# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001145549-25-050873
**Filing Date:** 2025-8
**Character Count:** 478845
**Document Hash:** 8d187b6479a78e54c1707e7c513de769
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050873.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050873

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MASTER PORTFOLIO TRUST
- **CENTRAL INDEX KEY:** 0001140869

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10407
- **FILM NUMBER:** 251193517

**BUSINESS ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE, 49TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 1-877-721-1926

**MAIL ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE, 49TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INSTITUTIONAL PORTFOLIO
- **DATE OF NAME CHANGE:** 20010518

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000025611)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000076728 | Government Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001140869

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

**Registrant Full Name:** Master Portfolio Trust

**CIK Number of Registrant:** 0001140869

**LEI of Registrant:** 549300I1QJ6KR2C8FZ09

**Name of Series:** Government Portfolio

**LEI of Series:** 5493001CSMCYHP65OO69

**EDGAR Series Identifier:** S000025611

**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            | Franklin Templeton Fund Adviser LLC                        | 801-66785         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Baltimore<br>State: MD |  |
| Transfer Agent                | None<br>CIK: —                                             |  |

### Fund Characteristics & Assets

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

- **Is this a Master Fund?:** Yes

- **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:** 34 days

- **WAL:** 111 days

- **Total Value of Portfolio Securities:** $27903637994.40

- **Amortized Cost of Portfolio Securities:** $27903472409.07

- **Cash:** $602332093.26

- **Total Other Assets:** $168821420.72

- **Total Liabilities:** $259497838.71

- **Net Assets of Series:** $28415128084.34

- **Number of Shares Outstanding (Series):** 0.0000

- **Does the fund seek to maintain a stable price per share?:** No

- **Stable Price Per Share:** $0.00

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $21722722578.70           | $22709865197.01            | 68.0600%                  | 71.1500%                   |
| 2025-07-02 | $22980635943.45           | $23767834358.68            | 69.4900%                  | 71.8700%                   |
| 2025-07-03 | $22298430049.25           | $23085851652.09            | 68.8300%                  | 71.2600%                   |
| 2025-07-07 | $21835882316.33           | $22280120049.09            | 68.5300%                  | 69.9300%                   |
| 2025-07-08 | $21975502311.50           | $22419768540.70            | 68.6700%                  | 70.0600%                   |
| 2025-07-09 | $20906983097.24           | $21251653822.88            | 67.8000%                  | 68.9200%                   |
| 2025-07-10 | $21166252943.47           | $21232940415.55            | 68.6900%                  | 68.9000%                   |
| 2025-07-11 | $19976857945.39           | $20240318519.31            | 66.9700%                  | 67.8500%                   |
| 2025-07-14 | $21572747049.45           | $21836214989.20            | 68.3900%                  | 69.2300%                   |
| 2025-07-15 | $21190711405.34           | $21533655333.27            | 67.8300%                  | 68.9300%                   |
| 2025-07-16 | $21693993457.91           | $22381844700.67            | 67.6100%                  | 69.7500%                   |
| 2025-07-17 | $21194530773.43           | $21682439884.37            | 67.5200%                  | 69.0800%                   |
| 2025-07-18 | $21469642250.71           | $22157724966.18            | 67.0300%                  | 69.1800%                   |
| 2025-07-21 | $20511041972.59           | $21199182556.22            | 66.0200%                  | 68.2300%                   |
| 2025-07-22 | $19686425833.88           | $20295089241.12            | 65.2600%                  | 67.2800%                   |
| 2025-07-23 | $19588023038.68           | $20196734825.21            | 65.8800%                  | 67.9300%                   |
| 2025-07-24 | $19951397284.90           | $20814488688.53            | 67.7700%                  | 70.7000%                   |
| 2025-07-25 | $20110618954.45           | $21342459878.34            | 67.4700%                  | 71.6100%                   |
| 2025-07-28 | $21094819798.81           | $22326711496.32            | 68.5000%                  | 72.5000%                   |
| 2025-07-29 | $20623201815.51           | $21855144286.63            | 67.6200%                  | 71.6600%                   |
| 2025-07-30 | $20491132490.91           | $21323125735.66            | 68.8300%                  | 71.6300%                   |
| 2025-07-31 | $19007224598.33           | $19738934716.70            | 66.2900%                  | 68.8400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 0.0000%             |
| 2025-07-02 | 0.0000%             |
| 2025-07-03 | 0.0000%             |
| 2025-07-07 | 0.0000%             |
| 2025-07-08 | 0.0000%             |
| 2025-07-09 | 0.0000%             |
| 2025-07-10 | 0.0000%             |
| 2025-07-11 | 0.0000%             |
| 2025-07-14 | 0.0000%             |
| 2025-07-15 | 0.0000%             |
| 2025-07-16 | 0.0000%             |
| 2025-07-17 | 0.0000%             |
| 2025-07-18 | 0.0000%             |
| 2025-07-21 | 0.0000%             |
| 2025-07-22 | 0.0000%             |
| 2025-07-23 | 0.0000%             |
| 2025-07-24 | 0.0000%             |
| 2025-07-25 | 0.0000%             |
| 2025-07-28 | 0.0000%             |
| 2025-07-29 | 0.0000%             |
| 2025-07-30 | 0.0000%             |
| 2025-07-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 0.0000                      |
|  |  |
| 2025-07-02 | 0.0000                      |
|  |  |
| 2025-07-03 | 0.0000                      |
|  |  |
| 2025-07-07 | 0.0000                      |
|  |  |
| 2025-07-08 | 0.0000                      |
|  |  |
| 2025-07-09 | 0.0000                      |
|  |  |
| 2025-07-10 | 0.0000                      |
|  |  |
| 2025-07-11 | 0.0000                      |
|  |  |
| 2025-07-14 | 0.0000                      |
|  |  |
| 2025-07-15 | 0.0000                      |
|  |  |
| 2025-07-16 | 0.0000                      |
|  |  |
| 2025-07-17 | 0.0000                      |
|  |  |
| 2025-07-18 | 0.0000                      |
|  |  |
| 2025-07-21 | 0.0000                      |
|  |  |
| 2025-07-22 | 0.0000                      |
|  |  |
| 2025-07-23 | 0.0000                      |
|  |  |
| 2025-07-24 | 0.0000                      |
|  |  |
| 2025-07-25 | 0.0000                      |
|  |  |
| 2025-07-28 | 0.0000                      |
|  |  |
| 2025-07-29 | 0.0000                      |
|  |  |
| 2025-07-30 | 0.0000                      |
|  |  |
| 2025-07-31 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $28415128084.34

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2599462.38

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.0000          |
|  |  |
| 2025-07-02 | 0.0000          |
|  |  |
| 2025-07-03 | 0.0000          |
|  |  |
| 2025-07-07 | 0.0000          |
|  |  |
| 2025-07-08 | 0.0000          |
|  |  |
| 2025-07-09 | 0.0000          |
|  |  |
| 2025-07-10 | 0.0000          |
|  |  |
| 2025-07-11 | 0.0000          |
|  |  |
| 2025-07-14 | 0.0000          |
|  |  |
| 2025-07-15 | 0.0000          |
|  |  |
| 2025-07-16 | 0.0000          |
|  |  |
| 2025-07-17 | 0.0000          |
|  |  |
| 2025-07-18 | 0.0000          |
|  |  |
| 2025-07-21 | 0.0000          |
|  |  |
| 2025-07-22 | 0.0000          |
|  |  |
| 2025-07-23 | 0.0000          |
|  |  |
| 2025-07-24 | 0.0000          |
|  |  |
| 2025-07-25 | 0.0000          |
|  |  |
| 2025-07-28 | 0.0000          |
|  |  |
| 2025-07-29 | 0.0000          |
|  |  |
| 2025-07-30 | 0.0000          |
|  |  |
| 2025-07-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $0.00                   |
| 2025-07-02 | $0.00                     | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $0.00                     | $0.00                   |
| 2025-07-09 | $0.00                     | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $0.00                     | $0.00                   |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $0.00                     | $0.00                   |
| 2025-07-16 | $0.00                     | $0.00                   |
| 2025-07-17 | $0.00                     | $0.00                   |
| 2025-07-18 | $0.00                     | $0.00                   |
| 2025-07-21 | $0.00                     | $0.00                   |
| 2025-07-22 | $0.00                     | $0.00                   |
| 2025-07-23 | $0.00                     | $0.00                   |
| 2025-07-24 | $0.00                     | $0.00                   |
| 2025-07-25 | $0.00                     | $0.00                   |
| 2025-07-28 | $0.00                     | $0.00                   |
| 2025-07-29 | $0.00                     | $0.00                   |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 0.0000%           |
| 2025-07-02 | 0.0000%           |
| 2025-07-03 | 0.0000%           |
| 2025-07-07 | 0.0000%           |
| 2025-07-08 | 0.0000%           |
| 2025-07-09 | 0.0000%           |
| 2025-07-10 | 0.0000%           |
| 2025-07-11 | 0.0000%           |
| 2025-07-14 | 0.0000%           |
| 2025-07-15 | 0.0000%           |
| 2025-07-16 | 0.0000%           |
| 2025-07-17 | 0.0000%           |
| 2025-07-18 | 0.0000%           |
| 2025-07-21 | 0.0000%           |
| 2025-07-22 | 0.0000%           |
| 2025-07-23 | 0.0000%           |
| 2025-07-24 | 0.0000%           |
| 2025-07-25 | 0.0000%           |
| 2025-07-28 | 0.0000%           |
| 2025-07-29 | 0.0000%           |
| 2025-07-30 | 0.0000%           |
| 2025-07-31 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AKXQ4, C.4 - ISIN: US3130AKXQ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37734194.19
- **C.18.a - Value (excl. sponsor support):** $37734194.19
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALGR9, C.4 - ISIN: US3130ALGR94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24526530.00
- **C.18.a - Value (excl. sponsor support):** $24526530.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130APQG3, C.4 - ISIN: US3130APQG34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19807834.40
- **C.18.a - Value (excl. sponsor support):** $19807834.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ATUC9, C.4 - ISIN: US3130ATUC95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $32070981.21
- **C.18.a - Value (excl. sponsor support):** $32070981.21
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AV6J6, C.4 - ISIN: US3130AV6J64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10016941.00
- **C.18.a - Value (excl. sponsor support):** $10016941.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWWV8, C.4 - ISIN: US3130AWWV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $18196269.10
- **C.18.a - Value (excl. sponsor support):** $18196269.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWZJ2, C.4 - ISIN: US3130AWZJ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11055795.08
- **C.18.a - Value (excl. sponsor support):** $11055795.08
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75041035.50
- **C.18.a - Value (excl. sponsor support):** $75041035.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCZ7, C.4 - ISIN: US3130AYCZ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100063077.00
- **C.18.a - Value (excl. sponsor support):** $100063077.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYDK9, C.4 - ISIN: US3130AYDK99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200146348.98
- **C.18.a - Value (excl. sponsor support):** $200146348.98
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **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):** $81040846.68
- **C.18.a - Value (excl. sponsor support):** $81040846.68
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B27M1, C.4 - ISIN: US3130B27M17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $130054606.50
- **C.18.a - Value (excl. sponsor support):** $130054606.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PY5, C.4 - ISIN: US3130B2PY55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75055045.50
- **C.18.a - Value (excl. sponsor support):** $75055045.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2WK7, C.4 - ISIN: US3130B2WK78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $63515022.83
- **C.18.a - Value (excl. sponsor support):** $63515022.83
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B33C5, C.4 - ISIN: US3130B33C52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6834327.97
- **C.18.a - Value (excl. sponsor support):** $6834327.97
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RD7, C.4 - ISIN: US3130B3RD73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100039484.00
- **C.18.a - Value (excl. sponsor support):** $100039484.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4PP0, C.4 - ISIN: US3130B4PP05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100028652.00
- **C.18.a - Value (excl. sponsor support):** $100028652.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JD1, C.4 - ISIN: US3130B5JD14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147785738.98
- **C.18.a - Value (excl. sponsor support):** $147785738.98
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XA1, C.4 - ISIN: US3130B5XA19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150060778.50
- **C.18.a - Value (excl. sponsor support):** $150060778.50
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BF2, C.4 - ISIN: US3130B6BF27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149713776.79
- **C.18.a - Value (excl. sponsor support):** $149713776.79
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KW7, C.4 - ISIN: US313313KW74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18744644.53
- **C.18.a - Value (excl. sponsor support):** $18744644.53
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LA4, C.4 - ISIN: US313313LA46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24914611.00
- **C.18.a - Value (excl. sponsor support):** $24914611.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LE6, C.4 - ISIN: US313313LE67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19922450.00
- **C.18.a - Value (excl. sponsor support):** $19922450.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 24: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MY1, C.4 - ISIN: US313313MY13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $158585000.00
- **C.18.a - Value (excl. sponsor support):** $158585000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KJ4, C.4 - ISIN: US313385KJ41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199693778.00
- **C.18.a - Value (excl. sponsor support):** $199693778.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 26: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LA2, C.4 - ISIN: US313385LA23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99658444.00
- **C.18.a - Value (excl. sponsor support):** $99658444.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MB9, C.4 - ISIN: US313385MB96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $168702745.90
- **C.18.a - Value (excl. sponsor support):** $168702745.90
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 28: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MT0, C.4 - ISIN: US313385MT05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133885687.05
- **C.18.a - Value (excl. sponsor support):** $133885687.05
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NA0, C.4 - ISIN: US313385NA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59455225.20
- **C.18.a - Value (excl. sponsor support):** $59455225.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NP7, C.4 - ISIN: US313385NP73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $89044875.00
- **C.18.a - Value (excl. sponsor support):** $89044875.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132259479.48
- **C.18.a - Value (excl. sponsor support):** $132259479.48
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133474069.35
- **C.18.a - Value (excl. sponsor support):** $133474069.35
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PT7, C.4 - ISIN: US313385PT77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $78899977.60
- **C.18.a - Value (excl. sponsor support):** $78899977.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENQ78, C.4 - ISIN: US3133ENQ788, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17008128.04
- **C.18.a - Value (excl. sponsor support):** $17008128.04
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 35: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4R3, C.4 - ISIN: US3133EP4R31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155078540.05
- **C.18.a - Value (excl. sponsor support):** $155078540.05
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 36: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5M3, C.4 - ISIN: US3133EP5M35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125009491.25
- **C.18.a - Value (excl. sponsor support):** $125009491.25
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 37: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPCF0, C.4 - ISIN: US3133EPCF00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5787999.46
- **C.18.a - Value (excl. sponsor support):** $5787999.46
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPCR4, C.4 - ISIN: US3133EPCR48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29690229.22
- **C.18.a - Value (excl. sponsor support):** $29690229.22
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 39: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30015226.20
- **C.18.a - Value (excl. sponsor support):** $30015226.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 40: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPL45, C.4 - ISIN: US3133EPL453, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75002842.50
- **C.18.a - Value (excl. sponsor support):** $75002842.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 41: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM77, C.4 - ISIN: US3133EPM774, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50003354.50
- **C.18.a - Value (excl. sponsor support):** $50003354.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 42: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPU45, C.4 - ISIN: US3133EPU454, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43515020.55
- **C.18.a - Value (excl. sponsor support):** $43515020.55
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVE2, C.4 - ISIN: US3133EPVE24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25015836.00
- **C.18.a - Value (excl. sponsor support):** $25015836.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWB7, C.4 - ISIN: US3133EPWB75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25004595.75
- **C.18.a - Value (excl. sponsor support):** $25004595.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2H3, C.4 - ISIN: US3133ER2H31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47731801.93
- **C.18.a - Value (excl. sponsor support):** $47731801.93
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43677071.50
- **C.18.a - Value (excl. sponsor support):** $43677071.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 47: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4Z1, C.4 - ISIN: US3133ER4Z11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44998854.30
- **C.18.a - Value (excl. sponsor support):** $44998854.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 48: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39986264.00
- **C.18.a - Value (excl. sponsor support):** $39986264.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 49: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7B1, C.4 - ISIN: US3133ER7B16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32777179.91
- **C.18.a - Value (excl. sponsor support):** $32777179.91
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **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):** $147544378.33
- **C.18.a - Value (excl. sponsor support):** $147544378.33
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBQ3, C.4 - ISIN: US3133ERBQ30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88942381.30
- **C.18.a - Value (excl. sponsor support):** $88942381.30
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERC74, C.4 - ISIN: US3133ERC748, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2331760.69
- **C.18.a - Value (excl. sponsor support):** $2331760.69
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 53: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREL1, C.4 - ISIN: US3133EREL16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $369996622.30
- **C.18.a - Value (excl. sponsor support):** $369996622.30
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFG1, C.4 - ISIN: US3133ERFG12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78823628.36
- **C.18.a - Value (excl. sponsor support):** $78823628.36
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39987850.40
- **C.18.a - Value (excl. sponsor support):** $39987850.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFY2, C.4 - ISIN: US3133ERFY28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200049316.00
- **C.18.a - Value (excl. sponsor support):** $200049316.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4232851.44
- **C.18.a - Value (excl. sponsor support):** $4232851.44
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHB0, C.4 - ISIN: US3133ERHB07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $27815934.87
- **C.18.a - Value (excl. sponsor support):** $27815934.87
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15009495.45
- **C.18.a - Value (excl. sponsor support):** $15009495.45
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKY6, C.4 - ISIN: US3133ERKY62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24993616.75
- **C.18.a - Value (excl. sponsor support):** $24993616.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50024341.50
- **C.18.a - Value (excl. sponsor support):** $50024341.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9286671.30
- **C.18.a - Value (excl. sponsor support):** $9286671.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPN5, C.4 - ISIN: US3133ERPN52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48292524.71
- **C.18.a - Value (excl. sponsor support):** $48292524.71
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPW5, C.4 - ISIN: US3133ERPW51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72017807.76
- **C.18.a - Value (excl. sponsor support):** $72017807.76
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQC8, C.4 - ISIN: US3133ERQC88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149664374.34
- **C.18.a - Value (excl. sponsor support):** $149664374.34
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3149927.02
- **C.18.a - Value (excl. sponsor support):** $3149927.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS36, C.4 - ISIN: US3133ERS363, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50020467.00
- **C.18.a - Value (excl. sponsor support):** $50020467.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSA0, C.4 - ISIN: US3133ERSA05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70003394.30
- **C.18.a - Value (excl. sponsor support):** $70003394.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $73445636.45
- **C.18.a - Value (excl. sponsor support):** $73445636.45
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120054754.80
- **C.18.a - Value (excl. sponsor support):** $120054754.80
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW80, C.4 - ISIN: US3133ERW803, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17796103.04
- **C.18.a - Value (excl. sponsor support):** $17796103.04
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWA5, C.4 - ISIN: US3133ERWA58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7806107.63
- **C.18.a - Value (excl. sponsor support):** $7806107.63
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2502250.95
- **C.18.a - Value (excl. sponsor support):** $2502250.95
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX55, C.4 - ISIN: US3133ERX553, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59697084.66
- **C.18.a - Value (excl. sponsor support):** $59697084.66
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6356226.94
- **C.18.a - Value (excl. sponsor support):** $6356226.94
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7005468.26
- **C.18.a - Value (excl. sponsor support):** $7005468.26
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69966695.40
- **C.18.a - Value (excl. sponsor support):** $69966695.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAC1, C.4 - ISIN: US3133ETAC19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14999771.85
- **C.18.a - Value (excl. sponsor support):** $14999771.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCG0, C.4 - ISIN: US3133ETCG05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999298.50
- **C.18.a - Value (excl. sponsor support):** $49999298.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30010362.00
- **C.18.a - Value (excl. sponsor support):** $30010362.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETET0, C.4 - ISIN: US3133ETET08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90030083.40
- **C.18.a - Value (excl. sponsor support):** $90030083.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFZ5, C.4 - ISIN: US3133ETFZ58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35007606.20
- **C.18.a - Value (excl. sponsor support):** $35007606.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGD3, C.4 - ISIN: US3133ETGD38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70017709.30
- **C.18.a - Value (excl. sponsor support):** $70017709.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 84: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJB4, C.4 - ISIN: US3133ETJB45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149676061.92
- **C.18.a - Value (excl. sponsor support):** $149676061.92
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 85: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999214.25
- **C.18.a - Value (excl. sponsor support):** $24999214.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 86: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKP1, C.4 - ISIN: US3133ETKP12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99999479.00
- **C.18.a - Value (excl. sponsor support):** $99999479.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLC9, C.4 - ISIN: US3133ETLC99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199995544.00
- **C.18.a - Value (excl. sponsor support):** $199995544.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 88: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLJ4, C.4 - ISIN: US3133ETLJ43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80001314.40
- **C.18.a - Value (excl. sponsor support):** $80001314.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74997657.00
- **C.18.a - Value (excl. sponsor support):** $74997657.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 90: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPJ0, C.4 - ISIN: US3133ETPJ07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30000155.70
- **C.18.a - Value (excl. sponsor support):** $30000155.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999989.70
- **C.18.a - Value (excl. sponsor support):** $9999989.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 92: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 0.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWZ82, C.4 - ISIN: US3134GWZ825, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $57386712.66
- **C.18.a - Value (excl. sponsor support):** $57386712.66
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.5900%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 93: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 0.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GXHL1, C.4 - ISIN: US3134GXHL12, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $120951492.27
- **C.18.a - Value (excl. sponsor support):** $120951492.27
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 0.7000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 94: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GXR63, C.4 - ISIN: US3134GXR630, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $4797415.75
- **C.18.a - Value (excl. sponsor support):** $4797415.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 95: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $148310422.85
- **C.18.a - Value (excl. sponsor support):** $148310422.85
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 96: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $94357100.54
- **C.18.a - Value (excl. sponsor support):** $94357100.54
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 97: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $97469887.42
- **C.18.a - Value (excl. sponsor support):** $97469887.42
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 98: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $75083519.34
- **C.18.a - Value (excl. sponsor support):** $75083519.34
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 99: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $73046722.19
- **C.18.a - Value (excl. sponsor support):** $73046722.19
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 100: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $419934753.00
- **C.18.a - Value (excl. sponsor support):** $419934753.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 101: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G06A6, C.4 - ISIN: US3135G06A65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $21021864.88
- **C.18.a - Value (excl. sponsor support):** $21021864.88
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 102: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G06G3, C.4 - ISIN: US3135G06G36, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $53067508.64
- **C.18.a - Value (excl. sponsor support):** $53067508.64
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.5000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 103: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $75047499.75
- **C.18.a - Value (excl. sponsor support):** $75047499.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 104: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $217165385.54
- **C.18.a - Value (excl. sponsor support):** $217165385.54
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 105: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $87533713.04
- **C.18.a - Value (excl. sponsor support):** $87533713.04
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 106: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $68960395.67
- **C.18.a - Value (excl. sponsor support):** $68960395.67
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 107: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $307143076.26
- **C.18.a - Value (excl. sponsor support):** $307143076.26
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 108: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.320000%
- **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):** $87924883.63
- **C.18.a - Value (excl. sponsor support):** $87924883.63
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 109: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136G4W41, C.4 - ISIN: US3136G4W414, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $73373573.95
- **C.18.a - Value (excl. sponsor support):** $73373573.95
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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 110: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $87863645.01
- **C.18.a - Value (excl. sponsor support):** $87863645.01
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 111: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $143296849.44
- **C.18.a - Value (excl. sponsor support):** $143296849.44
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 112: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296512758.12
- **C.18.a - Value (excl. sponsor support):** $296512758.12
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 113: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149429866.50
- **C.18.a - Value (excl. sponsor support):** $149429866.50
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 114: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149182158.00
- **C.18.a - Value (excl. sponsor support):** $149182158.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 115: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149053177.50
- **C.18.a - Value (excl. sponsor support):** $149053177.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 116: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $90991946.89
- **C.18.a - Value (excl. sponsor support):** $90991946.89
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 117: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **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):** $400774058.88
- **C.18.a - Value (excl. sponsor support):** $400774058.88
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 118: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $46134677.83
- **C.18.a - Value (excl. sponsor support):** $46134677.83
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 119: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148330029.00
- **C.18.a - Value (excl. sponsor support):** $148330029.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 120: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296152074.00
- **C.18.a - Value (excl. sponsor support):** $296152074.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 121: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $160737060.00
- **C.18.a - Value (excl. sponsor support):** $160737060.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 122: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $415491182.43
- **C.18.a - Value (excl. sponsor support):** $415491182.43
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 123: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $52962387.60
- **C.18.a - Value (excl. sponsor support):** $52962387.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 124: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $139299000.00
- **C.18.a - Value (excl. sponsor support):** $139299000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 125: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $129958145.03
- **C.18.a - Value (excl. sponsor support):** $129958145.03
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 0.7500%
- **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:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 126: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $274945652.18
- **C.18.a - Value (excl. sponsor support):** $274945652.18
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 127: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $264929437.50
- **C.18.a - Value (excl. sponsor support):** $264929437.50
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 128: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $322984882.79
- **C.18.a - Value (excl. sponsor support):** $322984882.79
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 5.0000%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 129: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55073906.25
- **C.18.a - Value (excl. sponsor support):** $55073906.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 130: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83417140.63
- **C.18.a - Value (excl. sponsor support):** $83417140.63
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 131: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397723024.40
- **C.18.a - Value (excl. sponsor support):** $397723024.40
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 132: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $26633968.43
- **C.18.a - Value (excl. sponsor support):** $26633968.43
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 133: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180816309.75
- **C.18.a - Value (excl. sponsor support):** $180816309.75
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 134: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44058952.96
- **C.18.a - Value (excl. sponsor support):** $44058952.96
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 135: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $77339882.62
- **C.18.a - Value (excl. sponsor support):** $77339882.62
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 136: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.630000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150534375.00
- **C.18.a - Value (excl. sponsor support):** $150534375.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 137: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $256956890.63
- **C.18.a - Value (excl. sponsor support):** $256956890.63
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 138: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.360000%
- **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: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10147475
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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

**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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2036-07-01      | 6.5000%  | 0.0000% | $15413571.00       | $107851.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-04-01      | 8.5000%  | 0.0000% | $981137.00         | $607.19            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-09-01      | 4.5000%  | 0.0000% | $659250.00         | $46718.56          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-01-01      | 3.5000%  | 0.0000% | $486000.00         | $119819.04         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.5000%  | 0.0000% | $100000.00         | $95271.89          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.5000%  | 0.0000% | $971781.00         | $874543.75         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.0000%  | 0.0000% | $700000.00         | $587957.02         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $1503198.00        | $1496596.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $1674460.00        | $1635315.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $435238.00         | $429830.64         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $2190371.00        | $2249090.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 6.0000%  | 0.0000% | $2002992.00        | $1858554.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $2775738.00        | $2803762.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $2469803.00        | $2592897.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-06-01      | 4.5000%  | 0.0000% | $344000.00         | $74582.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.5000%  | 0.0000% | $97594.00          | $27217.10          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2058-05-01      | 3.5000%  | 0.0000% | $8249999.00        | $2777192.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $200000.00         | $41383.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-12-01      | 2.0000%  | 0.0000% | $929748.00         | $609677.80         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 2.5000%  | 0.0000% | $2292030.00        | $1488006.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $884019.00         | $666446.81         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.0000%  | 0.0000% | $3768396.00        | $2871161.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $2886097.00        | $3011124.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $274255.00         | $224259.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 4.0000%  | 0.0000% | $293000.00         | $245590.21         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.5000%  | 0.0000% | $200000.00         | $162922.61         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 3.0000%  | 0.0000% | $8643733.00        | $5402087.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-04-01      | 2.5000%  | 0.0000% | $780057.00         | $468640.81         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 3.0000%  | 0.0000% | $5048800.00        | $3440395.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $5000.00           | $4135.22           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.5000%  | 0.0000% | $1567000.00        | $1262687.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.5000%  | 0.0000% | $141613.00         | $126953.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 6.0000%  | 0.0000% | $15748936.00       | $15657162.39       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.0000%  | 0.0000% | $4993544.00        | $4801285.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 4.5000%  | 0.0000% | $348000.00         | $324096.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $8075328.00        | $7182627.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 4.5000%  | 0.0000% | $16490604.00       | $15866203.77       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 5.5000%  | 0.0000% | $320000.00         | $73961.23          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 4.0000%  | 0.0000% | $6000.00           | $1842.96           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 4.5000%  | 0.0000% | $90000.00          | $26320.86          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-08-01      | 2.0000%  | 0.0000% | $50000.00          | $27380.78          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $1894915.00        | $1454321.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.0000%  | 0.0000% | $25100238.00       | $21306129.81       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $9000.00           | $6988.67           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $47006873.00       | $48895144.52       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-11-01      | 7.0000%  | 0.0000% | $940000.00         | $27944.06          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-06-01      | 5.5000%  | 0.0000% | $35000.00          | $532.95            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-11-01      | 7.0000%  | 0.0000% | $840000.00         | $20899.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-01-01      | 4.5000%  | 0.0000% | $37718.00          | $1302.07           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-08-01      | 3.0000%  | 0.0000% | $815568.00         | $52448.43          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-05-01      | 3.5000%  | 0.0000% | $383935.00         | $102281.76         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 2.0000%  | 0.0000% | $21564368.00       | $9515636.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-04-01      | 4.0000%  | 0.0000% | $318865.00         | $276939.68         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-12-01      | 3.0000%  | 0.0000% | $948560.00         | $702305.05         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $47661549.00       | $37436364.53       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 4.0000%  | 0.0000% | $9000.00           | $7203.07           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 4.5000%  | 0.0000% | $26000.00          | $22279.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 3.5000%  | 0.0000% | $1691468.00        | $1462678.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-01-01      | 4.5000%  | 0.0000% | $1107328.00        | $944436.50         | Agency Mortgage-Backed Securities |

### Security 139: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.370000%
- **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: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10189075
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2027-02-01      | 5.5000%  | 0.0000% | $3149000.00        | $6321.04           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-12-01      | 5.5000%  | 0.0000% | $639477.00         | $1806.37           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-06-01      | 4.0000%  | 0.0000% | $3659696.00        | $922473.67         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 4.0000%  | 0.0000% | $602000.00         | $80284.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-09-01      | 3.5000%  | 0.0000% | $3261969.00        | $576947.85         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-11-01      | 3.5000%  | 0.0000% | $2084979.00        | $348711.78         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-04-01      | 3.0000%  | 0.0000% | $28000.00          | $3747.91           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-03-01      | 3.5000%  | 0.0000% | $82000.00          | $11167.69          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-04-01      | 5.5000%  | 0.0000% | $235000.00         | $32830.54          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.5000%  | 0.0000% | $1336000.00        | $1110790.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 5.0000%  | 0.0000% | $9107706.00        | $8785876.79        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 5.5000%  | 0.0000% | $1203150.00        | $1079524.79        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 6.0000%  | 0.0000% | $100000.00         | $82260.40          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $7462178.00        | $7439065.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 5.0000%  | 0.0000% | $1382400.00        | $1396114.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $1825310.00        | $1823319.95        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $1537080.00        | $1568061.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.0000%  | 0.0000% | $1105633.00        | $1077999.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $8144741.00        | $8024893.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $1677350.00        | $1735299.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $3318701.00        | $3484406.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-05-01      | 5.0000%  | 0.0000% | $40567.00          | $39891.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1443176.00        | $1460936.01        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $24905713.00       | $25023550.22       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1601782.00        | $1649181.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 6.0000%  | 0.0000% | $1001956.00        | $1035475.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 5.0000%  | 0.0000% | $190000.00         | $40782.55          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-02-01      | 3.5000%  | 0.0000% | $16000.00          | $3754.70           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 2.0000%  | 0.0000% | $1000000.00        | $564200.67         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $2812526.00        | $2857099.32        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 3.0000%  | 0.0000% | $678633.00         | $516471.67         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-02-01      | 4.5000%  | 0.0000% | $560548.00         | $359555.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 4.0000%  | 0.0000% | $850569.00         | $587274.96         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $477000.00         | $64894.10          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 3.5000%  | 0.0000% | $227000.00         | $26333.38          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-02-01      | 2.5000%  | 0.0000% | $200000.00         | $99385.15          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.0000%  | 0.0000% | $699992.00         | $468769.84         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $239910.00         | $156790.70         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1403.28           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.5000%  | 0.0000% | $150133.00         | $133330.41         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-04-01      | 5.0000%  | 0.0000% | $3218077.00        | $2710544.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 4.5000%  | 0.0000% | $1533514.00        | $1395149.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 4.5000%  | 0.0000% | $4869000.00        | $4472338.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $6458212.00        | $5776103.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $6000.00           | $5186.27           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $27608377.00       | $24556362.54       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.0000%  | 0.0000% | $38512464.00       | $37424847.32       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.5000%  | 0.0000% | $2000.00           | $627.38            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 3.0000%  | 0.0000% | $15000.00          | $7015.11           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.5000%  | 0.0000% | $100000.00         | $50741.34          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.0000%  | 0.0000% | $200000.00         | $100715.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 2.5000%  | 0.0000% | $299000.00         | $105867.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 1.5000%  | 0.0000% | $500000.00         | $227708.70         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $51363.84          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 4.0000%  | 0.0000% | $947000.00         | $314417.33         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-08-01      | 2.5000%  | 0.0000% | $30239636.00       | $14401711.61       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 4.0000%  | 0.0000% | $308000.00         | $199030.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1240.42           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $900000.00         | $717593.36         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 2.5000%  | 0.0000% | $121000.00         | $89406.29          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.5000%  | 0.0000% | $30000.00          | $27654.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 3.0000%  | 0.0000% | $25885059.00       | $21594358.72       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 6.0000%  | 0.0000% | $125000.00         | $1369.61           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 7.0000%  | 0.0000% | $150000.00         | $920.95            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-08-01      | 4.5000%  | 0.0000% | $205000.00         | $9622.62           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 4.0000%  | 0.0000% | $60000.00          | $11680.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 4.0000%  | 0.0000% | $23000.00          | $1717.83           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-05-01      | 4.0000%  | 0.0000% | $25838.00          | $3019.66           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $183000.00         | $120522.02         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-07-01      | 5.0000%  | 0.0000% | $15000000.00       | $14938690.00       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 4.5000%  | 0.0000% | $42000.00          | $1488.94           | Agency Mortgage-Backed Securities |

### Security 140: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.370000%
- **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: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10190115
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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 FARM CREDIT BANK | 2035-11-16      | 1.8300%  | 0.0000% | $200000.00         | $150694.70         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2036-04-14      | 2.5000%  | 0.0000% | $500000.00         | $401173.28         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2029-03-12      | 4.5200%  | 0.0000% | $2775000.00        | $2817138.99        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2028-12-18      | 4.4600%  | 0.0000% | $81000.00          | $81702.45          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2030-09-24      | 4.9900%  | 0.0000% | $11000000.00       | $11171199.72       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2030-04-08      | 4.8400%  | 0.0000% | $20751000.00       | $21032720.19       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2029-12-24      | 4.8400%  | 0.0000% | $1266000.00        | $1270841.75        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2034-07-03      | 5.2900%  | 0.0000% | $33197000.00       | $33183072.01       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2028-01-03      | 4.3500%  | 0.0000% | $24225000.00       | $24257009.30       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2030-07-22      | 4.7600%  | 0.0000% | $7652000.00        | $7634706.48        | Agency Debentures and Agency Strips |

### Security 141: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.350000%
- **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: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10197325
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2055-06-01      | 7.0000%  | 0.0000% | $2409224.00        | $2568540.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 3.5000%  | 0.0000% | $19959040.00       | $6760352.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 4.5000%  | 0.0000% | $115580672.00      | $87122317.93       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $5623040.00        | $5476957.25        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-04-01      | 4.0000%  | 0.0000% | $399992.00         | $71832.65          | Agency Mortgage-Backed Securities |

### Security 142: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.330000%
- **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: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10209765
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $31035500.00       | $17520503.90       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $500.00            | $648.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $363000.00         | $267065.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $252600.00         | $146338.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $47000.00          | $39839.67          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $700.00            | $527.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $37550700.00       | $26222220.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $2700.00           | $2338.24           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $530400.00         | $538983.02         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $11900000.00       | $12221829.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $3900.00           | $3917.99           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.18             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $3244200.00        | $2299187.54        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2045-02-15      | 0.7500%  | 0.0000% | $392000.00         | $390522.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $98.91             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $300.00            | $200.41            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $122.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $400.00            | $357.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $712300.00         | $690793.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $788700.00         | $727153.76         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-01-15      | 0.1250%  | 0.0000% | $232900.00         | $267225.69         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $829400.00         | $965143.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $900.00            | $886.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $15537200.00       | $15393900.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 4.0000%  | 0.0000% | $1369300.00        | $1392172.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $63300.00          | $63674.69          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.35             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $1780600.00        | $1847225.90        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-10-15      | 2.3750%  | 0.0000% | $22658000.00       | $24828769.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $3616100.00        | $3587467.60        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $19413400.00       | $19389443.22       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-01-31      | 4.5309%  | 0.0000% | $200.00            | $200.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $242100.00         | $242284.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $10628000.00       | $10837679.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $243200.00         | $246842.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $28009700.00       | $28290418.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $12711400.00       | $12729920.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $338900.00         | $345365.58         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $3375300.00        | $3440416.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $10996200.00       | $11079699.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $200.00            | $200.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $8776800.00        | $8714344.29        | U.S. Treasuries (including strips) |

### Security 143: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.360000%
- **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: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10241685
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2028-09-01      | 6.0000%  | 0.0000% | $910927.00         | $3626.51           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 7.0000%  | 0.0000% | $2661162.00        | $9274.44           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-09-01      | 4.0000%  | 0.0000% | $385000.00         | $1384.82           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 4.0000%  | 0.0000% | $14000.00          | $1949.16           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-07-01      | 3.5000%  | 0.0000% | $229000.00         | $52726.21          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-08-01      | 4.0000%  | 0.0000% | $1005000.00        | $31093.96          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.5000%  | 0.0000% | $46501000.00       | $43031750.57       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 4.0000%  | 0.0000% | $39000.00          | $6346.82           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 4.0000%  | 0.0000% | $146000.00         | $16075.87          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-12-01      | 6.0000%  | 0.0000% | $1389740.00        | $672006.84         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.5000%  | 0.0000% | $1173280.00        | $1024379.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.5000%  | 0.0000% | $58485.00          | $56933.09          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.0000%  | 0.0000% | $1795624.00        | $1807686.53        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.5000%  | 0.0000% | $495785.00         | $437970.74         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.0000%  | 0.0000% | $1322461.00        | $1335285.25        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.5000%  | 0.0000% | $3618721.00        | $3437924.61        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.5000%  | 0.0000% | $160000.00         | $151010.34         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 5.0000%  | 0.0000% | $1275059.00        | $1211641.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $1895980.00        | $1893602.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.0000%  | 0.0000% | $1210670.00        | $1176456.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.0000%  | 0.0000% | $9803042.00        | $9391686.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.0000%  | 0.0000% | $1668788.00        | $1633737.81        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 5.5000%  | 0.0000% | $1050808.00        | $1030997.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 4.5000%  | 0.0000% | $1177435.00        | $1132327.51        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $1810814.00        | $1907665.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $2546223.00        | $2513823.26        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $1113649.00        | $1119555.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $2028038.00        | $2044825.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $932345.00         | $933020.78         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $1601520.00        | $1612034.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1439721.00        | $1450250.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1329025.00        | $1400393.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-06-01      | 5.0000%  | 0.0000% | $1978238.00        | $290280.67         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 3.0000%  | 0.0000% | $465000.00         | $76491.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.5000%  | 0.0000% | $3243000.00        | $409110.10         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 5.0000%  | 0.0000% | $4460000.00        | $952094.96         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 2.0000%  | 0.0000% | $2609700.00        | $1417690.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.0000%  | 0.0000% | $5350809.00        | $3585658.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 2.5000%  | 0.0000% | $463697.00         | $342218.97         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 6.5000%  | 0.0000% | $400000.00         | $302290.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $80424.46          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 4.5000%  | 0.0000% | $3367455.00        | $2960791.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 4.0000%  | 0.0000% | $1094833.00        | $926748.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.0000%  | 0.0000% | $2572361.00        | $2522253.73        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.0000%  | 0.0000% | $704791.00         | $444164.14         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 3.0000%  | 0.0000% | $441087.00         | $266542.88         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $6932601.00        | $4767294.59        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 3.5000%  | 0.0000% | $19000.00          | $5475.15           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $106000.00         | $17293.32          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 1.5000%  | 0.0000% | $300000.00         | $164374.65         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 4.0000%  | 0.0000% | $6571619.00        | $2386199.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-08-01      | 3.5000%  | 0.0000% | $242902.00         | $150441.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $7181000.00        | $4595651.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $34000.00          | $24715.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $590100.00         | $454872.46         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-11-01      | 4.5000%  | 0.0000% | $56337.00          | $36484.35          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.0000%  | 0.0000% | $700000.00         | $632604.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $1513000.00        | $1330269.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.5000%  | 0.0000% | $1463249.00        | $1094647.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 4.5000%  | 0.0000% | $51000.00          | $44921.61          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $67000.00          | $54635.40          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $523505.00         | $440804.42         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.0000%  | 0.0000% | $100000.00         | $83914.67          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.5000%  | 0.0000% | $1026000.00        | $843051.42         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-02-01      | 6.5000%  | 0.0000% | $2084925.00        | $1493797.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-07-01      | 6.0000%  | 0.0000% | $1387198.00        | $603422.54         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.0000%  | 0.0000% | $3437136.00        | $3066952.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.0000%  | 0.0000% | $15000.00          | $13205.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 6.0000%  | 0.0000% | $34672800.00       | $33102687.13       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 6.0000%  | 0.0000% | $14000.00          | $13690.42          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 4.5000%  | 0.0000% | $8689351.00        | $7788115.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 7.0000%  | 0.0000% | $695549.00         | $608468.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $100000.00         | $96742.95          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 2.5000%  | 0.0000% | $437676.00         | $345025.81         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-10-01      | 3.5000%  | 0.0000% | $75000.00          | $21798.47          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-12-01      | 4.5000%  | 0.0000% | $3106857.00        | $336469.74         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 3.5000%  | 0.0000% | $2200000.00        | $329891.89         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 5.0000%  | 0.0000% | $2200000.00        | $388288.26         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.0000%  | 0.0000% | $1448000.00        | $785544.30         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $70000.00          | $38461.85          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 3.0000%  | 0.0000% | $10487587.00       | $7163030.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $1178089.00        | $776786.95         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-05-01      | 5.5000%  | 0.0000% | $3000.00           | $1424.43           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $1392156.00        | $973103.78         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.0000%  | 0.0000% | $1289000.00        | $753506.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.0000%  | 0.0000% | $200000.00         | $140200.68         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 4.0000%  | 0.0000% | $3131225.00        | $1969943.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $200000.00         | $161036.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 1.5000%  | 0.0000% | $4316406.00        | $3112883.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $102069.00         | $88885.15          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 5.5000%  | 0.0000% | $7746306.00        | $6732258.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 5.0000%  | 0.0000% | $2857488.00        | $2727117.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 6.5000%  | 0.0000% | $622054.00         | $3868.55           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 6.0000%  | 0.0000% | $1525000.00        | $9900.94           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 4.5000%  | 0.0000% | $2446722.00        | $213299.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 5.0000%  | 0.0000% | $1963931.00        | $111969.89         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $16577.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 3.5000%  | 0.0000% | $130000.00         | $21385.52          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-12-01      | 4.5000%  | 0.0000% | $33000.00          | $2452.67           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 2.5000%  | 0.0000% | $130000.00         | $21555.81          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-12-01      | 3.0000%  | 0.0000% | $900000.00         | $137861.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 2.5000%  | 0.0000% | $25679000.00       | $12554032.96       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-05-01      | 2.5000%  | 0.0000% | $700000.00         | $478505.52         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.0000%  | 0.0000% | $620000.00         | $471111.53         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 6.0000%  | 0.0000% | $20000.00          | $14839.58          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 6.0000%  | 0.0000% | $55000.00          | $51575.84          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-03-01      | 4.5000%  | 0.0000% | $1411975.00        | $1308566.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-05-01      | 3.5000%  | 0.0000% | $186593.00         | $166646.26         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 5.5000%  | 0.0000% | $535424.00         | $547520.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 5.5000%  | 0.0000% | $74991.00          | $1733.34           | Agency Mortgage-Backed Securities |

### Security 144: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.370000%
- **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: LMRP10242765
- **C.18 - Value (incl. sponsor support):** $292596000.00
- **C.18.a - Value (excl. sponsor support):** $292596000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2038-05-15      | 4.5000%  | 0.0000% | $180007500.00      | $181292890.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $118447800.00      | $73128953.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $44281700.00       | $44026099.78       | U.S. Treasuries (including strips) |

### Security 145: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 4.370000%
- **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: LMRP10242775
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2052-05-19      | 4.0000%  | 0.0000% | $63805738.00       | $47006775.24       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $44470463.00       | $39667208.18       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2042-03-01      | 3.5000%  | 0.0000% | $530848073.00      | $38574357.27       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2042-07-01      | 3.5000%  | 0.0000% | $236996864.00      | $34598057.15       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2046-10-01      | 3.0000%  | 0.0000% | $152048609.00      | $35240567.90       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2047-12-01      | 3.5000%  | 0.0000% | $250130688.00      | $37643807.06       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-05-01      | 3.5000%  | 0.0000% | $174946560.00      | $33023952.48       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-12-01      | 2.0000%  | 0.0000% | $83715812.00       | $44698643.00       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-12-01      | 2.0000%  | 0.0000% | $83641985.00       | $42478087.88       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $81995293.00       | $45562111.03       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2036-09-01      | 1.5000%  | 0.0000% | $80379354.00       | $48432223.47       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $19968886.00       | $18520832.79       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $49696512.00       | $48825170.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $96384253.00       | $91690888.20       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-10-01      | 2.5000%  | 0.0000% | $107274478.00      | $51000705.06       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 3.0000%  | 0.0000% | $7255306.00        | $6000846.40        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-05-01      | 5.5000%  | 0.0000% | $58200897.00       | $51035766.60       | Agency Mortgage-Backed Securities |

### Security 146: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.360000%
- **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: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10242785
- **C.18 - Value (incl. sponsor support):** $290000000.00
- **C.18.a - Value (excl. sponsor support):** $290000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $338812300.00      | $295835845.24      | U.S. Treasuries (including strips) |

### Security 147: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 4.360000%
- **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: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10242805
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.5200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $46490148.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $46490148.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $12467000.00       | $11591853.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50355977.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50355977.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50355977.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50355977.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50355977.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50355977.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50355977.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50355977.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $33021100.00       | $33256195.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50355977.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50355977.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $27995600.00       | $28041244.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50081520.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50081520.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50081520.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50081520.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50081520.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50081520.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50081520.06       | U.S. Treasuries (including strips) |

### Security 148: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 4.360000%
- **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: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10242815
- **C.18 - Value (incl. sponsor support):** $790000000.00
- **C.18.a - Value (excl. sponsor support):** $790000000.00
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $783909400.00      | $805800070.00      | U.S. Treasuries (including strips) |

### Security 149: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.350000%
- **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: LMRP10242825
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-07-20      | 5.6726%  | 0.0000% | $50000000.00       | $51538615.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $96600000.00       | $65946236.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $89118023.00       | $63795449.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $59300000.00       | $38644128.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2980%  | 0.0000% | $48220059.00       | $32075571.32       | Agency Collateralized Mortgage Obligation |

### Security 150: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: LMRP10242835
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $70416500.00       | $65266976.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $88280800.00       | $88012119.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $50066000.00       | $50720919.05       | U.S. Treasuries (including strips) |

### Security 151: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.370000%
- **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: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10242845
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2050-12-01      | 2.0000%  | 0.0000% | $230730496.00      | $123078667.34      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.5000%  | 0.0000% | $261897.00         | $181940.34         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 6.5000%  | 0.0000% | $8191744.00        | $5596877.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.5000%  | 0.0000% | $9540704.00        | $6657900.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 6.5000%  | 0.0000% | $1503034.00        | $1551424.95        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.0000%  | 0.0000% | $336739.00         | $210114.17         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $462213.00         | $286074.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $55081.00          | $42774.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 3.5000%  | 0.0000% | $25000.00          | $7204.14           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 4.5000%  | 0.0000% | $100000.00         | $75989.52          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 4.0000%  | 0.0000% | $8937560.00        | $2611377.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 3.5000%  | 0.0000% | $4787408.00        | $2092246.82        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 2.0000%  | 0.0000% | $20786368.00       | $13139134.85       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $97000.00          | $75426.10          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 6.0000%  | 0.0000% | $525827.00         | $386260.98         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $2335000.00        | $1976413.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.0000%  | 0.0000% | $10479072.00       | $5859654.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-02-01      | 2.0000%  | 0.0000% | $144526.00         | $107237.12         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.5000%  | 0.0000% | $2885624.00        | $2106550.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 6.0000%  | 0.0000% | $13521000.00       | $13770393.09       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.5000%  | 0.0000% | $1586130.00        | $1595162.20        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 7.0000%  | 0.0000% | $1650630.00        | $1691611.40        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $933714.00         | $968586.79         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $47130752.00       | $48908450.82       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $1253356.00        | $1277683.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 5.5000%  | 0.0000% | $8006864.00        | $7051891.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 5.0000%  | 0.0000% | $10894000.00       | $8941197.17        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.0000%  | 0.0000% | $1612668.00        | $1096099.13        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-07-01      | 4.0000%  | 0.0000% | $78845942.00       | $91748.51          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-12-01      | 4.0000%  | 0.0000% | $594918.00         | $18880.71          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-11-01      | 3.0000%  | 0.0000% | $48870000.00       | $4877245.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-02-01      | 3.0000%  | 0.0000% | $2074668.00        | $30311.91          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-05-01      | 2.0000%  | 0.0000% | $895000.00         | $472717.19         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-02-01      | 3.0000%  | 0.0000% | $12907232.00       | $9411155.43        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 2.0000%  | 0.0000% | $6382890.00        | $3854957.02        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.5000%  | 0.0000% | $112044032.00      | $92892271.53       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $243910656.00      | $238258498.35      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 2.5000%  | 0.0000% | $9897000.00        | $6273655.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 6.5000%  | 0.0000% | $1320226.00        | $1135016.99        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 6.5000%  | 0.0000% | $1984610.00        | $1381768.49        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-07-01      | 5.0000%  | 0.0000% | $1968200.00        | $1957429.35        | Agency Mortgage-Backed Securities |

### Security 152: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.200000%
- **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: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10242865
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2038-05-15      | 0.0000%  | 0.0000% | $100.00            | $56.20             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $17851300.00       | $12574742.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $13700.00          | $13869.61          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $166099200.00      | $165904863.94      | U.S. Treasuries (including strips) |
| STRIPS          | 2037-05-15      | 0.0000%  | 0.0000% | $10813.44          | $6203.28           | U.S. Treasuries (including strips) |
| STRIPS          | 2038-05-15      | 0.0000%  | 0.0000% | $307.81            | $166.70            | U.S. Treasuries (including strips) |

### Security 153: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 4.360000%
- **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: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10243185
- **C.18 - Value (incl. sponsor support):** $740000000.00
- **C.18.a - Value (excl. sponsor support):** $740000000.00
- **C.19 - Percentage of Net Assets:** 2.6000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $20028400.00       | $19754580.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $171985100.00      | $160194730.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $256603200.00      | $260141540.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $20815600.00       | $21045445.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $293000000.00      | $293663850.10      | U.S. Treasuries (including strips) |

### Security 154: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.350000%
- **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: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: LMRP10244855
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL | 2025-09-04      | 0.0000%  | 0.0000% | $17660700.00       | $17587584.70       | U.S. Treasuries (including strips) |
| TREASURY BILL | 2025-11-28      | 0.0000%  | 0.0000% | $12137000.00       | $11966584.38       | U.S. Treasuries (including strips) |
| TREASURY BILL | 2025-08-28      | 0.0000%  | 0.0000% | $9548000.00        | $9516300.64        | U.S. Treasuries (including strips) |
| TREASURY BILL | 2025-09-11      | 0.0000%  | 0.0000% | $11367400.00       | $11310676.67       | U.S. Treasuries (including strips) |
| TREASURY BILL | 2025-09-02      | 0.0000%  | 0.0000% | $9008000.00        | $8972868.80        | U.S. Treasuries (including strips) |
| TREASURY BILL | 2025-09-09      | 0.0000%  | 0.0000% | $18031300.00       | $17945831.64       | U.S. Treasuries (including strips) |
| TREASURY BILL | 2025-09-30      | 0.0000%  | 0.0000% | $25000000.00       | $24820750.00       | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-06-11      | 0.0000%  | 0.0000% | $10047700.00       | $9696231.45        | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-01-02      | 0.0000%  | 0.0000% | $11389100.00       | $11186260.13       | U.S. Treasuries (including strips) |
| TREASURY BILL | 2025-10-28      | 0.0000%  | 0.0000% | $17584400.00       | $17399939.64       | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-01-15      | 0.0000%  | 0.0000% | $50836700.00       | $49853975.75       | U.S. Treasuries (including strips) |
| TREASURY BILL | 2026-01-29      | 0.0000%  | 0.0000% | $7805000.00        | $7641945.74        | U.S. Treasuries (including strips) |
| TREASURY BILL | 2025-11-18      | 0.0000%  | 0.0000% | $6181000.00        | $6101116.76        | U.S. Treasuries (including strips) |

### Security 155: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.370000%
- **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: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10244865
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $600000.00         | $407814.71         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.5000%  | 0.0000% | $35000.00          | $26585.30          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.0000%  | 0.0000% | $30000.00          | $22805.80          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 2.5000%  | 0.0000% | $37644.00          | $26693.23          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-25      | 3.0000%  | 0.0000% | $19424000.00       | $14204751.72       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-03-01      | 4.0000%  | 0.0000% | $730000.00         | $386955.19         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-03-01      | 5.0000%  | 0.0000% | $100000.00         | $56729.20          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.0000%  | 0.0000% | $16000.00          | $6743.60           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-01-01      | 3.5000%  | 0.0000% | $43000.00          | $8336.22           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 4.0000%  | 0.0000% | $4000.00           | $899.98            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-04-01      | 3.5000%  | 0.0000% | $4000.00           | $549.06            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $552000.00         | $432428.10         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $1429764.00        | $1120921.88        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-11-01      | 3.5000%  | 0.0000% | $540000.00         | $82791.25          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-01-01      | 3.5000%  | 0.0000% | $74000.00          | $6418.92           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-04-01      | 3.0000%  | 0.0000% | $46000.00          | $5975.77           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-04-01      | 4.5000%  | 0.0000% | $33000.00          | $21500.62          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-07-01      | 4.0000%  | 0.0000% | $3645000.00        | $2475045.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $272500.00         | $202991.61         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $3350000.00        | $2514136.13        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $185.36            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $14452272.00       | $13920753.79       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $1400000.00        | $1229584.84        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 2.5000%  | 0.0000% | $4064810.00        | $3272811.46        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $2229552.00        | $2008254.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 6.0000%  | 0.0000% | $112099.00         | $105093.61         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 6.5000%  | 0.0000% | $3712000.00        | $3697446.66        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $335382.00         | $339557.53         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 3.5000%  | 0.0000% | $513000.00         | $120643.02         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 2.5000%  | 0.0000% | $3078000.00        | $1091908.97        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 3.5000%  | 0.0000% | $4000.00           | $3154.99           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $160000.00         | $105573.76         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $1478094.00        | $925646.51         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-04-01      | 3.0000%  | 0.0000% | $22000.00          | $3313.78           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 4.5000%  | 0.0000% | $327679.00         | $43.63             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-02-01      | 3.0000%  | 0.0000% | $13000.00          | $140.36            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-04-01      | 3.5000%  | 0.0000% | $187000.00         | $59931.69          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.5000%  | 0.0000% | $86000.00          | $62202.17          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $831335.00         | $693329.38         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-11-01      | 3.5000%  | 0.0000% | $3000.00           | $718.26            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.0000%  | 0.0000% | $145000.00         | $113465.48         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-05-01      | 1.5000%  | 0.0000% | $22461160.00       | $13337238.99       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $318.15            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2025-10-01      | 4.0000%  | 0.0000% | $458752.00         | $45.94             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 5.0000%  | 0.0000% | $1455000.00        | $162125.56         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.0000%  | 0.0000% | $7053096.00        | $3676904.27        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 3.0000%  | 0.0000% | $6968872.00        | $5116212.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-09-01      | 3.0000%  | 0.0000% | $2375100.00        | $1722983.53        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.5000%  | 0.0000% | $560000.00         | $402164.66         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $229000.00         | $176103.23         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 5.5000%  | 0.0000% | $1037000.00        | $917565.04         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-02-01      | 3.0000%  | 0.0000% | $79000.00          | $10924.15          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-10-01      | 3.5000%  | 0.0000% | $1003820.00        | $125158.52         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-05-01      | 4.0000%  | 0.0000% | $36000.00          | $116.84            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1399.65           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $104000.00         | $76693.34          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 3.0000%  | 0.0000% | $524000.00         | $274867.40         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-06-01      | 2.5000%  | 0.0000% | $3657000.00        | $2102752.23        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 3.0000%  | 0.0000% | $7000.00           | $4146.12           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.5000%  | 0.0000% | $386212.00         | $254733.92         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 3.0000%  | 0.0000% | $380000.00         | $277446.05         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $3351108.00        | $2663205.53        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 5.0000%  | 0.0000% | $920000.00         | $829907.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 3.0000%  | 0.0000% | $7000.00           | $5183.50           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 2.5000%  | 0.0000% | $21000.00          | $13058.91          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-04-01      | 4.5000%  | 0.0000% | $155000.00         | $39650.55          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-01-01      | 2.5000%  | 0.0000% | $39000.00          | $12175.98          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $3545404.00        | $2774769.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.5000%  | 0.0000% | $24459000.00       | $20154713.11       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-02-01      | 5.0000%  | 0.0000% | $2260912.00        | $191333.33         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1767.49           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 5.0000%  | 0.0000% | $3268350.00        | $2945190.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 2.5000%  | 0.0000% | $455000.00         | $327135.09         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-02-01      | 5.5000%  | 0.0000% | $26000.00          | $231.60            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-11-01      | 5.5000%  | 0.0000% | $460699.00         | $8594.52           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $5702.41           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-03-01      | 5.5000%  | 0.0000% | $999316.00         | $8035.29           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-05-01      | 5.5000%  | 0.0000% | $143108.00         | $454.94            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 5.5000%  | 0.0000% | $250000.00         | $25408.69          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-12-01      | 4.0000%  | 0.0000% | $117826.00         | $13423.25          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-02-01      | 4.5000%  | 0.0000% | $31000.00          | $912.46            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-05-01      | 5.0000%  | 0.0000% | $12000.00          | $59.99             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-01-01      | 3.5000%  | 0.0000% | $73998.00          | $169.14            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-06-01      | 3.0000%  | 0.0000% | $1175000.00        | $119750.86         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-08-01      | 3.5000%  | 0.0000% | $550000.00         | $72958.11          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-01-01      | 4.0000%  | 0.0000% | $1000000.00        | $79863.29          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-08-01      | 5.0000%  | 0.0000% | $222000.00         | $6762.42           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-12-01      | 4.0000%  | 0.0000% | $415000.00         | $75502.18          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-10-01      | 5.5000%  | 0.0000% | $1557820.00        | $7914.64           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-02-01      | 5.5000%  | 0.0000% | $1956550.00        | $7928.26           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-04-01      | 5.5000%  | 0.0000% | $101684.00         | $629.63            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-09-01      | 6.0000%  | 0.0000% | $1402164.00        | $10039.09          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-12-01      | 5.0000%  | 0.0000% | $606000.00         | $23027.63          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-06-01      | 5.5000%  | 0.0000% | $4203000.00        | $57251.06          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-09-01      | 5.0000%  | 0.0000% | $1640000.00        | $13701.33          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-10-01      | 5.0000%  | 0.0000% | $45000.00          | $435.35            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 5.5000%  | 0.0000% | $793990.00         | $9027.68           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-12-01      | 4.5000%  | 0.0000% | $250000.00         | $8008.31           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-10-01      | 5.0000%  | 0.0000% | $3660000.00        | $174989.58         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-05-01      | 4.5000%  | 0.0000% | $9000.00           | $134.45            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-07-01      | 5.0000%  | 0.0000% | $7611752.00        | $201689.57         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-08-01      | 3.0000%  | 0.0000% | $106000.00         | $17434.23          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-03-01      | 3.0000%  | 0.0000% | $2750000.00        | $423291.86         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-11-01      | 3.5000%  | 0.0000% | $6500.00           | $495.38            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-08-01      | 4.0000%  | 0.0000% | $13000.00          | $1144.05           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-08-01      | 4.5000%  | 0.0000% | $6313000.00        | $937345.25         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-01-01      | 3.0000%  | 0.0000% | $85116160.00       | $12889748.50       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-09-01      | 4.5000%  | 0.0000% | $125000.00         | $10493.77          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 4.5000%  | 0.0000% | $109999.00         | $138.37            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-06-01      | 4.5000%  | 0.0000% | $393216.00         | $58.78             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-01-01      | 4.0000%  | 0.0000% | $99999.00          | $753.34            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-03-01      | 3.0000%  | 0.0000% | $4000.00           | $319.52            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-08-01      | 5.0000%  | 0.0000% | $188415.00         | $154.24            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-07-01      | 3.5000%  | 0.0000% | $2705000.00        | $436504.94         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-12-01      | 4.5000%  | 0.0000% | $1101000.00        | $208743.82         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-03-01      | 3.5000%  | 0.0000% | $1000.00           | $87.50             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-07-01      | 3.0000%  | 0.0000% | $21000.00          | $5520.52           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-02-01      | 3.0000%  | 0.0000% | $6000.00           | $995.51            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-09-01      | 5.0000%  | 0.0000% | $17000.00          | $12349.95          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-09-01      | 2.5000%  | 0.0000% | $3075000.00        | $993219.33         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-12-01      | 2.5000%  | 0.0000% | $31000.00          | $10621.41          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-03-01      | 6.0000%  | 0.0000% | $24000.00          | $15869.66          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 3.5000%  | 0.0000% | $2517000.00        | $1497765.25        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $12661232.00       | $10791774.82       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.5000%  | 0.0000% | $985000.00         | $700246.47         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.0000%  | 0.0000% | $425000.00         | $337424.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 4.0000%  | 0.0000% | $295000.00         | $228814.77         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 5.0000%  | 0.0000% | $243000.00         | $189114.81         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $1260000.00        | $833712.70         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 5.5000%  | 0.0000% | $16064064.00       | $12997187.16       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $30000.00          | $26127.02          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 4.0000%  | 0.0000% | $500000.00         | $353647.58         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $1650000.00        | $1293071.93        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 6.0000%  | 0.0000% | $1400000.00        | $1147033.77        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 5.5000%  | 0.0000% | $100000.00         | $82429.36          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-11-01      | 3.0000%  | 0.0000% | $11243696.00       | $8968446.05        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-06-01      | 4.5000%  | 0.0000% | $1493314.00        | $1309407.29        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $5351392.00        | $4220398.06        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $8528720.00        | $8227133.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 6.0000%  | 0.0000% | $3105000.00        | $2890330.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.0000%  | 0.0000% | $3312436.00        | $2971760.64        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.0000%  | 0.0000% | $7754456.00        | $6306588.85        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-02-01      | 3.5000%  | 0.0000% | $2806000.00        | $404836.52         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $9044176.00        | $7186802.03        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.0000%  | 0.0000% | $16314000.00       | $15651372.65       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 2.5000%  | 0.0000% | $4204272.00        | $3347697.25        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 3.5000%  | 0.0000% | $2380644.00        | $2051699.20        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $5785600.00        | $4673315.85        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $309000.00         | $241322.12         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 2.0000%  | 0.0000% | $526000.00         | $287377.25         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 3.0000%  | 0.0000% | $1100000.00        | $373722.12         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 3.0000%  | 0.0000% | $285000.00         | $111834.75         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 3.0000%  | 0.0000% | $1540000.00        | $862833.36         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.5000%  | 0.0000% | $16979000.00       | $10691715.05       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 2.5000%  | 0.0000% | $1545000.00        | $1081509.41        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 2.5000%  | 0.0000% | $792000.00         | $547490.28         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 3.5000%  | 0.0000% | $4143000.00        | $3157245.18        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 6.0000%  | 0.0000% | $80000.00          | $57923.98          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $15094912.00       | $12706715.08       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 5.5000%  | 0.0000% | $11301740.00       | $9862435.88        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 6.0000%  | 0.0000% | $3098224.00        | $2393361.10        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.0000%  | 0.0000% | $12000.00          | $10385.24          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 5.0000%  | 0.0000% | $121000.00         | $109489.80         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 5.5000%  | 0.0000% | $5307660.00        | $4573335.57        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.5000%  | 0.0000% | $18522272.00       | $15928433.10       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $94000.00          | $83641.80          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.5000%  | 0.0000% | $138000.00         | $128380.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $17000.00          | $16237.71          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-07-01      | 4.0000%  | 0.0000% | $75000.00          | $60650.82          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-06-01      | 2.5000%  | 0.0000% | $500000.00         | $207024.57         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 2.5000%  | 0.0000% | $61909824.00       | $37284896.93       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 3.0000%  | 0.0000% | $17749248.00       | $10197880.09       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $4708888.00        | $3192848.85        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 4.0000%  | 0.0000% | $118000.00         | $65752.97          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.0000%  | 0.0000% | $152000.00         | $110670.26         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.5000%  | 0.0000% | $95000.00          | $64974.13          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.0000%  | 0.0000% | $24972.00          | $17556.49          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $146000.00         | $110014.64         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 5.5000%  | 0.0000% | $15000000.00       | $14187076.03       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 6.0000%  | 0.0000% | $49947200.00       | $39198688.97       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $7725968.00        | $7368711.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.0000%  | 0.0000% | $2633000.00        | $2478334.57        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $7745976.00        | $6280670.00        | Agency Mortgage-Backed Securities |

### Security 156: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.360000%
- **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: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10244875
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-01-15      | 0.0000%  | 0.0000% | $866300.00         | $849553.55         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 2.5000%  | 0.0000% | $3001000.00        | $3000919.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 0.3750%  | 0.0000% | $1200.00           | $1180.77           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $109749600.00      | $106598414.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $90068100.00       | $90553667.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-15      | 3.8750%  | 0.0000% | $850500.00         | $850331.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 4.0000%  | 0.0000% | $119600.00         | $121600.02         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-15      | 4.5000%  | 0.0000% | $710300.00         | $713911.54         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $877000.00         | $897738.54         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 4.2500%  | 0.0000% | $161000.00         | $160918.37         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $249400.00         | $251835.93         | U.S. Treasuries (including strips) |

### Security 157: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.370000%
- **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: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10244885
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.5200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2051-10-01      | 2.0000%  | 0.0000% | $60000000.00       | $37761526.08       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 4.5000%  | 0.0000% | $61578.00          | $57814.09          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-12-01      | 5.5000%  | 0.0000% | $1621750.00        | $1616522.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-08-01      | 3.8400%  | 0.0000% | $2686516.00        | $2554116.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-02-01      | 7.5000%  | 0.0000% | $4099949.00        | $36168.37          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 5.5000%  | 0.0000% | $166625000.00      | $2753209.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 3.2100%  | 0.0000% | $21647808.00       | $18431484.93       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-12-01      | 3.0600%  | 0.0000% | $5000000.00        | $4874525.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-01-01      | 2.5000%  | 0.0000% | $167200.00         | $31195.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.3170%  | 0.0000% | $8009296.00        | $5981516.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.3060%  | 0.0000% | $13301680.00       | $11375634.84       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.1850%  | 0.0000% | $1079920.00        | $754029.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.9430%  | 0.0000% | $10155888.00       | $9541932.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $1002864.00        | $994435.16         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.0000%  | 0.0000% | $3432850.00        | $3333528.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.5000%  | 0.0000% | $2133652.00        | $2143109.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.0000%  | 0.0000% | $1238010.00        | $1205520.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $1644930.00        | $1645833.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $2357750.00        | $2449239.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $5991944.00        | $6093538.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $9768464.00        | $8152184.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $3086068.00        | $3146033.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 7.0000%  | 0.0000% | $1563164.00        | $1662036.21        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $7532920.00        | $7538379.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $8802272.00        | $8804035.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-08-01      | 2.5000%  | 0.0000% | $25166.00          | $10133.85          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-09-01      | 3.0000%  | 0.0000% | $35232.00          | $11542.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2061-01-01      | 2.5000%  | 0.0000% | $119070336.00      | $55968711.86       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2058-01-01      | 3.5000%  | 0.0000% | $28433376.00       | $24266927.06       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-12-01      | 3.9550%  | 0.0000% | $2076000.00        | $2062435.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 6.6780%  | 0.0000% | $797000.00         | $148920.21         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-03-01      | 2.5000%  | 0.0000% | $8160736.00        | $1834575.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.0000%  | 0.0000% | $646127.00         | $56484.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 3.0000%  | 0.0000% | $525000.00         | $93614.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-08-01      | 4.1400%  | 0.0000% | $210000.00         | $210394.80         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.0000%  | 0.0000% | $1210904.00        | $867105.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $80000.00          | $56378.57          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 6.5000%  | 0.0000% | $1884550.00        | $1679219.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-06-01      | 6.0000%  | 0.0000% | $1283286.00        | $568345.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $3150250.00        | $1720293.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-12-01      | 5.3200%  | 0.0000% | $15895000.00       | $16410782.15       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-12-01      | 5.4300%  | 0.0000% | $12620352.00       | $13181982.90       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-12-01      | 5.5000%  | 0.0000% | $18261000.00       | $19023968.92       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-05-01      | 4.3000%  | 0.0000% | $36097000.00       | $35718029.62       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-03-01      | 4.7000%  | 0.0000% | $22980000.00       | $23059434.21       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-04-01      | 2.5000%  | 0.0000% | $101000.00         | $35908.70          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $3767260.00        | $2434348.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $109497344.00      | $84826547.69       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $37356672.00       | $27150483.20       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 4.5000%  | 0.0000% | $92136576.00       | $85896921.40       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $99887488.00       | $99899807.42       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $168024831.00      | $171475052.88      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.0000%  | 0.0000% | $161000.00         | $14020.67          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 4.0000%  | 0.0000% | $25320100.00       | $4519938.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-05-01      | 1.5000%  | 0.0000% | $205000.00         | $119733.63         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 4.0000%  | 0.0000% | $1508730.00        | $453353.58         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-04-01      | 2.0000%  | 0.0000% | $873567.00         | $421004.36         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-07-01      | 2.5000%  | 0.0000% | $1200000.00        | $769077.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $25252256.00       | $15282469.79       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 5.0000%  | 0.0000% | $57626624.00       | $28399679.61       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-12-01      | 1.5000%  | 0.0000% | $12350000.00       | $7097350.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 3.0000%  | 0.0000% | $1250000.00        | $785336.64         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.5000%  | 0.0000% | $4260136.00        | $3106262.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $5000000.00        | $3899260.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.5000%  | 0.0000% | $10000000.00       | $8056044.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.5000%  | 0.0000% | $100000.00         | $75799.71          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $17095104.00       | $12704007.70       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $10928544.00       | $8148524.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.0000%  | 0.0000% | $9502000.00        | $7325232.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 2.5000%  | 0.0000% | $2071270.00        | $1719624.01        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-25      | 3.5000%  | 0.0000% | $319090.00         | $254317.84         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 6.5000%  | 0.0000% | $1632912.00        | $1706101.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 6.0000%  | 0.0000% | $11313888.00       | $206094.53         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 4.0000%  | 0.0000% | $4497912.00        | $111937.55         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-09-01      | 3.5000%  | 0.0000% | $976584.00         | $116841.61         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-12-01      | 6.0000%  | 0.0000% | $561000.00         | $60009.13          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $158610.76         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-11-01      | 4.0000%  | 0.0000% | $1314000.00        | $154905.52         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 1.5000%  | 0.0000% | $26373760.00       | $17336083.60       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 4.0000%  | 0.0000% | $73439360.00       | $61204155.87       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 5.5000%  | 0.0000% | $14642960.00       | $12677737.27       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 7.0000%  | 0.0000% | $1050920.00        | $1114287.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 6.3820%  | 0.0000% | $9269728.00        | $7445604.36        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 3.2600%  | 0.0000% | $3557570.00        | $3074506.52        | Agency Mortgage-Backed Securities |

### Security 158: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.370000%
- **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: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: LMRP10244895
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2065-04-20      | 5.4980%  | 0.0000% | $309025200.00      | $299541546.06      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2050-07-01      | 2.5000%  | 0.0000% | $18000000.00       | $8459581.81        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-06-01      | 5.0000%  | 0.0000% | $7212260.00        | $7228333.72        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-12-01      | 3.0000%  | 0.0000% | $20750000.00       | $7460660.48        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 5.5000%  | 0.0000% | $7421908.00        | $7424445.09        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $7241912.00        | $7161193.01        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $8221413.00        | $8057567.40        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $8017180.00        | $8000110.85        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $1604305.00        | $1602039.67        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $8624905.00        | $8794082.51        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-03-01      | 2.5000%  | 0.0000% | $42295822.00       | $7802366.26        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-03-01      | 3.0000%  | 0.0000% | $36500000.00       | $9048530.17        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 4.5000%  | 0.0000% | $11800000.00       | $8943020.46        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-12-01      | 2.5000%  | 0.0000% | $16500000.00       | $7596472.26        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-07-01      | 7.5000%  | 0.0000% | $9916429.00        | $7631220.61        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 4.5000%  | 0.0000% | $9809758.00        | $9172658.57        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-04-01      | 5.5000%  | 0.0000% | $8758840.00        | $8355070.93        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-08-01      | 3.5000%  | 0.0000% | $9590694.00        | $8473742.11        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-09-01      | 3.0000%  | 0.0000% | $9908478.00        | $8964893.64        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-09-01      | 3.5000%  | 0.0000% | $9173462.00        | $8338141.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2035-01-01      | 2.5000%  | 0.0000% | $30000000.00       | $8986311.38        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-05-01      | 2.5000%  | 0.0000% | $12000000.00       | $7824448.74        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2035-02-01      | 2.5000%  | 0.0000% | $4154929.00        | $1548715.62        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-03-01      | 3.5000%  | 0.0000% | $9309593.00        | $7060233.19        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-11-01      | 7.0000%  | 0.0000% | $16694996.00       | $9392758.62        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 3.0000%  | 0.0000% | $8984318.00        | $6962770.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-04-01      | 3.5000%  | 0.0000% | $11000000.00       | $8920135.37        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-05-01      | 2.0000%  | 0.0000% | $9898000.00        | $7848848.05        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-07-01      | 6.0000%  | 0.0000% | $9475243.00        | $8414586.01        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2036-12-01      | 2.0000%  | 0.0000% | $12252817.00       | $7288467.41        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2035-07-01      | 2.5000%  | 0.0000% | $24396294.00       | $7744794.25        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-12-01      | 4.0000%  | 0.0000% | $9693568.00        | $7972477.77        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $7274369.00        | $7201272.75        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $6968454.00        | $6959385.99        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-07-01      | 6.0000%  | 0.0000% | $8665394.00        | $8878042.77        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 4.0000%  | 0.0000% | $9946630.00        | $9147071.18        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-07-01      | 5.5000%  | 0.0000% | $8871949.00        | $8868243.48        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2031-12-01      | 2.0000%  | 0.0000% | $48355151.00       | $8005752.39        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2032-01-01      | 2.0000%  | 0.0000% | $50440938.00       | $9039134.81        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2042-08-01      | 2.0000%  | 0.0000% | $8532697.00        | $7117190.14        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-06-01      | 2.5000%  | 0.0000% | $15500000.00       | $9312186.96        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 4.0000%  | 0.0000% | $12200000.00       | $8009824.66        | Agency Mortgage-Backed Securities         |

### Security 159: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.370000%
- **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: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10245795
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2052-06-01      | 4.5000%  | 0.0000% | $37167444.00       | $26665825.87       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $86410.00          | $74054.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 4.0000%  | 0.0000% | $59442141.00       | $14363807.62       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $41441000.00       | $31046604.46       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $33884694.00       | $24452977.22       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.5000%  | 0.0000% | $42222984.00       | $29864881.11       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 6.5000%  | 0.0000% | $27582408.00       | $26786709.73       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 4.5000%  | 0.0000% | $28324458.00       | $26299154.57       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.0000%  | 0.0000% | $53000000.00       | $25328521.49       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $28971901.00       | $25182041.78       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $27399725.00       | $26091519.59       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $25260177.00       | $24520008.39       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.5000%  | 0.0000% | $33763776.00       | $26371850.97       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 3.0000%  | 0.0000% | $35491033.00       | $25176487.21       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 3.0000%  | 0.0000% | $33100596.00       | $25267475.56       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $28390943.00       | $24839879.67       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $26510332.00       | $25668201.22       | Agency Mortgage-Backed Securities |

### Security 160: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.360000%
- **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: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10245805
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $416800.00         | $385890.53         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2045-02-15      | 0.7500%  | 0.0000% | $293600.00         | $292493.13         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $657100.00         | $862744.82         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-01-15      | 0.1250%  | 0.0000% | $4850500.00        | $5565385.17        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 3.6250%  | 0.0000% | $2206800.00        | $4702183.51        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2048-02-15      | 1.0000%  | 0.0000% | $1000.00           | $958.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $14900.00          | $10838.06          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $31078600.00       | $40309928.46       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-07-15      | 0.1250%  | 0.0000% | $3287300.00        | $3881685.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $4103900.00        | $3554038.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 0.7500%  | 0.0000% | $7177200.00        | $7005707.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $1724700.00        | $1677946.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $1400.00           | $1408.29           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-15      | 3.7500%  | 0.0000% | $15981300.00       | $16103590.75       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-10-31      | 4.4909%  | 0.0000% | $5200.00           | $5205.14           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $117497900.00      | $121710088.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $8183000.00        | $8155771.60        | U.S. Treasuries (including strips) |

### Security 161: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.370000%
- **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: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10247255
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.9900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $3608690.00        | $340337.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 3.5000%  | 0.0000% | $262000.00         | $26452.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 3.0000%  | 0.0000% | $960326.00         | $112361.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-20      | 5.5000%  | 0.0000% | $930000.00         | $95499.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $16056977.00       | $1194127.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $2575000.00        | $442831.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 2.0000%  | 0.0000% | $152354.00         | $59881.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 6.0000%  | 0.0000% | $250681.00         | $41713.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $1000000.00        | $120582.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $1057719.00        | $134890.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $10600000.00       | $2636968.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 5.0000%  | 0.0000% | $277000.00         | $65888.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $40000000.00       | $11666834.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $14075093.00       | $3649972.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 1.5000%  | 0.0000% | $62221761.00       | $33823841.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-12-20      | 2.5000%  | 0.0000% | $50000.00          | $27151.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 1.5000%  | 0.0000% | $135401.00         | $84913.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 4.5000%  | 0.0000% | $69000.00          | $43797.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 1.5000%  | 0.0000% | $209873.00         | $153431.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 3.0000%  | 0.0000% | $115859.00         | $80465.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $24308155.00       | $19846483.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $964350.00         | $826080.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 4.0000%  | 0.0000% | $3892633.00        | $2906851.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $2710928.00        | $1273820.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $252000.00         | $180834.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $1499229.00        | $507207.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $1358871.00        | $609909.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $399000.00         | $213118.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.5000%  | 0.0000% | $50000.00          | $48684.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $250000.00         | $171560.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $6710339.00        | $5741551.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $3767158.00        | $2951402.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1170148.00        | $281005.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000968.00        | $458129.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1642311.00        | $558871.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $7468500.00        | $7396705.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $4703063.00        | $4359000.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $1513776.00        | $1435841.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $3031287.00        | $3024498.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1286371.00        | $1332697.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $3168438.00        | $3166883.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1389642.00        | $1322952.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $5271598.00        | $5091247.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2789412.00        | $2934658.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1543118.00        | $1618509.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1821450.00        | $1808501.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1787746.00        | $1799066.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1816275.00        | $1931228.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1463247.00        | $1509828.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2810301.00        | $2839408.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $9704090.00        | $9678992.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1101443.00        | $1163542.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $6206122.00        | $6391761.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $4859167.00        | $5013032.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 3.5000%  | 0.0000% | $444491.00         | $416546.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $70504859.00       | $71682702.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $637482286.00      | $639370720.81      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 7.0000%  | 0.0000% | $692384.00         | $1397.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-20      | 5.0000%  | 0.0000% | $150238.00         | $2091.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 7.0000%  | 0.0000% | $107500.00         | $3073.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 4.5000%  | 0.0000% | $73000.00          | $2840.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2057.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.0000%  | 0.0000% | $984140.00         | $44643.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $5246845.00        | $163066.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-07-20      | 6.5000%  | 0.0000% | $50000.00          | $1169.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 3.5000%  | 0.0000% | $2140000.00        | $93359.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 6.0000%  | 0.0000% | $1679303.00        | $20518.90          | Agency Mortgage-Backed Securities |

### Security 162: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.380000%
- **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: LMRP10247265
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-06-20      | 5.4980%  | 0.0000% | $100000000.00      | $63746105.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $84793953.00       | $18007745.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.5480%  | 0.0000% | $23540671.00       | $23246149.44       | Agency Collateralized Mortgage Obligation |

### Security 163: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.370000%
- **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: LMRP10247285
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.5200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2052-05-01      | 4.0000%  | 0.0000% | $7000000.00        | $5052086.22        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2045-02-01      | 4.5000%  | 0.0000% | $2779100.00        | $2638936.69        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2036-09-01      | 2.0000%  | 0.0000% | $10885281.00       | $6121849.26        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-11-01      | 6.5000%  | 0.0000% | $947200.00         | $670792.77         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-05-01      | 5.5000%  | 0.0000% | $4066700.00        | $3921737.87        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2037-06-01      | 2.0000%  | 0.0000% | $40300.00          | $27231.91          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2042-05-01      | 3.0000%  | 0.0000% | $3233249.00        | $2266371.98        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2043-09-01      | 4.0250%  | 0.0000% | $1000.00           | $725.39            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2026-01-01      | 3.1000%  | 0.0000% | $13300400.00       | $13225789.19       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-10-01      | 6.0000%  | 0.0000% | $2547500.00        | $2564440.91        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-02-01      | 6.0000%  | 0.0000% | $1421200.00        | $1422908.22        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-02-01      | 6.0000%  | 0.0000% | $1577600.00        | $1037446.60        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-07-01      | 5.5000%  | 0.0000% | $914100.00         | $879857.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $2001300.00        | $1939156.41        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-10-01      | 5.5000%  | 0.0000% | $1317900.00        | $1314687.25        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-03-01      | 5.5000%  | 0.0000% | $1110300.00        | $1117446.24        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $10179700.00       | $10161199.87       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $2231000.00        | $2231016.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.0000%  | 0.0000% | $1331875.00        | $1301189.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $538500.00         | $525970.14         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $111500.00         | $108852.66         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $9728800.00        | $9730749.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2025-12-01      | 3.5900%  | 0.0000% | $21180000.00       | $21117956.73       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $562.66            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-05-01      | 5.3400%  | 0.0000% | $200800.00         | $194536.17         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-10-01      | 1.5000%  | 0.0000% | $927300.00         | $610118.61         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $5316700.00        | $5343140.62        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-08-01      | 6.0000%  | 0.0000% | $40600.00          | $40817.49          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-05-01      | 4.0000%  | 0.0000% | $858600.00         | $579566.44         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-03-01      | 3.5000%  | 0.0000% | $23900.00          | $16031.26          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $105000.00         | $72226.61          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2037-10-01      | 4.5000%  | 0.0000% | $162100.00         | $115980.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-04-01      | 6.5000%  | 0.0000% | $98800.00          | $68728.48          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-12-01      | 6.5000%  | 0.0000% | $4185600.00        | $4058032.99        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-12-01      | 5.5000%  | 0.0000% | $167400.00         | $168406.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-03-01      | 2.0000%  | 0.0000% | $242500.00         | $188599.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $22437500.00       | $22613668.65       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-06-01      | 2.5000%  | 0.0000% | $1659600.00        | $989457.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2048-11-01      | 3.5000%  | 0.0000% | $3250000.00        | $1905038.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $1053300.00        | $694220.96         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $26500.00          | $17327.60          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-12-01      | 2.0000%  | 0.0000% | $5346900.00        | $3659270.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $29492800.00       | $20109770.22       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-03-01      | 3.0000%  | 0.0000% | $1810900.00        | $1250303.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-04-01      | 2.5000%  | 0.0000% | $373100.00         | $247600.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-03-01      | 3.0000%  | 0.0000% | $2765100.00        | $1931440.62        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-11-01      | 2.5000%  | 0.0000% | $27241800.00       | $17885703.88       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-06-01      | 2.0000%  | 0.0000% | $4577200.00        | $3047603.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-08-01      | 2.5000%  | 0.0000% | $15800.00          | $10853.65          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $749100.00         | $502490.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2037-08-01      | 2.0000%  | 0.0000% | $32700.00          | $22163.25          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $115900.00         | $83006.72          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $49700.00          | $35594.77          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $715.86            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2047-12-01      | 5.0000%  | 0.0000% | $1196900.00        | $856833.12         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-06-01      | 1.5000%  | 0.0000% | $2524700.00        | $1717761.11        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-06-01      | 5.0000%  | 0.0000% | $500000.00         | $414156.53         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-04-01      | 1.5000%  | 0.0000% | $3450000.00        | $2354843.35        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-04-01      | 5.5000%  | 0.0000% | $55451600.00       | $53030709.93       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 5.0000%  | 0.0000% | $13181357.00       | $12850941.99       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $52339000.00       | $52057485.56       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2035-07-01      | 6.6790%  | 0.0000% | $52621600.00       | $1831320.09        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-08-01      | 2.0000%  | 0.0000% | $1418200.00        | $862095.71         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $57713000.00       | $39835455.00       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $221999.00         | $159332.94         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-07-01      | 5.0000%  | 0.0000% | $1757200.00        | $1717112.41        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-02-01      | 5.5000%  | 0.0000% | $2217800.00        | $2216555.44        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $33900.00          | $34110.16          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $840900.00         | $874985.99         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $2458100.00        | $2562672.36        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-04-01      | 4.5000%  | 0.0000% | $1298300.00        | $1236759.18        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $1083005.00        | $1088372.26        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-06-01      | 5.0000%  | 0.0000% | $1030200.00        | $1009406.85        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-07-01      | 5.0000%  | 0.0000% | $3147700.00        | $3080769.41        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-05-01      | 6.0000%  | 0.0000% | $46353900.00       | $46719323.12       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $179456000.00      | $179152214.71      | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2040-06-01      | 4.5000%  | 0.0000% | $1518200.00        | $1477001.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $84347300.00       | $56773272.70       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $2528400.00        | $1934481.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $20141500.00       | $13672612.01       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $25000000.00       | $22246525.92       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-05-15      | 5.6800%  | 0.0000% | $2309000.00        | $2406992.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2059-11-15      | 5.1700%  | 0.0000% | $1999900.00        | $1990720.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $9334700.00        | $9057260.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $540900.00         | $524092.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $8903300.00        | $8638960.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $10195300.00       | $9910198.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $79324000.00       | $78837383.32       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $95800.00          | $64829.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $787600.00         | $517569.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $450688.00         | $334872.72         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2048-04-01      | 5.0000%  | 0.0000% | $1112800.00        | $561601.59         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-02-01      | 3.5000%  | 0.0000% | $26300.00          | $17279.94          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-06-01      | 1.5000%  | 0.0000% | $55676900.00       | $32838276.74       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-09-01      | 2.5000%  | 0.0000% | $15732200.00       | $10862503.08       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-02-01      | 6.0000%  | 0.0000% | $3553600.00        | $2415320.85        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-03-01      | 3.5000%  | 0.0000% | $795000.00         | $539209.05         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-05-01      | 3.5000%  | 0.0000% | $47100.00          | $31928.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $173700.00         | $123581.74         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $869900.00         | $597934.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $32424700.00       | $19949543.55       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $50000000.00       | $33061271.22       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $2295200.00        | $1706516.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $18400.00          | $12435.12          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 3.0000%  | 0.0000% | $262000.00         | $178580.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $3473100.00        | $2370157.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $105400.00         | $72256.57          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-15      | 2.5000%  | 0.0000% | $392100.00         | $252448.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $2532500.00        | $1805696.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-11-01      | 6.0000%  | 0.0000% | $949500.00         | $624662.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2037-05-01      | 3.5000%  | 0.0000% | $1639300.00        | $1108499.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $400000.00         | $270457.13         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $1129000.00        | $815731.71         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-12-01      | 6.0000%  | 0.0000% | $114000.00         | $108471.13         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-03-01      | 5.0000%  | 0.0000% | $1671000.00        | $1616668.59        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-01-01      | 3.0000%  | 0.0000% | $51400.00          | $33348.84          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-06-15      | 4.5100%  | 0.0000% | $433400.00         | $413200.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $2260200.00        | $2187427.69        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2050-02-01      | 6.6100%  | 0.0000% | $25563900.00       | $18250950.88       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2040-05-01      | 5.5000%  | 0.0000% | $343800.00         | $327242.56         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2050-08-01      | 2.5000%  | 0.0000% | $52000.00          | $34390.28          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-03-01      | 2.5000%  | 0.0000% | $10132700.00       | $6696098.16        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-05-01      | 2.5000%  | 0.0000% | $19800.00          | $12944.85          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2049-06-01      | 4.0000%  | 0.0000% | $500000.00         | $356909.52         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-04-01      | 1.5000%  | 0.0000% | $25261500.00       | $17453915.69       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-06-01      | 7.0000%  | 0.0000% | $5681100.00        | $4811538.93        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-03-01      | 5.5000%  | 0.0000% | $36062200.00       | $34276510.98       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-01-01      | 5.5000%  | 0.0000% | $23406800.00       | $22705278.84       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-05-01      | 2.0000%  | 0.0000% | $1116000.00        | $739275.34         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-03-01      | 1.5000%  | 0.0000% | $115000.00         | $78325.53          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2051-12-01      | 2.5000%  | 0.0000% | $10420900.00       | $7109605.85        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-01-01      | 7.5000%  | 0.0000% | $25100.00          | $17963.37          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-10-01      | 5.5000%  | 0.0000% | $1172800.00        | $1161820.24        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-10-01      | 5.0000%  | 0.0000% | $1549100.00        | $1504766.71        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2046-05-15      | 2.5000%  | 0.0000% | $173900.00         | $119918.13         | U.S. Treasuries (including strips) |

### Security 164: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.360000%
- **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: LMRP10247295
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $233696955.00      | $187214667.70      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $456457813.00      | $322785332.77      | Agency Mortgage-Backed Securities |

### Security 165: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.370000%
- **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: LMRP10247305
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2041-08-15      | 3.5000%  | 0.0000% | $5000000.00        | $2574824.72        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2045-05-15      | 3.0000%  | 0.0000% | $154374.00         | $130612.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.2980%  | 0.0000% | $1000.00           | $929.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6480%  | 0.0000% | $47346514.00       | $19538533.55       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2046-03-25      | 3.0000%  | 0.0000% | $8557840.00        | $7007578.73        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2054-11-25      | 5.6000%  | 0.0000% | $1000.00           | $890.82            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $386669.00         | $228232.73         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-03-01      | 2.0000%  | 0.0000% | $1373071.00        | $841461.02         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $283567.00         | $208591.16         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-07-01      | 2.5000%  | 0.0000% | $500000.00         | $55505.44          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-06-01      | 6.0000%  | 0.0000% | $1957097.00        | $1896035.25        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-03-01      | 7.0000%  | 0.0000% | $1220191.00        | $38782.17          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.5000%  | 0.0000% | $250000.00         | $33344.57          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.5000%  | 0.0000% | $250000.00         | $30945.85          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.0000%  | 0.0000% | $720000.00         | $50995.62          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-11-01      | 3.5000%  | 0.0000% | $6109576.00        | $685006.09         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-09-01      | 3.5000%  | 0.0000% | $28047544.00       | $2385297.64        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2038-02-01      | 3.5600%  | 0.0000% | $459633.00         | $357548.01         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2027-06-01      | 3.0000%  | 0.0000% | $398868.00         | $11347.33          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-01-01      | 3.0000%  | 0.0000% | $225000.00         | $48616.55          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-12-01      | 4.0000%  | 0.0000% | $8295000.00        | $1125775.73        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-02-01      | 4.0000%  | 0.0000% | $493334.00         | $150305.72         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-06-01      | 4.0000%  | 0.0000% | $273000.00         | $50120.29          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-07-01      | 4.0000%  | 0.0000% | $280356.00         | $45626.24          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-10-01      | 5.0000%  | 0.0000% | $1695535.00        | $413130.79         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-06-01      | 4.5000%  | 0.0000% | $8000000.00        | $1120848.23        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-10-01      | 3.5000%  | 0.0000% | $100981.00         | $15816.56          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2035-11-01      | 6.2350%  | 0.0000% | $937789.00         | $7561.14           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-01-01      | 6.0000%  | 0.0000% | $91656.00          | $92035.38          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $2575397.00        | $2622520.30        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $1389412.00        | $960792.76         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.0000%  | 0.0000% | $429048.00         | $377240.40         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $36070.00          | $37262.68          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-11-01      | 5.0000%  | 0.0000% | $214884.00         | $207846.04         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 6.0000%  | 0.0000% | $6563674.00        | $6701497.06        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $3306229.00        | $3364255.07        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $237770.00         | $247475.06         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $4552.00           | $4555.37           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $1408095.00        | $1430172.27        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $1215999.00        | $1215211.40        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $2326417.00        | $2365275.91        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.0000%  | 0.0000% | $1121818.00        | $1094713.59        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $2399073.00        | $2467121.13        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1032746.00        | $1032975.25        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $1153564.00        | $1183317.88        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $1018559.81        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.75           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $230887.00         | $231936.05         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $23004872.00       | $23533300.47       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $637114.00         | $650065.89         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $318657.00         | $324848.82         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 6.5000%  | 0.0000% | $12524063.00       | $13010393.24       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-11-01      | 3.0000%  | 0.0000% | $540000.00         | $168728.34         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-07-01      | 5.0000%  | 0.0000% | $4161701.00        | $1223455.90        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2035-03-01      | 2.8100%  | 0.0000% | $2138198.00        | $1834908.87        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-09-01      | 6.8100%  | 0.0000% | $177000.00         | $34345.11          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 4.8910%  | 0.0000% | $2540256.00        | $2419680.27        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-04-01      | 6.8580%  | 0.0000% | $11355575.00       | $11113709.57       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-01-01      | 5.0000%  | 0.0000% | $2002501.00        | $600303.99         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-06-01      | 3.5000%  | 0.0000% | $425000.00         | $52789.45          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-10-01      | 3.0000%  | 0.0000% | $100000.00         | $33560.12          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $54501.68          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-01-01      | 2.2600%  | 0.0000% | $2000000.00        | $1507895.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.9400%  | 0.0000% | $299046.00         | $215193.61         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-10-01      | 4.1200%  | 0.0000% | $673891.00         | $656676.00         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-08-01      | 2.5000%  | 0.0000% | $494379.00         | $279276.23         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.0000%  | 0.0000% | $918608.00         | $819483.12         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.5000%  | 0.0000% | $1828807.00        | $1889559.10        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.5000%  | 0.0000% | $1001633.00        | $704945.11         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 2.5000%  | 0.0000% | $102717.00         | $70412.95          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $73000.00          | $51420.62          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 4.0000%  | 0.0000% | $100000.00         | $69613.73          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.5000%  | 0.0000% | $1424393.00        | $871753.27         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 5.0000%  | 0.0000% | $1777000.00        | $1187808.27        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-04-01      | 5.1300%  | 0.0000% | $1000.00           | $972.63            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2030-05-01      | 4.3000%  | 0.0000% | $1000.00           | $991.89            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-04-01      | 4.4000%  | 0.0000% | $198454.00         | $197661.11         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-09-01      | 5.2500%  | 0.0000% | $5266930.00        | $5434413.11        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-02-01      | 3.5000%  | 0.0000% | $2916200.00        | $1029245.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-08-01      | 4.5000%  | 0.0000% | $296000.00         | $48290.77          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-09-01      | 4.0000%  | 0.0000% | $204000.00         | $15634.56          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-09-01      | 4.5000%  | 0.0000% | $81000.00          | $17527.78          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-10-01      | 3.5000%  | 0.0000% | $225000.00         | $58531.51          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-09-01      | 2.0000%  | 0.0000% | $1370000.00        | $680613.01         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-01-01      | 4.5000%  | 0.0000% | $1167477.00        | $275999.36         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $1226037.82        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $1149000.00        | $769091.90         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 5.5000%  | 0.0000% | $401006.00         | $329260.93         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 4.5000%  | 0.0000% | $130000.00         | $108796.11         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $2088676.00        | $1759556.90        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $19629632.00       | $16321991.70       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 6.0000%  | 0.0000% | $163053.00         | $165559.33         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 2.5000%  | 0.0000% | $9743400.00        | $8119003.08        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2029-09-01      | 6.0000%  | 0.0000% | $748339.00         | $34221.13          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-06-01      | 5.5000%  | 0.0000% | $1191056.00        | $310666.44         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-11-01      | 4.5000%  | 0.0000% | $5000000.00        | $943005.90         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-07-01      | 3.5000%  | 0.0000% | $85000.00          | $36354.23          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-07-01      | 2.5000%  | 0.0000% | $98000.00          | $58742.41          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $375000.00         | $231439.61         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-01-01      | 2.0000%  | 0.0000% | $13123951.00       | $8732614.26        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 3.5000%  | 0.0000% | $58001.00          | $36783.84          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $140374.55         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 4.0000%  | 0.0000% | $47997.00          | $31726.70          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $74982.43          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.0000%  | 0.0000% | $55000.00          | $42407.26          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 2.5000%  | 0.0000% | $330000.00         | $224569.34         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 4.0000%  | 0.0000% | $230000.00         | $173262.98         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 2.5000%  | 0.0000% | $264165.00         | $188246.68         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.0000%  | 0.0000% | $260573.00         | $217858.27         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $613634.00         | $444665.05         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-10-01      | 5.5000%  | 0.0000% | $405052.00         | $366971.13         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-06-01      | 5.5000%  | 0.0000% | $200000.00         | $146203.28         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 6.5000%  | 0.0000% | $13501916.00       | $13235619.79       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $2144484.00        | $2131928.72        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-11-01      | 6.5000%  | 0.0000% | $3406049.00        | $42906.20          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-10-01      | 6.5000%  | 0.0000% | $5225000.00        | $37532.02          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-08-01      | 6.5000%  | 0.0000% | $4034700.00        | $30713.53          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2027-08-01      | 6.0000%  | 0.0000% | $3300000.00        | $9660.49           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-02-01      | 4.5000%  | 0.0000% | $115000.00         | $9963.50           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2039-10-01      | 5.0000%  | 0.0000% | $285000.00         | $11655.37          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-10-01      | 3.0000%  | 0.0000% | $250000.00         | $38403.53          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-06-01      | 3.0000%  | 0.0000% | $6000000.00        | $678709.94         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-02-01      | 3.5000%  | 0.0000% | $354437.00         | $50159.42          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-10-01      | 3.0000%  | 0.0000% | $356000.00         | $48860.11          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-07-01      | 4.5000%  | 0.0000% | $5245362.00        | $415433.01         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-07-01      | 2.0000%  | 0.0000% | $478676.00         | $289298.70         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-09-01      | 2.5000%  | 0.0000% | $87000.00          | $52477.89          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-08-01      | 2.5000%  | 0.0000% | $7216359.00        | $2687215.05        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 3.5000%  | 0.0000% | $20000.00          | $7890.79           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 6.0000%  | 0.0000% | $2480740.00        | $1939014.97        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-12-01      | 2.0000%  | 0.0000% | $1784784.00        | $1120374.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.5000%  | 0.0000% | $23000.00          | $15880.49          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-04-01      | 2.5000%  | 0.0000% | $791560.00         | $498613.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.0000%  | 0.0000% | $58239.00          | $44253.33          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-06-01      | 3.0000%  | 0.0000% | $100000.00         | $71292.80          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 3.0000%  | 0.0000% | $4006890.00        | $2924770.75        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-11-01      | 4.0000%  | 0.0000% | $30000.00          | $19662.56          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 5.5000%  | 0.0000% | $58998.00          | $46579.72          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 5.0000%  | 0.0000% | $344000.00         | $276707.28         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-03-01      | 4.0000%  | 0.0000% | $9176800.00        | $7471583.21        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 4.5000%  | 0.0000% | $61000.00          | $56686.87          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $679173.00         | $665893.69         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 4.5000%  | 0.0000% | $676189.00         | $644354.02         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 4.5000%  | 0.0000% | $368000.00         | $34154.51          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 6.5000%  | 0.0000% | $2468188.00        | $2569459.63        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $509356.00         | $518152.74         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.5000%  | 0.0000% | $323496.00         | $336056.14         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 6.5000%  | 0.0000% | $2175903.00        | $2249959.38        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 4.5000%  | 0.0000% | $503635.00         | $479053.55         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $5464004.00        | $5187347.77        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $1522023.00        | $1526516.03        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $178671.00         | $174505.81         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.5000%  | 0.0000% | $1013542.00        | $1059039.31        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.0000%  | 0.0000% | $527677.00         | $537029.07         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $3731772.00        | $3603029.75        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $499210.00         | $499915.71         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $3802516.00        | $3696424.32        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.0000%  | 0.0000% | $1162710.00        | $1138666.56        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.0000%  | 0.0000% | $54000.00          | $52713.42          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $4357042.00        | $4365557.46        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $998.32            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $5820032.00        | $5728064.21        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.52           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 6.0000%  | 0.0000% | $496386.00         | $508551.33         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-08-01      | 6.0000%  | 0.0000% | $9532320.00        | $9714101.34        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1798016.00        | $1750585.31        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 4.5000%  | 0.0000% | $1365340.00        | $1274618.77        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $18563400.00       | $18781674.59       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.5000%  | 0.0000% | $2204933.00        | $2228126.81        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-06-01      | 6.0000%  | 0.0000% | $829082.00         | $796339.41         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $597241.00         | $48140.11          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-09-20      | 5.5000%  | 0.0000% | $581655.00         | $45946.54          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $7786100.00        | $1142608.86        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-09-20      | 4.0000%  | 0.0000% | $2794504.00        | $159376.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-01-20      | 4.5000%  | 0.0000% | $425000.00         | $32080.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-01-20      | 3.0000%  | 0.0000% | $1590000.00        | $140703.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-20      | 4.5000%  | 0.0000% | $449522.00         | $35496.46          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $784000.00         | $62640.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 5.5000%  | 0.0000% | $111000.00         | $9007.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-05-20      | 5.5000%  | 0.0000% | $99000.00          | $9385.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $99.56             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $48314.00          | $6783.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-20      | 6.5000%  | 0.0000% | $180000.00         | $30698.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $1170968.00        | $95554.66          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $946787.00         | $102772.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 6.0000%  | 0.0000% | $1403000.00        | $194449.51         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $35998.00          | $13101.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $306832.00         | $39779.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-10-20      | 6.5000%  | 0.0000% | $62000.00          | $11076.01          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $9997360.00        | $1658480.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $196093.00         | $31330.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $253205.00         | $52146.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $189500.00         | $32073.81          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $51860.00          | $14145.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 6.0000%  | 0.0000% | $138000.00         | $29006.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $16540146.00       | $10666324.02       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 4.5000%  | 0.0000% | $1394734.00        | $837402.45         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $38491.00          | $20680.19          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $174860.00         | $153815.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $5323008.00        | $3271362.78        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1024.00           | $816.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $38586553.00       | $30864216.78       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $6928816.00        | $5186726.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $7062396.00        | $5348298.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $424201.00         | $260663.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $10000.00          | $7678.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $13461348.00       | $10255650.09       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 3.0000%  | 0.0000% | $200000.00         | $136320.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $337568.00         | $287882.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $676291.00         | $384571.70         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $11757700.00       | $7202846.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $492958.00         | $455695.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-15      | 4.5000%  | 0.0000% | $104388.00         | $10871.42          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $200099.00         | $10980.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-15      | 4.0000%  | 0.0000% | $2374000.00        | $280986.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-15      | 3.0000%  | 0.0000% | $88171.00          | $40925.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $1053896.00        | $179772.54         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-09-15      | 3.5000%  | 0.0000% | $1965000.00        | $391666.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-15      | 3.5000%  | 0.0000% | $2248040.00        | $242058.77         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000638.00        | $1028215.90        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1157098.00        | $1142813.21        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $5913456.00        | $6066316.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2703611.00        | $2735915.46        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1109226.00        | $1124820.32        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $611637.00         | $636642.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $350642.00         | $363034.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $225291.00         | $240358.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1529702.00        | $1628069.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1037056.00        | $1092966.46        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $4469294.00        | $4485429.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $629474.00         | $646437.34         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $4015016.00        | $4123118.68        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $3387306.00        | $3506303.34        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $993428.00         | $951322.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $1017.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $217185.00         | $224719.38         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $511117.00         | $524812.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $2223629.00        | $2322683.56        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $32508.00          | $33882.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $5055909.00        | $131461.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-01-20      | 6.6250%  | 0.0000% | $929532.00         | $25269.96          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $4155000.00        | $240321.98         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $496688.00         | $67187.31          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $13433184.00       | $3766490.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-15      | 6.0000%  | 0.0000% | $301368.00         | $299550.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $24867000.00       | $508939.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $347993.00         | $12365.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $92.19             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $2111892.00        | $194411.99         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 5.5000%  | 0.0000% | $368161.00         | $97923.20          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $883873.00         | $588645.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $12417133.00       | $1495469.49        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2034-05-01      | 5.0000%  | 0.0000% | $6346263.00        | $176794.03         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-11-01      | 4.0000%  | 0.0000% | $1335000.00        | $106209.69         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-04-01      | 5.5000%  | 0.0000% | $99657.00          | $92118.24          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-09-01      | 6.5000%  | 0.0000% | $13820015.00       | $433916.78         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-01-01      | 5.0000%  | 0.0000% | $1360000.00        | $122057.91         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2048-11-01      | 4.5000%  | 0.0000% | $107000.00         | $75182.13          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2037-04-01      | 2.5000%  | 0.0000% | $157000.00         | $96364.66          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-01      | 3.0000%  | 0.0000% | $2696936.00        | $1462633.21        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-06-01      | 2.5000%  | 0.0000% | $420237.00         | $290140.27         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-12-01      | 4.5000%  | 0.0000% | $360793.00         | $284619.22         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 3.5000%  | 0.0000% | $54000.00          | $41141.56          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $82647.20          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 2.5000%  | 0.0000% | $200000.00         | $141377.67         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-04-01      | 5.5000%  | 0.0000% | $500000.00         | $453169.78         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-01-01      | 6.5000%  | 0.0000% | $208230.00         | $186939.22         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $1964590.00        | $1809444.48        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-10-01      | 3.0000%  | 0.0000% | $743989.00         | $110322.74         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-02-01      | 2.5000%  | 0.0000% | $906880.00         | $220960.50         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-02-01      | 2.0000%  | 0.0000% | $876202.00         | $566915.48         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $375000.00         | $236091.78         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 4.0000%  | 0.0000% | $9000.00           | $8130.17           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 5.5000%  | 0.0000% | $150000.00         | $141992.36         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-09-01      | 5.0000%  | 0.0000% | $676681.00         | $583586.35         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 5.5000%  | 0.0000% | $5038520.00        | $4471018.63        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-06-01      | 4.0000%  | 0.0000% | $1973000.00        | $260613.72         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-10-01      | 2.5000%  | 0.0000% | $2303713.00        | $1121531.84        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $167262.00         | $93933.79          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-03-01      | 2.5000%  | 0.0000% | $1438433.00        | $929500.89         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 2.5000%  | 0.0000% | $3691672.00        | $2691650.21        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 6.0000%  | 0.0000% | $1106500.00        | $806417.40         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-09-01      | 5.0000%  | 0.0000% | $65195.00          | $44405.15          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 5.0000%  | 0.0000% | $99103.00          | $87553.29          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-07-01      | 5.5000%  | 0.0000% | $3076688.00        | $3010593.51        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $998000.00         | $936541.91         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $1252797.00        | $1185481.88        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 7.0000%  | 0.0000% | $2653122.00        | $2595901.50        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $1505538.00        | $1389665.75        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-05-01      | 3.0000%  | 0.0000% | $4787090.00        | $1977998.14        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-11-01      | 2.5000%  | 0.0000% | $364085.00         | $186946.69         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-02-01      | 2.0000%  | 0.0000% | $1052552.00        | $580236.66         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 4.0000%  | 0.0000% | $1301000.00        | $920232.08         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $808996.00         | $636339.71         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $99000.00          | $78529.73          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-09-01      | 3.7800%  | 0.0000% | $210131.00         | $194862.88         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2029-07-01      | 5.8600%  | 0.0000% | $1000000.00        | $784547.92         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-03-01      | 2.5000%  | 0.0000% | $102916.00         | $27707.90          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-03-01      | 3.0000%  | 0.0000% | $1550000.00        | $270373.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-02-01      | 4.0000%  | 0.0000% | $1811630.00        | $200906.23         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-12-01      | 3.0000%  | 0.0000% | $514000.00         | $149530.33         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-08-01      | 3.5000%  | 0.0000% | $137000.00         | $19275.32          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-08-01      | 4.5000%  | 0.0000% | $3999600.00        | $16183.95          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 7.5000%  | 0.0000% | $1423666.00        | $1513546.82        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 5.0000%  | 0.0000% | $53152.00          | $51038.71          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $8016.00           | $7927.71           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $513645.00         | $497580.72         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $2018627.00        | $2020702.59        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1133218.00        | $1180930.83        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 7.0000%  | 0.0000% | $1463547.00        | $1564127.14        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 7.0000%  | 0.0000% | $355048.00         | $375950.69         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.5000%  | 0.0000% | $9222.00           | $8171.66           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $1091236.00        | $1084070.91        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $3435672.00        | $3421424.23        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $1425137.00        | $1458809.57        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-11-01      | 4.0000%  | 0.0000% | $184943.00         | $81787.19          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-10-01      | 3.0000%  | 0.0000% | $555816.00         | $158262.75         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-11-01      | 3.0000%  | 0.0000% | $225816.00         | $44291.52          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-07-01      | 3.5000%  | 0.0000% | $640000.00         | $201049.05         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-02-01      | 4.0000%  | 0.0000% | $77436.00          | $16291.52          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-05-01      | 3.5000%  | 0.0000% | $1110000.00        | $88593.07          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-04-01      | 4.5000%  | 0.0000% | $650000.00         | $190960.95         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-11-01      | 5.0000%  | 0.0000% | $1043000.00        | $222653.60         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $2600000.00        | $1513318.40        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 2.5900%  | 0.0000% | $1112.00           | $764.88            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 2.5000%  | 0.0000% | $200000.00         | $112799.97         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-10-01      | 3.5000%  | 0.0000% | $3562453.00        | $2106431.00        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-06-01      | 6.0000%  | 0.0000% | $1220057.00        | $1007610.56        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.5000%  | 0.0000% | $176895.00         | $133575.94         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.5000%  | 0.0000% | $1188354.00        | $984727.75         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $131010.45         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 6.0000%  | 0.0000% | $336257.00         | $184726.02         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 6.5000%  | 0.0000% | $1175066.00        | $1194696.27        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 7.0000%  | 0.0000% | $1030418.00        | $1097826.55        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 7.0000%  | 0.0000% | $1319549.00        | $1424170.63        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 7.0000%  | 0.0000% | $1365584.00        | $1398137.50        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 6.5000%  | 0.0000% | $1134362.00        | $880017.72         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 6.0000%  | 0.0000% | $167011.00         | $163801.22         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 5.0000%  | 0.0000% | $897777.00         | $146166.98         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-02-01      | 3.0000%  | 0.0000% | $150000.00         | $57706.52          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-11-01      | 2.5000%  | 0.0000% | $1868465.00        | $1003843.40        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 3.0000%  | 0.0000% | $977999.00         | $606671.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $23480.00          | $15218.79          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 5.0000%  | 0.0000% | $2751924.00        | $1896369.39        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $57600.00          | $41023.42          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $586611.00         | $450822.97         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-11-01      | 5.5000%  | 0.0000% | $140050.00         | $124375.88         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $258000.00         | $192433.98         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 3.0000%  | 0.0000% | $1682256.00        | $1377307.44        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-02-01      | 4.0000%  | 0.0000% | $2301740.00        | $735362.65         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-03-01      | 3.0000%  | 0.0000% | $2234558.00        | $894032.28         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-12-01      | 2.5000%  | 0.0000% | $283000.00         | $130776.74         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-01-01      | 4.0000%  | 0.0000% | $2151652.00        | $890092.98         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 3.0000%  | 0.0000% | $15000.00          | $9446.68           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.0000%  | 0.0000% | $563388.00         | $347138.21         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.5000%  | 0.0000% | $355000.00         | $240191.33         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $212482.00         | $135218.27         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 3.5000%  | 0.0000% | $110000.00         | $79789.71          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 6.0000%  | 0.0000% | $197277.00         | $145364.76         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 4.5000%  | 0.0000% | $2498340.00        | $1959284.75        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 6.0000%  | 0.0000% | $1960000.00        | $1484820.56        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $85339.79          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $6189110.00        | $5049580.22        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 5.0000%  | 0.0000% | $100000.00         | $80446.93          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-08-01      | 4.0000%  | 0.0000% | $1061448.00        | $885119.86         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 4.5000%  | 0.0000% | $1450001.00        | $89879.61          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-03-01      | 4.0000%  | 0.0000% | $1700000.00        | $196962.57         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-02-01      | 4.5000%  | 0.0000% | $663994.00         | $43516.05          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-03-01      | 2.0000%  | 0.0000% | $38000.00          | $21248.72          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 2.5000%  | 0.0000% | $471000.00         | $258761.71         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-05-01      | 2.5000%  | 0.0000% | $220208.00         | $121122.90         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-01-01      | 2.0000%  | 0.0000% | $1419485.00        | $908403.75         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $265000.00         | $170865.75         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 4.0000%  | 0.0000% | $180760.00         | $129250.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-09-01      | 4.5000%  | 0.0000% | $35000.00          | $27074.96          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 6.5000%  | 0.0000% | $247830.00         | $168967.62         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 3.0000%  | 0.0000% | $9000.00           | $6634.54           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 4.5000%  | 0.0000% | $915000.00         | $752701.41         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 4.0000%  | 0.0000% | $10000.00          | $8195.09           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 7.0000%  | 0.0000% | $835409.00         | $332327.39         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 4.5000%  | 0.0000% | $1627600.00        | $115128.80         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 6.0000%  | 0.0000% | $1168692.00        | $905781.97         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $2487334.00        | $2518135.29        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 5.5000%  | 0.0000% | $3431561.00        | $3446098.75        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 4.5000%  | 0.0000% | $224630.00         | $213860.21         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1908243.00        | $2007584.35        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 7.0000%  | 0.0000% | $23678.00          | $25183.06          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $79587.00          | $81182.01          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 5.0000%  | 0.0000% | $1014024.00        | $990972.11         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1301450.00        | $1238079.74        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $29708.00          | $20297.47          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $25000.00          | $15963.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $71595816.00       | $53643244.14       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $133043.00         | $80033.52          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1542262.00        | $1606736.15        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $3557248.00        | $3475449.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2417547.00        | $2384954.77        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $27443936.00       | $27099819.86       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2565632.00        | $2623361.43        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2032-09-01      | 3.0000%  | 0.0000% | $1015894.00        | $126465.57         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2037-06-01      | 5.0000%  | 0.0000% | $1504416.00        | $15779.78          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-06-01      | 4.0000%  | 0.0000% | $68693.00          | $11213.03          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-07-01      | 4.0000%  | 0.0000% | $1376000.00        | $255197.91         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2044-04-01      | 4.5000%  | 0.0000% | $182973.00         | $27709.04          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2035-12-01      | 5.0000%  | 0.0000% | $179000.00         | $6801.89           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2038-09-01      | 7.0000%  | 0.0000% | $2122167.00        | $26288.10          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-03-01      | 3.0000%  | 0.0000% | $284999.00         | $33266.76          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-05-01      | 3.0000%  | 0.0000% | $1714410.00        | $232794.82         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-10-01      | 3.5000%  | 0.0000% | $726995.00         | $90643.36          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-12-01      | 3.5000%  | 0.0000% | $186000.00         | $45815.58          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-10-01      | 2.5000%  | 0.0000% | $2184000.00        | $985892.14         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-12-01      | 3.5000%  | 0.0000% | $2302400.00        | $653478.10         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-03-01      | 4.0000%  | 0.0000% | $4868352.00        | $986308.16         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $500000.00         | $340480.33         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-01      | 3.0000%  | 0.0000% | $3465561.00        | $2226555.20        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $2151843.00        | $1551269.69        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-02-01      | 5.5000%  | 0.0000% | $34607.00          | $26515.41          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $1796164.00        | $1301872.17        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-06-01      | 5.5000%  | 0.0000% | $200000.00         | $168664.50         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-06-01      | 5.0000%  | 0.0000% | $738480.00         | $610808.24         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.5000%  | 0.0000% | $1072020.00        | $944267.57         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-05-01      | 3.5000%  | 0.0000% | $2998990.00        | $669716.26         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-07-01      | 2.0000%  | 0.0000% | $618568.00         | $373585.17         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-12-01      | 2.5000%  | 0.0000% | $1465680.00        | $928469.14         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-06-01      | 3.0000%  | 0.0000% | $36000.00          | $25798.68          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-10-01      | 5.5000%  | 0.0000% | $745045.00         | $577445.37         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-03-01      | 6.0000%  | 0.0000% | $1467904.00        | $1074457.45        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-03-01      | 5.0000%  | 0.0000% | $244032.00         | $214399.75         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 5.5000%  | 0.0000% | $465000.00         | $436773.99         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 7.5000%  | 0.0000% | $270649.00         | $225265.41         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2042-08-01      | 4.5000%  | 0.0000% | $880476.00         | $39255.32          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-10-01      | 2.5000%  | 0.0000% | $47999.00          | $30040.01          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 4.5000%  | 0.0000% | $62433.00          | $43910.41          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-09-01      | 5.5000%  | 0.0000% | $650369.00         | $631436.13         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-10-01      | 4.5000%  | 0.0000% | $1042050.00        | $706465.57         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 6.0000%  | 0.0000% | $1112266.00        | $979102.88         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $200000.00         | $153682.59         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 5.5000%  | 0.0000% | $1026816.00        | $855942.59         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 6.5000%  | 0.0000% | $12000.00          | $8056.88           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $1702275.00        | $1737170.73        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $1178502.00        | $1175197.34        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $3306511.00        | $3305926.21        | Agency Mortgage-Backed Securities         |

### Security 166: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.360000%
- **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: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP10247315
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-09-23      | 0.0000%  | 0.0000% | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2050-02-15      | 0.2500%  | 0.0000% | $3005400.00        | $2147968.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $39900.00          | $39256.40          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $81803600.00       | $80474302.63       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $300.00            | $394.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 0.7500%  | 0.0000% | $200.00            | $195.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $101.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $22320000.00       | $22663285.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $43000000.00       | $43487234.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $400.00            | $401.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $53737600.00       | $53986954.23       | U.S. Treasuries (including strips) |
| STRIPS          | 2032-05-15      | 0.0000%  | 0.0000% | $360181.34         | $269797.43         | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | 0.0000%  | 0.0000% | $1932347.90        | $647887.27         | U.S. Treasuries (including strips) |
| STRIPS          | 2047-02-15      | 0.0000%  | 0.0000% | $852860.05         | $281918.86         | U.S. Treasuries (including strips) |

### Security 167: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.360000%
- **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: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10247325
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $306355200.00      | $305996764.42      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $3300.00           | $3279.20           | U.S. Treasuries (including strips) |

### Security 168: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.360000%
- **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: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10247335
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2051-05-01      | 2.5000%  | 0.0000% | $915000.00         | $531816.96         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-02      | 2.5000%  | 0.0000% | $3165000.00        | $2120721.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-09-01      | 4.5000%  | 0.0000% | $116640.00         | $32259.22          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 3.0000%  | 0.0000% | $854000.00         | $395555.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-02-01      | 2.5000%  | 0.0000% | $105000.00         | $36062.93          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 3.0000%  | 0.0000% | $4003000.00        | $1822233.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-01-01      | 5.5000%  | 0.0000% | $503083.00         | $4339.68           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-02-01      | 5.0000%  | 0.0000% | $1454410.00        | $14119.39          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-04-01      | 6.0000%  | 0.0000% | $49149.00          | $17.81             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-10-01      | 4.5000%  | 0.0000% | $50000.00          | $8973.67           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-07-01      | 4.0000%  | 0.0000% | $1118118.00        | $148365.79         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-04-01      | 3.0000%  | 0.0000% | $890000.00         | $151446.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-12-01      | 6.0000%  | 0.0000% | $55179.00          | $378.82            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-12-01      | 5.5000%  | 0.0000% | $50000.00          | $1147.28           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-07-01      | 3.0000%  | 0.0000% | $440943.00         | $45720.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 3.5000%  | 0.0000% | $52000.00          | $19298.64          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 2.0000%  | 0.0000% | $43361000.00       | $21800940.57       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $1026000.00        | $817523.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $15974.00          | $12757.43          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $1128688.00        | $866493.78         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $3809424.00        | $3131276.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 4.0000%  | 0.0000% | $2504696.00        | $572120.49         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $25000.00          | $15975.98          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.0000%  | 0.0000% | $30000.00          | $18475.67          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $288582.00         | $233020.88         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $2274999.00        | $2258822.72        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 5.0000%  | 0.0000% | $40000.00          | $14532.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 3.5000%  | 0.0000% | $92000.00          | $25825.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 4.0000%  | 0.0000% | $720000.00         | $289021.97         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 3.0000%  | 0.0000% | $600000.00         | $222970.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $9000.00           | $6152.28           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $2500000.00        | $1666668.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 4.5000%  | 0.0000% | $43225280.00       | $27869492.38       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $620.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $3000000.00        | $2457922.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $75684.42          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $110000.00         | $96312.56          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.0000%  | 0.0000% | $4093910.00        | $3573447.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.5000%  | 0.0000% | $15000.00          | $13075.42          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 3.0000%  | 0.0000% | $16000.00          | $12329.96          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-05-01      | 6.0000%  | 0.0000% | $13010260.00       | $10547492.33       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.5000%  | 0.0000% | $225000.00         | $191313.87         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $8719000.00        | $6949783.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $76000.00          | $58684.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 2.5000%  | 0.0000% | $259000.00         | $215983.08         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 3.0000%  | 0.0000% | $415000.00         | $83570.47          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-12-01      | 2.5000%  | 0.0000% | $397033.00         | $73326.70          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 3.0000%  | 0.0000% | $30016.00          | $4755.69           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 3.0000%  | 0.0000% | $2000.00           | $349.39            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 4.5000%  | 0.0000% | $1600000.00        | $296430.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.0000%  | 0.0000% | $9468256.00        | $7400650.66        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $326000.00         | $290681.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-06-01      | 3.5000%  | 0.0000% | $3000.00           | $1796.69           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-11-01      | 5.0000%  | 0.0000% | $35000.00          | $20641.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2037.62           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.0000%  | 0.0000% | $79123968.00       | $73789107.75       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 5.5000%  | 0.0000% | $12000.00          | $9557.76           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 3.5000%  | 0.0000% | $15000.00          | $13136.23          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 3.5000%  | 0.0000% | $200310.00         | $15391.56          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-08-01      | 3.5000%  | 0.0000% | $1711942.00        | $1504969.00        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 6.5000%  | 0.0000% | $800000.00         | $626997.71         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 6.0000%  | 0.0000% | $448189.00         | $410703.81         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 3.0000%  | 0.0000% | $5000.00           | $960.61            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $159000.00         | $110312.31         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-04-01      | 3.0000%  | 0.0000% | $5000.00           | $2733.51           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2025-09-01      | 3.5000%  | 0.0000% | $32768.00          | $10.66             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 4.0000%  | 0.0000% | $5517620.00        | $904636.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-11-01      | 3.5000%  | 0.0000% | $2000.00           | $519.36            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-01-01      | 3.5000%  | 0.0000% | $1115994.00        | $117050.33         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $16000.00          | $12687.26          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.5000%  | 0.0000% | $7484888.00        | $6509677.08        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-10-01      | 5.5000%  | 0.0000% | $400000.00         | $2664.03           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.5000%  | 0.0000% | $65000.00          | $43142.98          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.0000%  | 0.0000% | $470000.00         | $332161.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 2.5000%  | 0.0000% | $8178432.00        | $3818836.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 4.0000%  | 0.0000% | $1108556.00        | $494974.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 3.5000%  | 0.0000% | $544000.00         | $419391.77         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-04-01      | 3.0000%  | 0.0000% | $1650000.00        | $346139.85         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $160000.00         | $135320.90         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-02-01      | 2.5000%  | 0.0000% | $333000.00         | $13237.74          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-07-01      | 5.0000%  | 0.0000% | $650000.00         | $7209.42           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-01-01      | 5.0000%  | 0.0000% | $322000.00         | $3516.68           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-02-01      | 6.0000%  | 0.0000% | $1126000.00        | $6816.63           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-02-01      | 5.5000%  | 0.0000% | $300500.00         | $6385.93           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-08-01      | 4.5000%  | 0.0000% | $191999.00         | $4436.79           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 5.5000%  | 0.0000% | $285262.00         | $4383.56           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-08-01      | 6.0000%  | 0.0000% | $175000.00         | $1491.45           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-09-01      | 3.5000%  | 0.0000% | $2000.00           | $186.15            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 4.5000%  | 0.0000% | $96000.00          | $8371.95           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 3.5000%  | 0.0000% | $145000.00         | $10555.80          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 4.5000%  | 0.0000% | $89994.00          | $111.92            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-02-01      | 3.0000%  | 0.0000% | $14000.00          | $1825.57           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-03-01      | 3.5000%  | 0.0000% | $575000.00         | $123804.73         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-05-01      | 3.5000%  | 0.0000% | $8000.00           | $1101.28           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-08-01      | 5.5000%  | 0.0000% | $13000.00          | $8177.67           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-08-01      | 3.5000%  | 0.0000% | $542701.00         | $254650.29         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 3.0000%  | 0.0000% | $24094500.00       | $12794439.47       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $500000.00         | $330649.15         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 4.5000%  | 0.0000% | $200000.00         | $157723.59         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $1842318.00        | $1672209.30        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 4.0000%  | 0.0000% | $1313440.00        | $1132488.02        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 5.0000%  | 0.0000% | $86000.00          | $78899.72          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-05-01      | 4.5000%  | 0.0000% | $78000.00          | $18189.56          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $285000.00         | $216636.54         | Agency Mortgage-Backed Securities |

### Security 169: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.270000%
- **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: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10247345
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $121043328.00      | $122265300.70      | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-02-01      | 4.5000%  | 0.0000% | $139014400.00      | $129185103.05      | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $8155296.00        | $8344726.22        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 6.0000%  | 0.0000% | $4984039.00        | $5113220.31        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 5.5000%  | 0.0000% | $7881272.00        | $7903720.49        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 5.5000%  | 0.0000% | $10050112.00       | $10085732.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $11592.00          | $11654.67          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2042-05-01      | 4.0000%  | 0.0000% | $22911.00          | $3488.18           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $63784960.00       | $59338882.55       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $42869760.00       | $41910459.46       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $25318752.00       | $23886104.82       | Agency Mortgage-Backed Securities |

### Security 170: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.370000%
- **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: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10248115
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $2387173.00        | $2302224.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 4.5000%  | 0.0000% | $5558980.00        | $5031299.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $3136800.00        | $2527201.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-06-01      | 4.0000%  | 0.0000% | $21202497.00       | $5543373.00        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-04-01      | 4.5000%  | 0.0000% | $18294673.00       | $3144199.27        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-09-01      | 4.0000%  | 0.0000% | $23750000.00       | $5438962.26        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $15247440.00       | $2873092.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 5.5000%  | 0.0000% | $188383077.00      | $3883026.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 4.0000%  | 0.0000% | $18192000.00       | $2639730.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.5000%  | 0.0000% | $32500000.00       | $5118889.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.5000%  | 0.0000% | $11815017.00       | $2594772.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-08-01      | 3.5000%  | 0.0000% | $17378360.00       | $2113222.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-09-01      | 4.5000%  | 0.0000% | $13950751.00       | $2195464.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-08-01      | 4.0000%  | 0.0000% | $20500000.00       | $2858879.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 3.5000%  | 0.0000% | $14195006.00       | $2237811.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 7.0000%  | 0.0000% | $4042449.00        | $3850918.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.0000%  | 0.0000% | $2476664.00        | $2509210.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 5.0000%  | 0.0000% | $2921579.00        | $2817224.54        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $4259901.00        | $4470278.28        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $3386581.00        | $3396354.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $2060105.00        | $2113911.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $3698365.00        | $3816067.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $5073696.00        | $5111524.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $2296100.00        | $2400434.53        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $3167935.00        | $3281935.61        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $166326.00         | $173137.25         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $2738920.00        | $2850189.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $2379810.00        | $2476753.70        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $3151250.00        | $3279590.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-02-01      | 3.5000%  | 0.0000% | $10124489.00       | $3179053.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-03-01      | 3.5000%  | 0.0000% | $9087651.00        | $3415102.25        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-02-01      | 4.5000%  | 0.0000% | $15025000.00       | $3876731.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 4.0000%  | 0.0000% | $13316618.00       | $4410450.09        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $8058708.00        | $2563352.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 3.5000%  | 0.0000% | $24276038.00       | $5879017.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 3.0000%  | 0.0000% | $3114246.00        | $2257133.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 3.0000%  | 0.0000% | $13040000.00       | $2398311.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $7302233.00        | $5784036.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.5000%  | 0.0000% | $5310591.00        | $5091769.66        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.5000%  | 0.0000% | $2533834.00        | $2425757.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.5000%  | 0.0000% | $3095001.00        | $3176443.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $2971573.00        | $2247302.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $4615995.00        | $3469928.81        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $4040000.00        | $3349989.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $4219973.00        | $3916938.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $3386082.00        | $3326938.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $2841827.00        | $2759144.21        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 5.0000%  | 0.0000% | $3800000.00        | $2625433.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $7350753.00        | $5621101.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $5450000.00        | $4937095.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 3.5000%  | 0.0000% | $6800000.00        | $2078351.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 4.0000%  | 0.0000% | $26540883.00       | $2166608.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.5000%  | 0.0000% | $21112506.00       | $3570360.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-03-01      | 4.5000%  | 0.0000% | $19670934.00       | $2168432.13        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 6.0000%  | 0.0000% | $2334830.00        | $2356457.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $2950192.00        | $2942389.91        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $2567739.00        | $2562195.23        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.5000%  | 0.0000% | $3115718.00        | $2459869.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $2138485.00        | $2136788.02        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.5000%  | 0.0000% | $2611148.00        | $2510438.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.5000%  | 0.0000% | $2193848.00        | $2289421.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 5.5000%  | 0.0000% | $2892280.00        | $2896651.01        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $2521742.00        | $2629677.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 7.0000%  | 0.0000% | $2332509.00        | $2461883.98        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $5487952.00        | $5750117.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 5.5000%  | 0.0000% | $2069066.00        | $2084524.00        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $3319592.00        | $3404227.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $6040779.00        | $6035062.07        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $4262694.00        | $4275260.37        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $3711372.00        | $3798837.64        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $3163350.00        | $3230298.40        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $2100137.00        | $2153220.72        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $2612793.00        | $2732760.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $3951010.00        | $4034176.15        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $2475178.00        | $2487414.59        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $4259370.00        | $4338814.18        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $3269858.00        | $3394741.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $2361550.00        | $2459336.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 3.5000%  | 0.0000% | $26000000.00       | $3663308.16        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 5.5000%  | 0.0000% | $50000000.00       | $2205404.97        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-01-01      | 3.5000%  | 0.0000% | $27780445.00       | $4505680.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.5000%  | 0.0000% | $7595096.00        | $2173087.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.5000%  | 0.0000% | $4321659.00        | $2092123.37        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-05-01      | 4.0000%  | 0.0000% | $25038621.00       | $3838072.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 4.0000%  | 0.0000% | $40750234.00       | $4144120.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 3.5000%  | 0.0000% | $20262946.00       | $2749778.82        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-06-01      | 4.5000%  | 0.0000% | $18593036.00       | $2308022.82        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-11-01      | 3.5000%  | 0.0000% | $12000000.00       | $2767944.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 3.5000%  | 0.0000% | $16027628.00       | $2521996.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-03-01      | 4.0000%  | 0.0000% | $29550780.00       | $4783826.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-02-01      | 3.5000%  | 0.0000% | $22100000.00       | $4757918.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 3.5000%  | 0.0000% | $25752372.00       | $5214168.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 4.0000%  | 0.0000% | $16320144.00       | $3176731.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-07-01      | 3.5000%  | 0.0000% | $10869498.00       | $2495018.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $9753159.00        | $2817176.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 3.0000%  | 0.0000% | $7452000.00        | $2598828.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $11713487.00       | $3902863.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 4.0000%  | 0.0000% | $30249884.00       | $2711064.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-01-01      | 3.5000%  | 0.0000% | $27914088.00       | $5853240.38        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-09-01      | 3.5000%  | 0.0000% | $19726078.00       | $5547505.26        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $6500242.00        | $5854585.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-07-01      | 4.0000%  | 0.0000% | $18290465.00       | $5995524.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 4.0000%  | 0.0000% | $25051955.00       | $4901986.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.0000%  | 0.0000% | $7069475.00        | $5645947.93        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $7160718.00        | $5387691.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 5.0000%  | 0.0000% | $8549011.00        | $6233741.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 6.5000%  | 0.0000% | $6901884.00        | $5361051.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 3.5000%  | 0.0000% | $4885456.00        | $3666572.58        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-08-01      | 4.0000%  | 0.0000% | $18768058.00       | $3323069.00        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 6.0000%  | 0.0000% | $4526918.00        | $3383639.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 4.0000%  | 0.0000% | $31668136.00       | $2242742.81        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 3.5000%  | 0.0000% | $35600000.00       | $5266739.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 4.0000%  | 0.0000% | $24400000.00       | $5254236.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 4.0000%  | 0.0000% | $9193638.00        | $5131782.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-06-01      | 3.5000%  | 0.0000% | $31680135.00       | $4378934.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-05-01      | 4.5000%  | 0.0000% | $6063252.00        | $2259123.32        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-08-01      | 4.0000%  | 0.0000% | $16300000.00       | $2858648.91        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 5.5000%  | 0.0000% | $5080000.00        | $4666659.54        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 7.0000%  | 0.0000% | $5785589.00        | $4988561.64        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $5300000.00        | $4388570.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 4.0000%  | 0.0000% | $14188234.00       | $2986589.53        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-12-01      | 4.0000%  | 0.0000% | $33644725.00       | $4738986.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-04-01      | 3.5000%  | 0.0000% | $19763896.00       | $3910501.70        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-10-01      | 4.5000%  | 0.0000% | $13262444.00       | $3158195.10        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.0000%  | 0.0000% | $13095028.00       | $3356866.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-09-01      | 4.0000%  | 0.0000% | $18250000.00       | $3325885.49        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 3.0000%  | 0.0000% | $8530000.00        | $5276906.05        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $5604000.00        | $3594557.16        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $6442747.00        | $4237869.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 5.0000%  | 0.0000% | $6345291.00        | $4806660.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $6617511.00        | $5125436.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $2716812.00        | $2194198.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 6.0000%  | 0.0000% | $4461000.00        | $3671017.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $7559995.00        | $5689547.51        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $6944230.00        | $5261406.18        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.5000%  | 0.0000% | $7628993.00        | $6070831.54        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $3438201.00        | $2648014.66        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 6.0000%  | 0.0000% | $2553622.00        | $2122073.27        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $5029207.00        | $4613157.88        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $2901985.00        | $2729602.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.5000%  | 0.0000% | $3883573.00        | $3792571.37        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 6.0000%  | 0.0000% | $3664207.00        | $3502403.31        | Agency Mortgage-Backed Securities |

### Security 171: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.360000%
- **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: LMRP10248125
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $1370200.00        | $1338993.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $112923600.00      | $103836524.98      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $249000.00         | $231799.58         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $72773600.00       | $73114326.00       | U.S. Treasuries (including strips) |

### Security 172: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.360000%
- **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: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10248135
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $53341400.00       | $49278633.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $25706300.00       | $25140575.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $50000000.00       | $49516950.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-15      | 3.7500%  | 0.0000% | $50000000.00       | $50386005.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $29926700.00       | $30279610.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $50398250.00       | U.S. Treasuries (including strips) |

### Security 173: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.370000%
- **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: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10248145
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2050-06-01      | 2.5000%  | 0.0000% | $31907339.00       | $11957678.57       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2051-06-01      | 2.5000%  | 0.0000% | $14060963.00       | $9110631.92        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2051-10-01      | 2.5000%  | 0.0000% | $29600680.00       | $20642327.05       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-07-01      | 2.5000%  | 0.0000% | $1008.00           | $742.80            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-09-01      | 4.5000%  | 0.0000% | $90079.00          | $68570.20          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-04-01      | 6.0000%  | 0.0000% | $30456448.00       | $25348589.58       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-11-30      | 6.0000%  | 0.0000% | $2022.00           | $1506.28           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-01-01      | 6.0000%  | 0.0000% | $6013521.00        | $4800329.81        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-10-01      | 6.0000%  | 0.0000% | $84800.00          | $72613.38          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-12-01      | 2.0000%  | 0.0000% | $407074.00         | $249999.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-04-01      | 4.0000%  | 0.0000% | $59029.00          | $42346.13          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $867.68            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $980.23            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $715.55            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $914.42            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.79           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.36           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $996.11            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $853.49            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-02-01      | 6.5000%  | 0.0000% | $5505.00           | $5583.29           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.17           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-07-01      | 7.0000%  | 0.0000% | $4000.00           | $4231.99           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-07-01      | 7.0000%  | 0.0000% | $2236.00           | $2379.61           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2037-08-01      | 1.5700%  | 0.0000% | $52481.00          | $35197.55          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2032-08-01      | 1.7546%  | 0.0000% | $908983.00         | $771596.66         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $774.51            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $673.18            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2028-04-01      | 1.3800%  | 0.0000% | $156500.00         | $132886.57         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-02-01      | 1.3400%  | 0.0000% | $3389000.00        | $2828437.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-02-01      | 1.4100%  | 0.0000% | $3000000.00        | $2569890.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2028-11-01      | 1.3900%  | 0.0000% | $1106.00           | $1010.51           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-06-01      | 2.5000%  | 0.0000% | $1008.00           | $663.14            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $2029.00           | $1376.62           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $795.84            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $894.57            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-07-01      | 4.4600%  | 0.0000% | $245529.00         | $246645.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-05-01      | 2.0000%  | 0.0000% | $14676000.00       | $8653848.04        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $687.04            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-12-01      | 5.5000%  | 0.0000% | $4858968.00        | $4089506.21        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-11-01      | 6.0000%  | 0.0000% | $6935831.00        | $5522926.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $788.43            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.72           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $1011.00           | $709.24            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $796.96            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-10-01      | 6.5000%  | 0.0000% | $12890087.00       | $10297822.92       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $803.08            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-01-01      | 7.0000%  | 0.0000% | $49895000.00       | $42382539.43       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $733582.00         | $765012.38         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 6.5000%  | 0.0000% | $58473300.00       | $59811559.79       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $528.92            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $947.96            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.88           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-07-01      | 5.5000%  | 0.0000% | $612416.00         | $581082.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-10-20      | 7.2020%  | 0.0000% | $55083.00          | $50850.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1020642.00        | $265897.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-15      | 2.5000%  | 0.0000% | $807393.00         | $540396.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $2000.00           | $1032.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1073386.00        | $862322.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $914680.00         | $405938.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-01-20      | 5.7150%  | 0.0000% | $1000.00           | $928.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $1012700.00        | $1074625.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1007998.00        | $1059835.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1087658.00        | $1029256.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1076410.00        | $513674.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4740336.00        | $3961841.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $3024.00           | $3264.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1419061.00        | $1457381.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1037867.00        | $1074530.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1017670.00        | $933763.26         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2050-11-01      | 1.5000%  | 0.0000% | $25555.00          | $13754.44          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.61           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-03-01      | 1.5900%  | 0.0000% | $5000000.00        | $4308225.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-12-01      | 7.0000%  | 0.0000% | $5770899.00        | $4740451.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2048-11-01      | 3.0000%  | 0.0000% | $45553017.00       | $21428235.57       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-10-01      | 6.5000%  | 0.0000% | $9163802.00        | $9044010.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $3971635.00        | $1850177.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $758984.00         | $62263.21          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $1137722.00        | $1226269.70        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2045-08-01      | 3.5000%  | 0.0000% | $15021372.00       | $2406035.72        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-02-01      | 2.5000%  | 0.0000% | $12463636.00       | $8506414.88        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-12-01      | 6.0000%  | 0.0000% | $4996000.00        | $3734548.09        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-12-01      | 6.0000%  | 0.0000% | $5099560.00        | $3723255.67        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $813.17            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-10-01      | 4.5000%  | 0.0000% | $1093.00           | $848.52            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $747.94            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-07-01      | 6.0000%  | 0.0000% | $1045.00           | $741.21            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-12-01      | 5.5000%  | 0.0000% | $1270832.00        | $1071615.07        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-01-01      | 7.0000%  | 0.0000% | $1007.00           | $456.55            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $897.22            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $999.54            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $917.30            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2029-06-30      | 4.2500%  | 0.0000% | $71300.00          | $72453.79          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2027-07-15      | 0.3750%  | 0.0000% | $120400.00         | $156162.61         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2031-01-15      | 0.1250%  | 0.0000% | $157700.00         | $180942.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2028-06-30      | 1.2500%  | 0.0000% | $200.00            | $185.92            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2045-02-15      | 0.7500%  | 0.0000% | $13576200.00       | $13525017.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2028-03-31      | 3.6250%  | 0.0000% | $22100.00          | $22230.82          | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2031-02-15      | 1.1250%  | 0.0000% | $43500.00          | $37671.65          | U.S. Treasuries (including strips) |
| STRIP PRINC                              | 2026-11-15      | 0.0000%  | 0.0000% | $268000.00         | $255575.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2054-11-15      | 4.5000%  | 0.0000% | $3079300.00        | $2927785.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2029-08-15      | 1.6250%  | 0.0000% | $3000.00           | $2774.47           | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2033-02-15      | 3.5000%  | 0.0000% | $600.00            | $583.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2033-05-15      | 3.3750%  | 0.0000% | $89800.00          | $85628.77          | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2029-01-31      | 4.0000%  | 0.0000% | $20100.00          | $20176.22          | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2034-02-15      | 4.0000%  | 0.0000% | $94300.00          | $94371.91          | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2029-05-31      | 4.5000%  | 0.0000% | $34100.00          | $35081.77          | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2031-06-30      | 4.2500%  | 0.0000% | $860400.00         | $873288.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2034-08-15      | 3.8750%  | 0.0000% | $79200.00          | $78159.34          | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2034-11-15      | 4.2500%  | 0.0000% | $1286400.00        | $1292335.02        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2025-08-07

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

**Title of Signing Officer:** Principal Financial Officer