.18            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $676842.00         | $625083.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1024.00           | $819.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $10762876.00       | $10889694.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $4141292.00        | $3656420.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $2048.00           | $1330.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $946.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $32172501.00       | $11671773.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $806792.00         | $728000.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | 5.2218%  | N/A     | $80757564.00       | $80070748.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $179282.00         | $185915.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-01      | 4.0000%  | N/A     | $68909637.00       | $24071407.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1876798.00        | $1649859.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $4674.00           | $3600.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 4.3600%  | N/A     | $1088.00           | $1091.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1024.00           | $902.58            | Agency Mortgage-Backed Securities         |

### Security 83: 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):** $14907864.60
- **C.18.a - Value (excl. sponsor support):** $14907864.60
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 84: 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):** $9997041.70
- **C.18.a - Value (excl. sponsor support):** $9997041.70
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: 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):** $5003543.55
- **C.18.a - Value (excl. sponsor support):** $5003543.55
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 86: 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):** $10001756.10
- **C.18.a - Value (excl. sponsor support):** $10001756.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 87: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17002017.05
- **C.18.a - Value (excl. sponsor support):** $17002017.05
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 88: 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):** $5004819.00
- **C.18.a - Value (excl. sponsor support):** $5004819.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 89: 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: 0QG004VG9
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 6.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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:** Moody's Long Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Short Rating: NR; Fitch Short 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $4729939.00        | $4750011.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $50000000.00       | $9476416.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $63750.00          | $65457.50          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-25      | 5.5718%  | N/A     | $7130000.00        | $5496129.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-11-16      | 4.5000%  | N/A     | $2500000.00        | $2398463.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-01-25      | 5.5000%  | N/A     | $3750000.00        | $3597020.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.8989%  | N/A     | $12536736.25       | $12526793.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-04-25      | 2.4690%  | N/A     | $836500.00         | $641521.78         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.5000%  | N/A     | $7500000.00        | $1302959.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-03-20      | 4.0000%  | N/A     | $50000000.00       | $8341666.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 5.0000%  | N/A     | $11396219.25       | $11241030.49       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $166375.00         | $160292.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-12-25      | 2.5603%  | N/A     | $1150000.00        | $673181.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-10-25      | 2.1510%  | N/A     | $2256250.00        | $789477.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.2189%  | N/A     | $12441648.75       | $12464439.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.2000%  | N/A     | $5586833.25        | $5598730.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 3.5000%  | N/A     | $1010438.00        | $536705.67         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-07-25      | 5.0000%  | N/A     | $1960485.75        | $772084.66         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $4263403.25        | $4269222.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-08-20      | 4.5000%  | N/A     | $5078750.00        | $5109496.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.7500%  | N/A     | $226217.50         | $214558.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $2234500.00        | $2229226.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.9989%  | N/A     | $8594284.00        | $8597876.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $2655250.00        | $2637472.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-25      | 4.9418%  | N/A     | $7500000.00        | $5313276.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-12-20      | 4.5000%  | N/A     | $1604750.00        | $1619085.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $9616500.00        | $9836838.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $37500.00          | $41566.98          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $499000.00         | $98369.23          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $51875.00          | $46848.99          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 4.5000%  | N/A     | $932335.25         | $927192.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $3656500.00        | $3530721.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | 5.4218%  | N/A     | $12500000.00       | $8244950.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-25      | 5.4718%  | N/A     | $12510946.00       | $7066023.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $5231000.00        | $5308469.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1173666.75        | $1118844.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7500%  | N/A     | $172341.00         | $161403.46         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-07-16      | 6.0000%  | N/A     | $393067.00         | $580022.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-25      | 5.5718%  | N/A     | $7156250.00        | $5406476.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-09-16      | 4.3734%  | N/A     | $13628803.75       | $4422464.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-04-20      | 1.7500%  | N/A     | $2226432.00        | $1289118.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.5000%  | N/A     | $12500000.00       | $3569600.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 2.5000%  | N/A     | $5000000.00        | $408603.41         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.5489%  | N/A     | $2210685.75        | $1219244.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.5000%  | N/A     | $5439000.00        | $5475582.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.3489%  | N/A     | $8750000.00        | $8741823.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $52969.00          | $48729.04          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1649334.00        | $1668012.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $2512581.25        | $2530051.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.5000%  | N/A     | $12500000.00       | $3792849.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.4289%  | N/A     | $10000000.00       | $9960384.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $2793954.50        | $2803063.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.0000%  | N/A     | $4309521.25        | $4305425.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.7500%  | N/A     | $160801.25         | $151985.08         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-06-25      | 2.2920%  | N/A     | $1221750.00        | $950985.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-25      | 5.4218%  | N/A     | $1348750.00        | $1113838.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $720256.00         | $428143.34         | Agency Collateralized Mortgage Obligation |

### Security 90: 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):** $9999648.50
- **C.18.a - Value (excl. sponsor support):** $9999648.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 91: 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):** $9908898.60
- **C.18.a - Value (excl. sponsor support):** $9908898.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 92: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49843873.50
- **C.18.a - Value (excl. sponsor support):** $49843873.50
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4937464.40
- **C.18.a - Value (excl. sponsor support):** $4937464.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 94: 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):** $10000021.50
- **C.18.a - Value (excl. sponsor support):** $10000021.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 95: 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: 0CTG16EU3
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 4.7000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 Short Rating: F1; Standard & Poor's Long Rating: A+; Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $76980600.00       | $79156231.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $71728300.00       | $73843817.06       | U.S. Treasuries (including strips) |

### Security 96: 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):** $9999890.30
- **C.18.a - Value (excl. sponsor support):** $9999890.30
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 97: 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):** $9957708.30
- **C.18.a - Value (excl. sponsor support):** $9957708.30
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 98: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29918908.20
- **C.18.a - Value (excl. sponsor support):** $29918908.20
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 99: 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):** $9900844.40
- **C.18.a - Value (excl. sponsor support):** $9900844.40
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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:** 2025-12-05

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

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

**Title of Signing Officer:** Treasurer