# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-25-233276
**Filing Date:** 2025-10
**Character Count:** 515190
**Document Hash:** f2fd4e64b46574436a09a2e5e33363ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-233276.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001193125-25-233276

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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:** 251379470

**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):** 2025-09-30

**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:** 33 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $33966767235.26

- **Amortized Cost of Portfolio Securities:** $33960129041.48

- **Cash:** $851953087.78

- **Total Other Assets:** $71989943.59

- **Total Liabilities:** $247723767.39

- **Net Assets of Series:** $34636348305.46

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $22896126858.06           | $25483215331.36            | 64.1900%                  | 71.4500%                   |
| 2025-09-03 | $23049763310.43           | $25637089774.51            | 63.9000%                  | 71.0700%                   |
| 2025-09-04 | $23651494294.74           | $26101891323.74            | 64.7800%                  | 71.5000%                   |
| 2025-09-05 | $24056952356.66           | $26408109498.39            | 64.6700%                  | 70.9900%                   |
| 2025-09-08 | $24470721916.72           | $27110703360.48            | 64.2200%                  | 71.1400%                   |
| 2025-09-09 | $23715821809.67           | $26356081318.13            | 63.4900%                  | 70.5600%                   |
| 2025-09-10 | $23348095556.04           | $25988633129.23            | 63.1300%                  | 70.2600%                   |
| 2025-09-11 | $24075306810.75           | $27016122448.64            | 64.1000%                  | 71.9300%                   |
| 2025-09-12 | $23617453365.81           | $26899103197.83            | 63.0900%                  | 71.8500%                   |
| 2025-09-15 | $22953864177.39           | $26449337006.02            | 62.3200%                  | 71.8100%                   |
| 2025-09-16 | $22635620958.86           | $26131396572.35            | 61.9900%                  | 71.5600%                   |
| 2025-09-17 | $23457894729.98           | $26653973128.31            | 63.3400%                  | 71.9700%                   |
| 2025-09-18 | $23713740305.94           | $26495121489.09            | 63.6300%                  | 71.0900%                   |
| 2025-09-19 | $23917913698.60           | $26900203236.29            | 63.4700%                  | 71.3800%                   |
| 2025-09-22 | $23092474067.58           | $25947392198.79            | 62.9500%                  | 70.7300%                   |
| 2025-09-23 | $22847234196.99           | $25702440233.48            | 62.7000%                  | 70.5300%                   |
| 2025-09-24 | $22303267251.55           | $25158761193.26            | 62.1300%                  | 70.0800%                   |
| 2025-09-25 | $22646235071.85           | $25202016918.81            | 63.0100%                  | 70.1200%                   |
| 2025-09-26 | $21648620516.00           | $24622376017.61            | 61.5300%                  | 69.9800%                   |
| 2025-09-29 | $22380209822.03           | $25633706426.25            | 62.3100%                  | 71.3700%                   |
| 2025-09-30 | $21364023505.78           | $24617805381.50            | 61.2400%                  | 70.5700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 0.0000%             |
| 2025-09-03 | 0.0000%             |
| 2025-09-04 | 0.0000%             |
| 2025-09-05 | 0.0000%             |
| 2025-09-08 | 0.0000%             |
| 2025-09-09 | 0.0000%             |
| 2025-09-10 | 0.0000%             |
| 2025-09-11 | 0.0000%             |
| 2025-09-12 | 0.0000%             |
| 2025-09-15 | 0.0000%             |
| 2025-09-16 | 0.0000%             |
| 2025-09-17 | 0.0000%             |
| 2025-09-18 | 0.0000%             |
| 2025-09-19 | 0.0000%             |
| 2025-09-22 | 0.0000%             |
| 2025-09-23 | 0.0000%             |
| 2025-09-24 | 0.0000%             |
| 2025-09-25 | 0.0000%             |
| 2025-09-26 | 0.0000%             |
| 2025-09-29 | 0.0000%             |
| 2025-09-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 0.0000                      |
|  |  |
| 2025-09-03 | 0.0000                      |
|  |  |
| 2025-09-04 | 0.0000                      |
|  |  |
| 2025-09-05 | 0.0000                      |
|  |  |
| 2025-09-08 | 0.0000                      |
|  |  |
| 2025-09-09 | 0.0000                      |
|  |  |
| 2025-09-10 | 0.0000                      |
|  |  |
| 2025-09-11 | 0.0000                      |
|  |  |
| 2025-09-12 | 0.0000                      |
|  |  |
| 2025-09-15 | 0.0000                      |
|  |  |
| 2025-09-16 | 0.0000                      |
|  |  |
| 2025-09-17 | 0.0000                      |
|  |  |
| 2025-09-18 | 0.0000                      |
|  |  |
| 2025-09-19 | 0.0000                      |
|  |  |
| 2025-09-22 | 0.0000                      |
|  |  |
| 2025-09-23 | 0.0000                      |
|  |  |
| 2025-09-24 | 0.0000                      |
|  |  |
| 2025-09-25 | 0.0000                      |
|  |  |
| 2025-09-26 | 0.0000                      |
|  |  |
| 2025-09-29 | 0.0000                      |
|  |  |
| 2025-09-30 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $34636348305.46

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2980090.06

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.0000          |
|  |  |
| 2025-09-03 | 0.0000          |
|  |  |
| 2025-09-04 | 0.0000          |
|  |  |
| 2025-09-05 | 0.0000          |
|  |  |
| 2025-09-08 | 0.0000          |
|  |  |
| 2025-09-09 | 0.0000          |
|  |  |
| 2025-09-10 | 0.0000          |
|  |  |
| 2025-09-11 | 0.0000          |
|  |  |
| 2025-09-12 | 0.0000          |
|  |  |
| 2025-09-15 | 0.0000          |
|  |  |
| 2025-09-16 | 0.0000          |
|  |  |
| 2025-09-17 | 0.0000          |
|  |  |
| 2025-09-18 | 0.0000          |
|  |  |
| 2025-09-19 | 0.0000          |
|  |  |
| 2025-09-22 | 0.0000          |
|  |  |
| 2025-09-23 | 0.0000          |
|  |  |
| 2025-09-24 | 0.0000          |
|  |  |
| 2025-09-25 | 0.0000          |
|  |  |
| 2025-09-26 | 0.0000          |
|  |  |
| 2025-09-29 | 0.0000          |
|  |  |
| 2025-09-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $0.00                     | $0.00                   |
| 2025-09-03 | $0.00                     | $0.00                   |
| 2025-09-04 | $0.00                     | $0.00                   |
| 2025-09-05 | $0.00                     | $0.00                   |
| 2025-09-08 | $0.00                     | $0.00                   |
| 2025-09-09 | $0.00                     | $0.00                   |
| 2025-09-10 | $0.00                     | $0.00                   |
| 2025-09-11 | $0.00                     | $0.00                   |
| 2025-09-12 | $0.00                     | $0.00                   |
| 2025-09-15 | $0.00                     | $0.00                   |
| 2025-09-16 | $0.00                     | $0.00                   |
| 2025-09-17 | $0.00                     | $0.00                   |
| 2025-09-18 | $0.00                     | $0.00                   |
| 2025-09-19 | $0.00                     | $0.00                   |
| 2025-09-22 | $0.00                     | $0.00                   |
| 2025-09-23 | $0.00                     | $0.00                   |
| 2025-09-24 | $0.00                     | $0.00                   |
| 2025-09-25 | $0.00                     | $0.00                   |
| 2025-09-26 | $0.00                     | $0.00                   |
| 2025-09-29 | $0.00                     | $0.00                   |
| 2025-09-30 | $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   |
|:---|:---|
| 2025-09-02 | 0.0000%           |
| 2025-09-03 | 0.0000%           |
| 2025-09-04 | 0.0000%           |
| 2025-09-05 | 0.0000%           |
| 2025-09-08 | 0.0000%           |
| 2025-09-09 | 0.0000%           |
| 2025-09-10 | 0.0000%           |
| 2025-09-11 | 0.0000%           |
| 2025-09-12 | 0.0000%           |
| 2025-09-15 | 0.0000%           |
| 2025-09-16 | 0.0000%           |
| 2025-09-17 | 0.0000%           |
| 2025-09-18 | 0.0000%           |
| 2025-09-19 | 0.0000%           |
| 2025-09-22 | 0.0000%           |
| 2025-09-23 | 0.0000%           |
| 2025-09-24 | 0.0000%           |
| 2025-09-25 | 0.0000%           |
| 2025-09-26 | 0.0000%           |
| 2025-09-29 | 0.0000%           |
| 2025-09-30 | 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):** $38015465.26
- **C.18.a - Value (excl. sponsor support):** $38015465.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **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):** $24691577.25
- **C.18.a - Value (excl. sponsor support):** $24691577.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **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):** $19923207.40
- **C.18.a - Value (excl. sponsor support):** $19923207.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **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+; 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):** $32065835.26
- **C.18.a - Value (excl. sponsor support):** $32065835.26
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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):** $10029222.10
- **C.18.a - Value (excl. sponsor support):** $10029222.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **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 4.130000%
- **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):** $75021798.75
- **C.18.a - Value (excl. sponsor support):** $75021798.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **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):** $100033552.00
- **C.18.a - Value (excl. sponsor support):** $100033552.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **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):** $200145880.64
- **C.18.a - Value (excl. sponsor support):** $200145880.64
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B12Y2, C.4 - ISIN: US3130B12Y28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50016192.00
- **C.18.a - Value (excl. sponsor support):** $50016192.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **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):** $81022683.24
- **C.18.a - Value (excl. sponsor support):** $81022683.24
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** 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 4.130000%
- **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):** $130034665.80
- **C.18.a - Value (excl. sponsor support):** $130034665.80
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **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):** $75042124.50
- **C.18.a - Value (excl. sponsor support):** $75042124.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **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):** $63501205.87
- **C.18.a - Value (excl. sponsor support):** $63501205.87
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **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):** $6833253.74
- **C.18.a - Value (excl. sponsor support):** $6833253.74
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **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):** $100026418.00
- **C.18.a - Value (excl. sponsor support):** $100026418.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **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):** $100032309.00
- **C.18.a - Value (excl. sponsor support):** $100032309.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **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):** $147780355.72
- **C.18.a - Value (excl. sponsor support):** $147780355.72
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **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):** $150048481.50
- **C.18.a - Value (excl. sponsor support):** $150048481.50
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **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):** $164679234.24
- **C.18.a - Value (excl. sponsor support):** $164679234.24
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7MS0, C.4 - ISIN: US3130B7MS02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199989974.00
- **C.18.a - Value (excl. sponsor support):** $199989974.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **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 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7P99, C.4 - ISIN: US3130B7P990, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99994846.00
- **C.18.a - Value (excl. sponsor support):** $99994846.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **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 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: 313313ML9, C.4 - ISIN: US313313ML91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $224949624.75
- **C.18.a - Value (excl. sponsor support):** $224949624.75
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** 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: 313313MY1, C.4 - ISIN: US313313MY13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $159749244.80
- **C.18.a - Value (excl. sponsor support):** $159749244.80
- **C.19 - Percentage of Net Assets:** 0.4600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 24: 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):** $134863987.50
- **C.18.a - Value (excl. sponsor support):** $134863987.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **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? Yes, 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: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $263416934.20
- **C.18.a - Value (excl. sponsor support):** $263416934.20
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **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? 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: 313385NA0, C.4 - ISIN: US313385NA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59892533.40
- **C.18.a - Value (excl. sponsor support):** $59892533.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **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? 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: 313385NP7, C.4 - ISIN: US313385NP73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $210315011.71
- **C.18.a - Value (excl. sponsor support):** $210315011.71
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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? 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: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $700560393.16
- **C.18.a - Value (excl. sponsor support):** $700560393.16
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133256233.00
- **C.18.a - Value (excl. sponsor support):** $133256233.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **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? Yes, 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: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134482950.00
- **C.18.a - Value (excl. sponsor support):** $134482950.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **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? Yes, 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: 313385NY8, C.4 - ISIN: US313385NY80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79676577.60
- **C.18.a - Value (excl. sponsor support):** $79676577.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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.: 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 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: 313385PD2, C.4 - ISIN: US313385PD26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150219629.00
- **C.18.a - Value (excl. sponsor support):** $150219629.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, 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 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: 313385PN0, C.4 - ISIN: US313385PN08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $42156483.66
- **C.18.a - Value (excl. sponsor support):** $42156483.66
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **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? Yes, C.23 Categorized at Level 3? No

### Security 34: 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):** $79514866.40
- **C.18.a - Value (excl. sponsor support):** $79514866.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 35: 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: 313385QC3, C.4 - ISIN: US313385QC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99293250.00
- **C.18.a - Value (excl. sponsor support):** $99293250.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, 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 36: 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: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98151899.67
- **C.18.a - Value (excl. sponsor support):** $98151899.67
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** 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 37: 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: 313385RE8, C.4 - ISIN: US313385RE80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99014833.00
- **C.18.a - Value (excl. sponsor support):** $99014833.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $663325868.70
- **C.18.a - Value (excl. sponsor support):** $663325868.70
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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+; 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 39: 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: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39976391.30
- **C.18.a - Value (excl. sponsor support):** $39976391.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, 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 40: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397MS7, C.4 - ISIN: US313397MS77, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $63727876.71
- **C.18.a - Value (excl. sponsor support):** $63727876.71
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $17000244.97
- **C.18.a - Value (excl. sponsor support):** $17000244.97
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.090000%
- **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):** $155036944.25
- **C.18.a - Value (excl. sponsor support):** $155036944.25
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **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):** $125008255.00
- **C.18.a - Value (excl. sponsor support):** $125008255.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 44: 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):** $5792531.68
- **C.18.a - Value (excl. sponsor support):** $5792531.68
- **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 45: 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):** $29712482.46
- **C.18.a - Value (excl. sponsor support):** $29712482.46
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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 46: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $30007201.20
- **C.18.a - Value (excl. sponsor support):** $30007201.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 47: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.090000%
- **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):** $43504968.14
- **C.18.a - Value (excl. sponsor support):** $43504968.14
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 48: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $25007717.00
- **C.18.a - Value (excl. sponsor support):** $25007717.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 49: 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):** $47809588.72
- **C.18.a - Value (excl. sponsor support):** $47809588.72
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $72671380.74
- **C.18.a - Value (excl. sponsor support):** $72671380.74
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **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):** $44998776.00
- **C.18.a - Value (excl. sponsor support):** $44998776.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $109962727.60
- **C.18.a - Value (excl. sponsor support):** $109962727.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 53: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $32775895.00
- **C.18.a - Value (excl. sponsor support):** $32775895.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $147528994.08
- **C.18.a - Value (excl. sponsor support):** $147528994.08
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, 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 7.250000%
- **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):** $88932307.15
- **C.18.a - Value (excl. sponsor support):** $88932307.15
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $2331369.57
- **C.18.a - Value (excl. sponsor support):** $2331369.57
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $369976308.76
- **C.18.a - Value (excl. sponsor support):** $369976308.76
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $78799318.43
- **C.18.a - Value (excl. sponsor support):** $78799318.43
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **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):** $40006521.60
- **C.18.a - Value (excl. sponsor support):** $40006521.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** 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 4.130000%
- **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):** $4232350.57
- **C.18.a - Value (excl. sponsor support):** $4232350.57
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **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):** $27802551.49
- **C.18.a - Value (excl. sponsor support):** $27802551.49
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $15007567.80
- **C.18.a - Value (excl. sponsor support):** $15007567.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **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):** $24994735.25
- **C.18.a - Value (excl. sponsor support):** $24994735.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** 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 4.130000%
- **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):** $50017749.50
- **C.18.a - Value (excl. sponsor support):** $50017749.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $9285053.24
- **C.18.a - Value (excl. sponsor support):** $9285053.24
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $48283967.41
- **C.18.a - Value (excl. sponsor support):** $48283967.41
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $72007350.48
- **C.18.a - Value (excl. sponsor support):** $72007350.48
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **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):** $149645646.20
- **C.18.a - Value (excl. sponsor support):** $149645646.20
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 69: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $3149418.28
- **C.18.a - Value (excl. sponsor support):** $3149418.28
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $50014986.50
- **C.18.a - Value (excl. sponsor support):** $50014986.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $73432712.91
- **C.18.a - Value (excl. sponsor support):** $73432712.91
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $120041028.00
- **C.18.a - Value (excl. sponsor support):** $120041028.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $17794552.99
- **C.18.a - Value (excl. sponsor support):** $17794552.99
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $7804955.50
- **C.18.a - Value (excl. sponsor support):** $7804955.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $2501905.25
- **C.18.a - Value (excl. sponsor support):** $2501905.25
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.090000%
- **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):** $59692139.44
- **C.18.a - Value (excl. sponsor support):** $59692139.44
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88061207.52
- **C.18.a - Value (excl. sponsor support):** $88061207.52
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **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 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **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):** $6354631.44
- **C.18.a - Value (excl. sponsor support):** $6354631.44
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $7004503.03
- **C.18.a - Value (excl. sponsor support):** $7004503.03
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.090000%
- **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):** $69972380.10
- **C.18.a - Value (excl. sponsor support):** $69972380.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $49998777.00
- **C.18.a - Value (excl. sponsor support):** $49998777.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, 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 4.130000%
- **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):** $30008025.30
- **C.18.a - Value (excl. sponsor support):** $30008025.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $90032324.40
- **C.18.a - Value (excl. sponsor support):** $90032324.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 84: 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):** $35005211.50
- **C.18.a - Value (excl. sponsor support):** $35005211.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 85: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $70013731.90
- **C.18.a - Value (excl. sponsor support):** $70013731.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 86: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **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):** $149675933.19
- **C.18.a - Value (excl. sponsor support):** $149675933.19
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 87: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.090000%
- **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):** $24999472.00
- **C.18.a - Value (excl. sponsor support):** $24999472.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 88: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **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):** $100014201.00
- **C.18.a - Value (excl. sponsor support):** $100014201.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **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):** $199997802.00
- **C.18.a - Value (excl. sponsor support):** $199997802.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 90: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $79999900.80
- **C.18.a - Value (excl. sponsor support):** $79999900.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 91: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **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):** $74999331.75
- **C.18.a - Value (excl. sponsor support):** $74999331.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 92: 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):** $29999647.20
- **C.18.a - Value (excl. sponsor support):** $29999647.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 93: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $9999647.90
- **C.18.a - Value (excl. sponsor support):** $9999647.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **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 94: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSH1, C.4 - ISIN: US3133ETSH14, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164993510.55
- **C.18.a - Value (excl. sponsor support):** $164993510.55
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **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 95: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSZ1, C.4 - ISIN: US3133ETSZ12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999128.35
- **C.18.a - Value (excl. sponsor support):** $44999128.35
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **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 96: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64999935.00
- **C.18.a - Value (excl. sponsor support):** $64999935.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUH8, C.4 - ISIN: US3133ETUH85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55008346.80
- **C.18.a - Value (excl. sponsor support):** $55008346.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, 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 FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUJ4, C.4 - ISIN: US3133ETUJ42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130017859.40
- **C.18.a - Value (excl. sponsor support):** $130017859.40
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **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 99: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVR5, C.4 - ISIN: US3133ETVR58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154989509.60
- **C.18.a - Value (excl. sponsor support):** $154989509.60
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, 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 100: 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: 3133ETWH6, C.4 - ISIN: US3133ETWH67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999436.25
- **C.18.a - Value (excl. sponsor support):** $24999436.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 101: 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: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69997090.10
- **C.18.a - Value (excl. sponsor support):** $69997090.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 102: 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: 3133ETWL7, C.4 - ISIN: US3133ETWL79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74997502.50
- **C.18.a - Value (excl. sponsor support):** $74997502.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, 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 103: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXD4, C.4 - ISIN: US3133ETXD45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64997015.20
- **C.18.a - Value (excl. sponsor support):** $64997015.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **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 104: 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):** $57760136.50
- **C.18.a - Value (excl. sponsor support):** $57760136.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **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 105: 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):** $121798383.58
- **C.18.a - Value (excl. sponsor support):** $121798383.58
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.7000%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** 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 106: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.130000%
- **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):** $148317019.38
- **C.18.a - Value (excl. sponsor support):** $148317019.38
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, 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 HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.130000%
- **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):** $94340224.61
- **C.18.a - Value (excl. sponsor support):** $94340224.61
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 108: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.130000%
- **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):** $97452582.36
- **C.18.a - Value (excl. sponsor support):** $97452582.36
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 109: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.130000%
- **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):** $75077433.15
- **C.18.a - Value (excl. sponsor support):** $75077433.15
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 110: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.130000%
- **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):** $73039533.88
- **C.18.a - Value (excl. sponsor support):** $73039533.88
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 111: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $150007035.00
- **C.18.a - Value (excl. sponsor support):** $150007035.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **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 112: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $124998612.50
- **C.18.a - Value (excl. sponsor support):** $124998612.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **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 113: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.130000%
- **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):** $420001033.20
- **C.18.a - Value (excl. sponsor support):** $420001033.20
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 114: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589QC0, C.4 - ISIN: US313589QC04, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $198586500.00
- **C.18.a - Value (excl. sponsor support):** $198586500.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, 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 115: 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):** $21160055.38
- **C.18.a - Value (excl. sponsor support):** $21160055.38
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **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 116: 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):** $53420940.04
- **C.18.a - Value (excl. sponsor support):** $53420940.04
- **C.19 - Percentage of Net Assets:** 0.1500%
- **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 117: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.130000%
- **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):** $75037644.00
- **C.18.a - Value (excl. sponsor support):** $75037644.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 118: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.130000%
- **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):** $217231668.59
- **C.18.a - Value (excl. sponsor support):** $217231668.59
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 119: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.130000%
- **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):** $87521332.20
- **C.18.a - Value (excl. sponsor support):** $87521332.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 120: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.130000%
- **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):** $68950540.22
- **C.18.a - Value (excl. sponsor support):** $68950540.22
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 121: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.130000%
- **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):** $306934993.20
- **C.18.a - Value (excl. sponsor support):** $306934993.20
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 122: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.130000%
- **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):** $184444858.37
- **C.18.a - Value (excl. sponsor support):** $184444858.37
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch, 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 123: 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):** $593186312.08
- **C.18.a - Value (excl. sponsor support):** $593186312.08
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 124: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $282139608.24
- **C.18.a - Value (excl. sponsor support):** $282139608.24
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **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 125: 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):** $403938147.84
- **C.18.a - Value (excl. sponsor support):** $403938147.84
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 126: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299796636.00
- **C.18.a - Value (excl. sponsor support):** $299796636.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** 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 127: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199550666.00
- **C.18.a - Value (excl. sponsor support):** $199550666.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Fitch, 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 128: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199393310.00
- **C.18.a - Value (excl. sponsor support):** $199393310.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **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 129: 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):** $46510077.64
- **C.18.a - Value (excl. sponsor support):** $46510077.64
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 130: 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):** $532473550.15
- **C.18.a - Value (excl. sponsor support):** $532473550.15
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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 131: 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):** $298404000.00
- **C.18.a - Value (excl. sponsor support):** $298404000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 132: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298168959.00
- **C.18.a - Value (excl. sponsor support):** $298168959.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **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 133: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $279784432.03
- **C.18.a - Value (excl. sponsor support):** $279784432.03
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** 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 134: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $294953295.00
- **C.18.a - Value (excl. sponsor support):** $294953295.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, 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 135: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148343221.50
- **C.18.a - Value (excl. sponsor support):** $148343221.50
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, 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 136: 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):** $161645243.34
- **C.18.a - Value (excl. sponsor support):** $161645243.34
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 137: 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):** $53330915.93
- **C.18.a - Value (excl. sponsor support):** $53330915.93
- **C.19 - Percentage of Net Assets:** 0.1500%
- **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 138: 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):** $140323940.45
- **C.18.a - Value (excl. sponsor support):** $140323940.45
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 139: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98612500.00
- **C.18.a - Value (excl. sponsor support):** $98612500.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 140: 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):** $130981101.23
- **C.18.a - Value (excl. sponsor support):** $130981101.23
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 141: 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):** $375495701.37
- **C.18.a - Value (excl. sponsor support):** $375495701.37
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 142: 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):** $267184887.06
- **C.18.a - Value (excl. sponsor support):** $267184887.06
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 143: 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: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $145807694.95
- **C.18.a - Value (excl. sponsor support):** $145807694.95
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **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 144: 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):** $55034762.20
- **C.18.a - Value (excl. sponsor support):** $55034762.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 5.0000%
- **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 145: 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):** $83397617.60
- **C.18.a - Value (excl. sponsor support):** $83397617.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 146: 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):** $398156649.94
- **C.18.a - Value (excl. sponsor support):** $398156649.94
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 147: 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):** $181029277.38
- **C.18.a - Value (excl. sponsor support):** $181029277.38
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 148: 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):** $44140937.28
- **C.18.a - Value (excl. sponsor support):** $44140937.28
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 149: 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):** $77451172.26
- **C.18.a - Value (excl. sponsor support):** $77451172.26
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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 150: 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: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $318897045.29
- **C.18.a - Value (excl. sponsor support):** $318897045.29
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 151: 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):** $358210084.16
- **C.18.a - Value (excl. sponsor support):** $358210084.16
- **C.19 - Percentage of Net Assets:** 1.0300%
- **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 152: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299536827.41
- **C.18.a - Value (excl. sponsor support):** $299536827.41
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **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 153: 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:** 0.2900%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2043-07-01      | 6.7120%  | 0.0000% | $9938304.00        | $10394212.65       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2037-02-01      | 3.0000%  | 0.0000% | $3200000.00        | $657165.36         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2038-02-01      | 3.0000%  | 0.0000% | $225000.00         | $30742.70          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2043-06-01      | 4.0000%  | 0.0000% | $300000.00         | $50605.20          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2043-10-01      | 4.5000%  | 0.0000% | $109910.00         | $20341.67          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2044-04-01      | 4.0000%  | 0.0000% | $212114.00         | $26801.77          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2038-08-01      | 4.0000%  | 0.0000% | $305000.00         | $38377.46          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2046-05-01      | 4.5000%  | 0.0000% | $71238.00          | $8072.03           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2034-06-01      | 2.5000%  | 0.0000% | $237153.00         | $23842.18          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-07-01      | 5.5000%  | 0.0000% | $1875000.00        | $1634937.02        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2037-01-01      | 1.5000%  | 0.0000% | $33918592.00       | $20708872.26       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2047-06-01      | 4.0000%  | 0.0000% | $100015744.00      | $17121704.89       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2043-09-01      | 3.5000%  | 0.0000% | $200220.00         | $40808.44          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-12-01      | 2.0000%  | 0.0000% | $20375520.00       | $12242475.98       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-07-01      | 7.5000%  | 0.0000% | $2235651.00        | $2366689.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-07-01      | 6.5000%  | 0.0000% | $3354116.00        | $3125238.85        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-07-01      | 3.5000%  | 0.0000% | $913118.00         | $655735.96         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-06-01      | 3.5000%  | 0.0000% | $1113960.00        | $902373.58         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-05-01      | 5.5000%  | 0.0000% | $430000.00         | $292939.88         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-03-01      | 4.0000%  | 0.0000% | $692620.00         | $108697.44         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2042-12-01      | 4.0000%  | 0.0000% | $490000.00         | $410292.02         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2038-07-01      | 4.0000%  | 0.0000% | $230071.00         | $25667.52          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2042-07-01      | 2.5000%  | 0.0000% | $100000.00         | $70357.10          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-03-01      | 5.5000%  | 0.0000% | $341263.00         | $266608.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $1045882.00        | $696537.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-15      | 3.0000%  | 0.0000% | $497293.00         | $65969.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.2000%  | 0.0000% | $3000000.00        | $3084632.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 5.6500%  | 0.0000% | $1322822.00        | $1396425.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $7358208.00        | $7660293.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1214302.00        | $1234669.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3904672.00        | $4075533.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1337062.00        | $1409898.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1175858.00        | $1229042.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1119974.00        | $1175463.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $8471472.00        | $8747975.20        | Agency Mortgage-Backed Securities |

### Security 154: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.340000%
- **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: LMRP10254745
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** 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    | 2055-05-01      | 6.0000%  | 0.0000% | $1210277.00        | $1253758.51        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $1661308.00        | $1727750.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 5.0000%  | 0.0000% | $662384.00         | $78814.13          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 2.5000%  | 0.0000% | $12000000.00       | $4309588.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.0000%  | 0.0000% | $1600000.00        | $840430.83         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $10000000.00       | $7319248.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $345843.00         | $272252.13         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $47000.00          | $34089.88          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 3.0000%  | 0.0000% | $40037.00          | $31679.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $9786230.00        | $7599101.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $15754221.00       | $10914881.24       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.0000%  | 0.0000% | $18556147.00       | $16444287.15       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 2.0000%  | 0.0000% | $115853.00         | $65021.77          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 3.0000%  | 0.0000% | $101000.00         | $59741.02          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.0000%  | 0.0000% | $1500000.00        | $531275.71         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.0000%  | 0.0000% | $29072.00          | $16615.94          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-01-01      | 7.0000%  | 0.0000% | $1040621.00        | $144335.21         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-09-01      | 4.0000%  | 0.0000% | $223915.00         | $132724.03         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.0000%  | 0.0000% | $1286378.00        | $753170.66         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.5000%  | 0.0000% | $5000000.00        | $3401464.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.5000%  | 0.0000% | $51000.00          | $36208.97          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-08-01      | 2.5000%  | 0.0000% | $800000.00         | $621609.19         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $310000.00         | $291084.19         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-12-01      | 3.0000%  | 0.0000% | $8861229.00        | $140877.37         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 4.0000%  | 0.0000% | $5135000.00        | $687616.27         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.0000%  | 0.0000% | $21000.00          | $1790.62           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-09-01      | 2.5000%  | 0.0000% | $264999.00         | $41142.85          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $143276216.00      | $110211095.31      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-10-01      | 3.5000%  | 0.0000% | $1133000.00        | $46535.35          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-09-01      | 3.5000%  | 0.0000% | $3261969.00        | $582687.04         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-10-01      | 3.5000%  | 0.0000% | $25000.00          | $1091.85           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 5.0000%  | 0.0000% | $5695821.00        | $136818.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-06-01      | 3.5000%  | 0.0000% | $45000.00          | $562.80            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 5.0000%  | 0.0000% | $16783367.00       | $227538.82         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.5000%  | 0.0000% | $170000.00         | $123713.68         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.0000%  | 0.0000% | $2515763.00        | $2531508.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.0000%  | 0.0000% | $1668788.00        | $1663680.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.0000%  | 0.0000% | $23558446.00       | $23452547.55       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 6.0000%  | 0.0000% | $2927396.00        | $3034849.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 4.5000%  | 0.0000% | $1177435.00        | $1122285.72        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $2983946.00        | $3114523.10        | Agency Mortgage-Backed Securities |

### Security 155: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.210000%
- **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: LMRP10285075
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2029-05-31      | 4.5000%  | 0.0000% | $35500.00          | $37042.05          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $341400.00         | $348846.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $201.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $25100.00          | $24931.93          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.36            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $688400.00         | $726246.35         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $103.74            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-26      | 0.0000%  | 0.0000% | $800.00            | $792.63            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-06      | 0.0000%  | 0.0000% | $800.00            | $796.79            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-13      | 0.0000%  | 0.0000% | $701500.00         | $693756.14         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 1.7500%  | 0.0000% | $2312700.00        | $3636703.62        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $143.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $37550000.00       | $26636956.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $84500.00          | $69064.41          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $101.15            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $3565500.00        | $1939652.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $31035500.00       | $17841959.80       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $137.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $252600.00         | $149040.32         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $15011600.00       | $9375352.17        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $21800.00          | $19033.68          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $19333900.00       | $17998149.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $35848600.00       | $36340245.62       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $490900.00         | $644163.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $1151200.00        | $1132369.25        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $1669100.00        | $2241379.15        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $57958100.00       | $76950075.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $1200.00           | $1044.99           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $187.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 0.7500%  | 0.0000% | $176500.00         | $173942.55         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $467800.00         | $407629.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $437000.00         | $411477.02         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $252900.00         | $266589.87         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $2330700.00        | $2600378.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $240800.00         | $261718.46         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $105.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $3375300.00        | $3435199.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $300.00            | $307.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $324600.00         | $325612.80         | U.S. Treasuries (including strips) |

### Security 156: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.100000%
- **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: LMRP10293095
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac              | 2026-10-16      | 4.3000%  | 0.0000% | $32000.00          | $32323.60          | Agency Debentures and Agency Strips |
| FANNIEMAE STRIPS         | 2026-01-15      | 0.0000%  | 0.0000% | $6000.00           | $5928.25           | Agency Debentures and Agency Strips |
| FANNIEMAE STRIPS         | 2030-05-15      | 0.0000%  | 0.0000% | $978000.00         | $811026.06         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2031-03-17      | 0.0000%  | 0.0000% | $432000.00         | $346187.52         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2032-07-19      | 3.0500%  | 0.0000% | $20000.00          | $18934.33          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2030-10-24      | 3.0500%  | 0.0000% | $100000.00         | $97960.67          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-09-15      | 4.3750%  | 0.0000% | $300000.00         | $304221.88         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2026-01-29      | 5.0000%  | 0.0000% | $57000.00          | $57663.04          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2031-05-02      | 4.7500%  | 0.0000% | $29500000.00       | $31371709.44       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-09-20      | 3.5000%  | 0.0000% | $20000.00          | $19936.24          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2026-12-29      | 3.6250%  | 0.0000% | $19282000.00       | $19252222.70       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2037-08-27      | 4.7500%  | 0.0000% | $9215000.00        | $9424034.60        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-08-27      | 3.6250%  | 0.0000% | $23239000.00       | $23267186.97       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2034-03-15      | 4.9500%  | 0.0000% | $85735000.00       | $85584320.74       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2039-08-08      | 3.3300%  | 0.0000% | $5000.00           | $4280.95           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2033-11-28      | 3.0700%  | 0.0000% | $31000.00          | $28692.67          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2036-07-07      | 2.6000%  | 0.0000% | $100000.00         | $84006.44          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-08-02      | 2.5900%  | 0.0000% | $15000.00          | $14764.69          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2037-08-17      | 3.2000%  | 0.0000% | $5500000.00        | $4842283.72        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2025-12-10      | 3.2200%  | 0.0000% | $13000.00          | $13106.33          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2030-05-01      | 2.9000%  | 0.0000% | $5000.00           | $4859.86           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-01-27      | 0.6000%  | 0.0000% | $500000.00         | $479875.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-12-22      | 3.7500%  | 0.0000% | $50000.00          | $50528.92          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-09-15      | 3.3750%  | 0.0000% | $40000.00          | $39797.45          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2028-08-15      | 3.8750%  | 0.0000% | $300000.00         | $302894.32         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2025-12-11      | 0.0000%  | 0.0000% | $148000.00         | $146821.62         | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2031-03-15      | 6.7500%  | 0.0000% | $2827000.00        | $3234996.88        | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2031-03-15      | 0.0000%  | 0.0000% | $10059000.00       | $8095211.61        | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2032-07-15      | 6.2500%  | 0.0000% | $2231000.00        | $2559487.61        | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2026-01-15      | 0.0000%  | 0.0000% | $1682000.00        | $1661884.96        | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2037-12-28      | 2.7000%  | 0.0000% | $4940000.00        | $4036320.86        | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2026-10-28      | 0.8000%  | 0.0000% | $470000.00         | $457065.50         | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2030-02-19      | 4.8000%  | 0.0000% | $10000.00          | $10123.80          | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2029-12-18      | 4.7500%  | 0.0000% | $48771000.00       | $49625874.34       | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2029-03-20      | 4.4000%  | 0.0000% | $1228000.00        | $1231263.07        | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2029-05-22      | 4.0000%  | 0.0000% | $4000000.00        | $4011249.78        | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2028-09-01      | 3.8500%  | 0.0000% | $3900000.00        | $3899817.35        | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2030-09-03      | 4.0500%  | 0.0000% | $5800000.00        | $5770173.50        | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2027-09-24      | 3.8500%  | 0.0000% | $7500000.00        | $7495400.42        | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2030-05-23      | 4.5000%  | 0.0000% | $32208000.00       | $32872515.46       | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2030-11-15      | 6.6250%  | 0.0000% | $3839000.00        | $4433180.27        | Agency Mortgage-Backed Securities   |

### Security 157: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.150000%
- **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: LMRP10301235
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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   | 2052-07-01      | 3.0000%  | 0.0000% | $33100596.00       | $25614477.80       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 7.0000%  | 0.0000% | $27547012.00       | $21152763.20       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $28390943.00       | $24764197.53       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $25255564.00       | $21308466.70       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $26510332.00       | $25573593.74       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 4.0000%  | 0.0000% | $100136534.00      | $18849959.53       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $20642505.00       | $20522352.70       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $12568585.00       | $13010877.69       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.5000%  | 0.0000% | $79016442.00       | $22241287.05       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $33884694.00       | $23292120.43       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 4.0000%  | 0.0000% | $100054389.00      | $24304276.11       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-03-01      | 4.5000%  | 0.0000% | $92000000.00       | $19263510.51       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 4.5000%  | 0.0000% | $24572379.00       | $20386151.83       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $23428131.00       | $18873380.90       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.0000%  | 0.0000% | $26912127.00       | $23992530.03       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 6.5000%  | 0.0000% | $27582408.00       | $25326198.45       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $18103958.00       | $16011717.27       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $25260177.00       | $24624591.63       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.0000%  | 0.0000% | $20954929.00       | $18887547.15       | Agency Mortgage-Backed Securities |

### Security 158: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.170000%
- **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: LMRP10310835
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** 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    | 2041-06-01      | 4.5000%  | 0.0000% | $1698200.00        | $50305.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 3.5000%  | 0.0000% | $123000.00         | $21364.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-09-01      | 3.5000%  | 0.0000% | $1299056.00        | $365637.74         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-12-01      | 3.5000%  | 0.0000% | $300000.00         | $57961.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.5000%  | 0.0000% | $1534975.00        | $1424432.15        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $400000.00         | $394017.85         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 5.0000%  | 0.0000% | $1028197.00        | $688084.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 6.0000%  | 0.0000% | $1016300.00        | $905091.27         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $2385301.00        | $2306420.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $1990015.00        | $2061680.53        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $2784931.00        | $2876943.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $3219650.00        | $3316647.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $6239711.00        | $6470163.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 6.5000%  | 0.0000% | $1053086.00        | $1083698.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 6.0000%  | 0.0000% | $1122625.00        | $1153315.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-02-01      | 6.0000%  | 0.0000% | $1666020.00        | $1330048.74        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $501410.00         | $355342.64         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $32579899.00       | $22276740.10       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $186882.00         | $157083.10         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $8144354.00        | $6043935.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $7702581.00        | $6209892.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.5000%  | 0.0000% | $2924546.00        | $2710099.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $32038612.00       | $26019739.95       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $300000.00         | $223656.65         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 4.5000%  | 0.0000% | $2582989.00        | $1960990.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 3.5000%  | 0.0000% | $450000.00         | $149954.17         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $100000.00         | $54287.88          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 2.5000%  | 0.0000% | $4393473.00        | $3004176.34        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $4654960.00        | $4804315.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 2.5000%  | 0.0000% | $25500000.00       | $21460597.08       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-10-01      | 4.5000%  | 0.0000% | $1183000.00        | $387089.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-04-01      | 5.5000%  | 0.0000% | $75444.00          | $3015.10           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $335500.00         | $234767.03         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.0000%  | 0.0000% | $2877622.00        | $1684839.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-02-01      | 6.0000%  | 0.0000% | $15691973.00       | $11722755.88       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $2085000.00        | $1908564.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 5.5000%  | 0.0000% | $12901614.00       | $11115052.55       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.5000%  | 0.0000% | $13111559.00       | $13443075.60       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 7.0000%  | 0.0000% | $31251883.00       | $29543890.90       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-03-01      | 6.0000%  | 0.0000% | $2764436.00        | $2720850.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 7.5000%  | 0.0000% | $510289.00         | $371713.30         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 5.0000%  | 0.0000% | $5580249.00        | $53850.79          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 4.0000%  | 0.0000% | $9300000.00        | $1245941.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-05-01      | 4.5000%  | 0.0000% | $1050000.00        | $32203.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-07-01      | 2.5000%  | 0.0000% | $1465000.00        | $99685.81          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $14793458.00       | $9394788.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 4.0000%  | 0.0000% | $63000.00          | $5382.28           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-10-01      | 6.0000%  | 0.0000% | $200889.00         | $87616.26          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-06-01      | 5.5000%  | 0.0000% | $464991.00         | $8291.52           | Agency Mortgage-Backed Securities |

### Security 159: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.210000%
- **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: LMRP10313665
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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   | 2055-01-01      | 5.0000%  | 0.0000% | $600000.00         | $584132.41         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $58000.00          | $53263.14          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 7.0000%  | 0.0000% | $11864332.00       | $10931545.01       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-07-01      | 3.5000%  | 0.0000% | $5000.00           | $1006.87           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-11-01      | 1.5000%  | 0.0000% | $135000.00         | $74081.13          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 3.0000%  | 0.0000% | $16000.00          | $7286.19           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 3.0000%  | 0.0000% | $500000.00         | $284461.60         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 4.0000%  | 0.0000% | $162208676.00      | $122621066.74      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.5000%  | 0.0000% | $26000.00          | $19172.51          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $6000.00           | $4651.65           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 6.0000%  | 0.0000% | $517429.00         | $461947.62         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 5.5000%  | 0.0000% | $2087432.00        | $1770919.99        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $1800000.00        | $1568215.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-02-01      | 3.0000%  | 0.0000% | $803292.00         | $393215.11         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-06-01      | 3.5000%  | 0.0000% | $1470822.00        | $272156.62         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-04-01      | 2.5000%  | 0.0000% | $46905933.00       | $27756410.91       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $1851473.00        | $1287254.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 3.0000%  | 0.0000% | $724613.00         | $539748.46         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 3.0000%  | 0.0000% | $30000.00          | $20672.36          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.5000%  | 0.0000% | $314075.00         | $244268.55         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.5000%  | 0.0000% | $130270.00         | $91254.28          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.5000%  | 0.0000% | $9000000.00        | $6536601.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $278687.00         | $219627.61         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $7961312.00        | $6177701.19        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.0000%  | 0.0000% | $7401579.00        | $5645695.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.0000%  | 0.0000% | $1969543.00        | $1518769.84        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 6.0000%  | 0.0000% | $107930.00         | $74676.70          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.0000%  | 0.0000% | $4125456.00        | $3583302.73        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.0000%  | 0.0000% | $3212698.00        | $2698736.96        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $1086419.00        | $950578.50         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 6.0000%  | 0.0000% | $12486500.00       | $12746687.06       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 7.0000%  | 0.0000% | $1005232.00        | $1057319.72        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-07-01      | 3.0000%  | 0.0000% | $2370212.00        | $784111.32         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-08-01      | 4.0000%  | 0.0000% | $10000.00          | $1740.07           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 2.5000%  | 0.0000% | $1600000.00        | $1006749.17        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.5000%  | 0.0000% | $3831000.00        | $2263373.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.5000%  | 0.0000% | $2555000.00        | $1850109.30        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.0000%  | 0.0000% | $3300847.00        | $2386502.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.5000%  | 0.0000% | $100000.00         | $62397.19          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $60469.07          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.0000%  | 0.0000% | $1975000.00        | $1349983.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $20890452.00       | $16911158.26       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $35000.00          | $29522.97          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 2.5000%  | 0.0000% | $834055.00         | $672467.12         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-02-01      | 1.5000%  | 0.0000% | $700000.00         | $339138.95         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 5.5000%  | 0.0000% | $4503254.00        | $4070318.45        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.0000%  | 0.0000% | $2874871.00        | $2813950.58        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.5000%  | 0.0000% | $1569773.00        | $1555282.95        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-10-01      | 3.5000%  | 0.0000% | $3017.00           | $1759.44           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-04-01      | 6.5000%  | 0.0000% | $1058726.00        | $590077.48         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 5.0000%  | 0.0000% | $2793205.00        | $2618371.79        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-11-01      | 5.0000%  | 0.0000% | $1378053.00        | $1093661.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-10-01      | 6.0000%  | 0.0000% | $1521919.00        | $1503517.46        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-12-01      | 4.5000%  | 0.0000% | $1032674.00        | $969881.22         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 5.0000%  | 0.0000% | $1025353.00        | $962178.75         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 6.0000%  | 0.0000% | $1434104.00        | $1463293.12        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-09-01      | 5.0000%  | 0.0000% | $1909210.00        | $1946555.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.5000%  | 0.0000% | $1433290.00        | $1242479.92        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1159000.00        | $788683.81         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $12796942.00       | $12591501.67       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $9628663.00        | $9839767.30        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.5000%  | 0.0000% | $3568790.00        | $3613274.79        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $3104546.00        | $3275050.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.0000%  | 0.0000% | $1158992.00        | $1154129.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $1048661.00        | $1081813.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $1329180.00        | $1387375.80        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.5000%  | 0.0000% | $1931948.00        | $2039172.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1827110.00        | $1893944.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1293387.00        | $1348934.52        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1412434.00        | $1462478.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1339818.00        | $1385602.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $2151653.00        | $2249411.92        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-09-01      | 6.0000%  | 0.0000% | $1021953.00        | $1052133.66        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1445731.00        | $1489781.46        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1682594.00        | $1739430.90        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1095850.00        | $1141718.26        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 4.5000%  | 0.0000% | $1131423.00        | $1105117.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $77340097.00       | $75770426.92       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $179715960.00      | $186797327.92      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $138440585.00      | $141411735.31      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $11448811.00       | $11536997.36       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.5000%  | 0.0000% | $46038514.00       | $48246710.40       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.5000%  | 0.0000% | $20850000.00       | $18935867.66       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-02-01      | 6.5000%  | 0.0000% | $1497530.00        | $60447.99          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-02-01      | 4.5000%  | 0.0000% | $204075.00         | $5933.69           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-11-01      | 3.5000%  | 0.0000% | $400000.00         | $56169.65          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-09-01      | 4.0000%  | 0.0000% | $19632580.00       | $6656503.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-11-01      | 4.0000%  | 0.0000% | $405000.00         | $16005.80          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 4.5000%  | 0.0000% | $107000.00         | $9356.86           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-01-01      | 3.5000%  | 0.0000% | $500000.00         | $22698.58          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-08-01      | 3.5000%  | 0.0000% | $16000.00          | $2968.10           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-06-01      | 5.5000%  | 0.0000% | $75175.00          | $7780.46           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-03-01      | 4.0000%  | 0.0000% | $7375000.00        | $1760033.39        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-03-01      | 5.0000%  | 0.0000% | $1427000.00        | $284881.71         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-12-01      | 1.5000%  | 0.0000% | $300000.00         | $137535.01         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 5.0000%  | 0.0000% | $350000.00         | $332619.52         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 3.0000%  | 0.0000% | $71197000.00       | $24372292.30       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 5.0000%  | 0.0000% | $1976921.00        | $218777.29         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-12-01      | 3.5000%  | 0.0000% | $1670000.00        | $477207.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-01-01      | 4.0000%  | 0.0000% | $131021.00         | $56287.80          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $530700.00         | $388632.51         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $760000.00         | $549833.65         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 1.5000%  | 0.0000% | $30613.00          | $21209.80          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $5108000.00        | $4449147.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 6.0000%  | 0.0000% | $27104649.00       | $26094169.60       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.5000%  | 0.0000% | $44896.00          | $38507.62          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $510000.00         | $485088.13         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 3.5000%  | 0.0000% | $457385.00         | $395992.08         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-03-01      | 3.5000%  | 0.0000% | $8976003.00        | $7809530.51        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 3.0000%  | 0.0000% | $747697.00         | $206519.98         | Agency Mortgage-Backed Securities |

### Security 160: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.220000%
- **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: LMRP10313675
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 2.8900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** 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                               | 2055-09-01      | 4.5000%  | 0.0000% | $5838700.00        | $5692825.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-02-01      | 6.0000%  | 0.0000% | $2789900.00        | $2140423.33        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-02-01      | 5.5000%  | 0.0000% | $5000000.00        | $3774048.89        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-05-01      | 5.5000%  | 0.0000% | $1080600.00        | $1065736.02        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-03-01      | 6.0000%  | 0.0000% | $3199682.00        | $3118314.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-06-01      | 5.0000%  | 0.0000% | $1644400.00        | $1596734.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-01-01      | 5.0000%  | 0.0000% | $2442900.00        | $2405366.45        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-01-01      | 6.5000%  | 0.0000% | $16916700.00       | $13061296.43       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-10-01      | 5.0000%  | 0.0000% | $20500.00          | $20387.52          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-01-01      | 6.0000%  | 0.0000% | $15203571.00       | $14929775.15       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-10-01      | 6.0000%  | 0.0000% | $41000.00          | $39577.52          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-10-01      | 6.0000%  | 0.0000% | $1655200.00        | $1646304.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $19985200.00       | $19610789.71       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-07-01      | 5.0000%  | 0.0000% | $1249900.00        | $1251666.98        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2040-09-01      | 3.5000%  | 0.0000% | $3939463.00        | $3818152.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-09-01      | 5.0000%  | 0.0000% | $24337600.00       | $24398146.55       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2046-11-01      | 3.0000%  | 0.0000% | $998900.00         | $267302.76         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-11-01      | 5.0000%  | 0.0000% | $33609824.00       | $32973583.27       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-01-01      | 5.5000%  | 0.0000% | $1235900.00        | $1267951.32        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 5.0000%  | 0.0000% | $55620926.00       | $54652501.54       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $31031000.00       | $30556387.17       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-03-01      | 6.0000%  | 0.0000% | $1225999.00        | $941819.94         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-01-01      | 5.0000%  | 0.0000% | $2037724.00        | $1935485.19        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2045-01-01      | 5.5000%  | 0.0000% | $1032000.00        | $890154.41         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $145800.00         | $141682.07         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2045-04-01      | 4.5000%  | 0.0000% | $3063500.00        | $3001398.50        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2040-06-01      | 4.5000%  | 0.0000% | $1656609.00        | $1608756.09        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $9640358.00        | $9608705.23        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $2946000.00        | $2953751.11        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2040-08-01      | 3.5000%  | 0.0000% | $398519.00         | $383483.86         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2040-09-01      | 4.0000%  | 0.0000% | $1342000.00        | $1323625.63        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $7683001.00        | $7484401.21        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-11-01      | 4.5000%  | 0.0000% | $1933660.00        | $1872570.62        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-12-01      | 6.0000%  | 0.0000% | $3083700.00        | $2974840.09        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-12-01      | 5.5000%  | 0.0000% | $380590.00         | $372588.51         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-12-01      | 6.0000%  | 0.0000% | $66200.00          | $64977.16          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $4437000.00        | $4330037.06        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-03-01      | 5.0000%  | 0.0000% | $12473561.00       | $12368125.82       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $10203000.00       | $10062527.34       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $5551700.00        | $5453992.15        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $11034435.00       | $10760047.92       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $1020982.00        | $1052583.80        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-06-01      | 5.0000%  | 0.0000% | $1241400.00        | $1242511.63        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-06-01      | 5.0000%  | 0.0000% | $8798025.00        | $8625567.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-06-01      | 6.5000%  | 0.0000% | $3788800.00        | $3594318.99        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-07-01      | 5.5000%  | 0.0000% | $31460013.00       | $31530281.06       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-10-01      | 6.0000%  | 0.0000% | $10585360.00       | $10892878.82       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-01-01      | 5.5000%  | 0.0000% | $10562762.00       | $10337635.94       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-03-01      | 5.5000%  | 0.0000% | $260300.00         | $256260.59         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-03-01      | 5.5000%  | 0.0000% | $530795.00         | $521139.37         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $73800.00          | $73067.92          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-02-01      | 5.5000%  | 0.0000% | $5959929.00        | $5866889.69        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-12-01      | 5.0000%  | 0.0000% | $22068190.00       | $21325062.76       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $34722748.00       | $34421396.41       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-09-01      | 6.0000%  | 0.0000% | $23204080.00       | $22538849.14       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-10-01      | 5.0000%  | 0.0000% | $3306300.00        | $3297944.74        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $54791950.00       | $54320469.78       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-09-01      | 6.0000%  | 0.0000% | $70236500.00       | $72279141.28       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-09-01      | 6.5000%  | 0.0000% | $85376.00          | $87136.90          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-09-01      | 5.0000%  | 0.0000% | $12739000.00       | $12698690.98       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2040-06-01      | 4.5000%  | 0.0000% | $1518237.00        | $1461451.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 2.5000%  | 0.0000% | $2412400.00        | $671638.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $11080000.00       | $3502495.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-15      | 4.0000%  | 0.0000% | $967600.00         | $722595.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $40000000.00       | $25629879.97       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $74500.00          | $73238.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $945700.00         | $930661.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $183200.00         | $179907.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $22187400.00       | $21959228.19       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $230000.00         | $223303.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $10050500.00       | $10010003.71       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2032-07-01      | 6.5000%  | 0.0000% | $3644680.00        | $138038.07         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2030-01-01      | 5.0000%  | 0.0000% | $465191.00         | $16003.42          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-09-01      | 4.0000%  | 0.0000% | $62100.00          | $47476.31          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $43400.00          | $33806.34          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-01-01      | 5.5000%  | 0.0000% | $20673400.00       | $20056085.24       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-04-01      | 5.0000%  | 0.0000% | $25000000.00       | $24063477.87       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $486.73            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-08-01      | 6.0000%  | 0.0000% | $48400.00          | $47675.45          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-10-01      | 6.0000%  | 0.0000% | $93500.00          | $96408.32          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-10-01      | 6.0000%  | 0.0000% | $1025651.00        | $886104.83         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-11-01      | 6.0000%  | 0.0000% | $1095779.00        | $1072514.82        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2045-05-01      | 5.0000%  | 0.0000% | $570903.00         | $564160.40         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2045-06-01      | 4.5000%  | 0.0000% | $1576831.00        | $1556690.31        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-02-01      | 6.0000%  | 0.0000% | $12183402.00       | $10562041.20       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-03-01      | 4.5000%  | 0.0000% | $1138722.00        | $1089179.11        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-05-01      | 5.5000%  | 0.0000% | $262000.00         | $255358.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2026-10-01      | 2.4700%  | 0.0000% | $134180.00         | $132175.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-02-01      | 6.5000%  | 0.0000% | $1150400.00        | $1179034.82        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-02-01      | 5.5000%  | 0.0000% | $267000.00         | $268289.44         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-07-01      | 5.5000%  | 0.0000% | $988300.00         | $954830.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $2659900.00        | $2519825.82        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $2001365.00        | $1939482.23        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $981300.00         | $965204.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $9399900.00        | $9433626.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-07-01      | 5.5000%  | 0.0000% | $9818315.00        | $9471446.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-09-01      | 6.0000%  | 0.0000% | $2993897.00        | $2900574.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-10-01      | 6.0000%  | 0.0000% | $2331700.00        | $2390998.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-01-01      | 6.0000%  | 0.0000% | $3759300.00        | $3669156.17        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-03-01      | 6.5000%  | 0.0000% | $2078700.00        | $1962530.80        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $15028246.00       | $14714976.18       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $10938500.00       | $10765157.95       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $18201111.00       | $17500306.62       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $16858984.00       | $16303399.91       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-03-01      | 5.5000%  | 0.0000% | $2872800.00        | $2863968.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 5.0000%  | 0.0000% | $2282700.00        | $2204561.98        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-03-01      | 6.0000%  | 0.0000% | $1677500.00        | $1723826.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $3415800.00        | $3498310.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-08-01      | 5.0000%  | 0.0000% | $1619291.00        | $1613327.65        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-09-01      | 5.0000%  | 0.0000% | $3567362.00        | $3553001.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $893400.00         | $891415.65         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-07-01      | 5.0000%  | 0.0000% | $1676600.00        | $1670901.97        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $8923600.00        | $8865943.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $547200.00         | $561612.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $12946496.00       | $13065239.57       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-08-01      | 5.0000%  | 0.0000% | $2164800.00        | $2155549.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-09-01      | 6.0000%  | 0.0000% | $13508192.00       | $13886524.09       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $5500900.00        | $5655821.14        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-09-01      | 5.0000%  | 0.0000% | $1604501.00        | $1609795.50        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-09-01      | 5.0000%  | 0.0000% | $2198230.00        | $2196142.04        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-09-01      | 5.0000%  | 0.0000% | $1543020.00        | $1544533.05        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-10-01      | 5.0000%  | 0.0000% | $2685330.00        | $2687918.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2059-01-01      | 3.5000%  | 0.0000% | $1095100.00        | $457972.03         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.0000%  | 0.0000% | $13299021.00       | $13142626.47       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $120673400.00      | $119851466.68      | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2040-05-15      | 4.3750%  | 0.0000% | $1704700.00        | $1716111.69        | U.S. Treasuries (including strips) |

### Security 161: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.210000%
- **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: LMRP10313685
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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   | 2050-09-01      | 2.0000%  | 0.0000% | $504000.00         | $243965.48         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-10-01      | 2.5000%  | 0.0000% | $682633.00         | $292851.04         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 5.5000%  | 0.0000% | $14122176.00       | $13040531.50       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.0000%  | 0.0000% | $2947500.00        | $1086942.55        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.0000%  | 0.0000% | $400000.00         | $138018.08         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 5.5000%  | 0.0000% | $598000.00         | $527822.53         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.0000%  | 0.0000% | $7053096.00        | $3715765.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 3.0000%  | 0.0000% | $363000.00         | $239355.13         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 3.0000%  | 0.0000% | $11000.00          | $8170.25           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.5000%  | 0.0000% | $87000.00          | $63403.84          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $1429764.00        | $1128131.69        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 6.0000%  | 0.0000% | $25000.00          | $19248.65          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 5.5000%  | 0.0000% | $4305660.00        | $3721847.15        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 6.0000%  | 0.0000% | $4411504.00        | $3324046.73        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 6.0000%  | 0.0000% | $1567922.00        | $1238434.05        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $1146000.00        | $1053759.18        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 4.0000%  | 0.0000% | $118000.00         | $67055.68          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.5000%  | 0.0000% | $18710000.00       | $12430056.56       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 6.0000%  | 0.0000% | $10774140.00       | $8319861.41        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.5000%  | 0.0000% | $1525000.00        | $839995.45         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 2.5000%  | 0.0000% | $21000.00          | $13192.83          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.5000%  | 0.0000% | $21057984.00       | $12742424.22       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $131000.00         | $116741.50         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $5520896.00        | $4608792.75        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-25      | 3.0000%  | 0.0000% | $19424000.00       | $14515955.44       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $2192600.00        | $2220263.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-08-01      | 3.5000%  | 0.0000% | $1711942.00        | $1512350.75        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $4975000.00        | $4168712.12        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $21979712.00       | $22305419.59       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 5.5000%  | 0.0000% | $19636543.00       | $19986634.21       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $8048416.00        | $8190032.35        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 2.5000%  | 0.0000% | $15451424.00       | $13164936.01       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $1869182.00        | $1663627.43        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-04-01      | 5.5000%  | 0.0000% | $4412176.00        | $183390.27         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-06-01      | 3.5000%  | 0.0000% | $25000.00          | $4404.57           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-06-01      | 4.0000%  | 0.0000% | $4863000.00        | $949300.22         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-01-01      | 5.0000%  | 0.0000% | $250000.00         | $40738.99          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-01-01      | 4.0000%  | 0.0000% | $700000.00         | $96084.42          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-09-01      | 4.0000%  | 0.0000% | $236000.00         | $21415.51          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-08-01      | 3.0000%  | 0.0000% | $1325000.00        | $355015.44         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-02-01      | 3.5000%  | 0.0000% | $2780000.00        | $385282.06         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-03-01      | 5.5000%  | 0.0000% | $161313.00         | $4451.19           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-04-01      | 3.0000%  | 0.0000% | $100000.00         | $12505.92          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-11-01      | 4.0000%  | 0.0000% | $200000.00         | $18328.60          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-12-01      | 5.0000%  | 0.0000% | $28000.00          | $18128.96          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-08-01      | 5.5000%  | 0.0000% | $7000.00           | $5008.49           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-11-01      | 4.5000%  | 0.0000% | $25000.00          | $23205.25          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 3.5000%  | 0.0000% | $2517000.00        | $1513414.13        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $974992.00         | $711527.89         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $9123072.00        | $6375683.17        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 6.5000%  | 0.0000% | $1100000.00        | $795171.63         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $124000.00         | $99685.18          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 7.0000%  | 0.0000% | $30532000.00       | $25650239.49       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $1842318.00        | $1687643.18        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 3.0000%  | 0.0000% | $5690368.00        | $4626808.58        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-09-01      | 4.5000%  | 0.0000% | $1882014.00        | $1707356.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-07-01      | 5.0000%  | 0.0000% | $174000.00         | $23230.24          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $351.30            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-04-01      | 3.5000%  | 0.0000% | $8992320.00        | $1825743.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-05-01      | 4.5000%  | 0.0000% | $78000.00          | $18131.36          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-07-01      | 5.0000%  | 0.0000% | $833994.00         | $8455.11           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-07-01      | 5.0000%  | 0.0000% | $8701999.00        | $81323.99          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-02-01      | 5.5000%  | 0.0000% | $1020000.00        | $12183.33          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $133.08            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $106.26            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-10-01      | 3.0000%  | 0.0000% | $174000.00         | $24628.90          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-09-01      | 3.5000%  | 0.0000% | $103000.00         | $12578.08          | Agency Mortgage-Backed Securities |

### Security 162: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.200000%
- **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: LMRP10313695
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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   | 2042-06-01      | 3.5000%  | 0.0000% | $31680135.00       | $4348938.38        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-08-01      | 4.0000%  | 0.0000% | $16300000.00       | $2855892.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 3.5000%  | 0.0000% | $4885456.00        | $3705655.13        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 5.5000%  | 0.0000% | $5080000.00        | $4646300.55        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $5300000.00        | $4331022.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 4.0000%  | 0.0000% | $25051955.00       | $4891770.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-05-01      | 4.0000%  | 0.0000% | $25038621.00       | $3901058.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-04-01      | 4.5000%  | 0.0000% | $18294673.00       | $3167282.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 4.0000%  | 0.0000% | $14188234.00       | $3025953.98        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-12-01      | 4.0000%  | 0.0000% | $33644725.00       | $4717065.46        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-04-01      | 3.5000%  | 0.0000% | $19763896.00       | $3804011.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-08-01      | 4.0000%  | 0.0000% | $18768058.00       | $3232468.18        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-03-01      | 3.5000%  | 0.0000% | $32293000.00       | $6985807.21        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-09-01      | 4.0000%  | 0.0000% | $23750000.00       | $5530855.54        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-10-01      | 4.5000%  | 0.0000% | $13262444.00       | $3062438.98        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.0000%  | 0.0000% | $13095028.00       | $3343646.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-09-01      | 4.0000%  | 0.0000% | $18250000.00       | $3397999.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 3.0000%  | 0.0000% | $8530000.00        | $5217734.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $5604000.00        | $3592271.72        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 5.0000%  | 0.0000% | $6345291.00        | $4895017.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $6617511.00        | $4879709.53        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.0000%  | 0.0000% | $7069475.00        | $5754401.55        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $7160718.00        | $5005149.64        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $4966669.00        | $3338389.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $8347276.00        | $6722629.64        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 6.0000%  | 0.0000% | $4461000.00        | $3692350.80        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $7559995.00        | $5759523.26        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $6944230.00        | $5151252.72        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.5000%  | 0.0000% | $7628993.00        | $5721882.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $3438201.00        | $2684678.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 6.5000%  | 0.0000% | $6901884.00        | $5220675.15        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $3244011.00        | $3271361.70        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.5000%  | 0.0000% | $8411214.00        | $6489382.94        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $5029207.00        | $4658350.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 6.0000%  | 0.0000% | $3664207.00        | $3332637.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.5000%  | 0.0000% | $6826000.00        | $5066078.25        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 6.0000%  | 0.0000% | $4526918.00        | $3344416.05        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.0000%  | 0.0000% | $3554928.00        | $3097020.66        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.5000%  | 0.0000% | $26986911.00       | $7203121.63        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 4.0000%  | 0.0000% | $40750234.00       | $3970486.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 3.5000%  | 0.0000% | $20262946.00       | $2685279.59        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 3.5000%  | 0.0000% | $26000000.00       | $3656193.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-01-01      | 3.5000%  | 0.0000% | $27780445.00       | $4553933.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-01-01      | 3.5000%  | 0.0000% | $27914088.00       | $5843495.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 3.5000%  | 0.0000% | $16027628.00       | $2545177.72        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 4.0000%  | 0.0000% | $18192000.00       | $2672726.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.5000%  | 0.0000% | $32500000.00       | $5180870.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-03-01      | 4.0000%  | 0.0000% | $29550780.00       | $4771771.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-02-01      | 3.5000%  | 0.0000% | $22100000.00       | $4754656.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 4.0000%  | 0.0000% | $24400000.00       | $5352983.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 3.5000%  | 0.0000% | $25752372.00       | $5081087.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 3.5000%  | 0.0000% | $38624895.00       | $6629110.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.5000%  | 0.0000% | $11815017.00       | $2621021.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 4.0000%  | 0.0000% | $16320144.00       | $3212124.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-07-01      | 3.5000%  | 0.0000% | $10869498.00       | $2530123.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 7.0000%  | 0.0000% | $4042449.00        | $3265940.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $4259901.00        | $4466620.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $6074095.00        | $6164466.12        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $5073696.00        | $4724346.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $3123830.00        | $3211677.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $4677745.00        | $4798079.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $3277893.00        | $3359834.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $3167935.00        | $3280330.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $2738920.00        | $2856697.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $2379810.00        | $2474875.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $3151250.00        | $3276912.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $5555164.00        | $5699541.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $2955031.00        | $3079157.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $2491593.00        | $2579272.99        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $2270287.00        | $2351441.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-02-01      | 3.5000%  | 0.0000% | $10124489.00       | $3108283.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-07-01      | 4.0000%  | 0.0000% | $18290465.00       | $6057767.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-02-01      | 4.5000%  | 0.0000% | $15025000.00       | $3881708.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $15247440.00       | $2924797.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 4.0000%  | 0.0000% | $13316618.00       | $4495360.69        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $9753159.00        | $2629966.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $8058708.00        | $2612749.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 3.5000%  | 0.0000% | $24276038.00       | $5972968.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.0000%  | 0.0000% | $35250000.00       | $6812842.12        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 3.0000%  | 0.0000% | $7452000.00        | $2658421.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $7302233.00        | $5485921.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $9936950.00        | $7237069.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.5000%  | 0.0000% | $1485357.00        | $1355109.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.5000%  | 0.0000% | $3095001.00        | $3184004.04        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $6604253.00        | $6892109.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 5.0000%  | 0.0000% | $8549011.00        | $6347402.01        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $8253101.00        | $6650633.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $2481862.00        | $2543501.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $10041455.00       | $7084229.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $8306610.00        | $7232329.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $4615995.00        | $3516768.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $348578.00         | $336102.52         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $4040000.00        | $3379700.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $6500242.00        | $5938553.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $3136800.00        | $2494522.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $3386082.00        | $3365127.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $2841827.00        | $2801177.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $11713487.00       | $3895947.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 4.0000%  | 0.0000% | $9193638.00        | $5126270.28        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 5.0000%  | 0.0000% | $3800000.00        | $2652362.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 4.5000%  | 0.0000% | $7693671.00        | $6160832.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $7350753.00        | $5730213.72        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 4.5000%  | 0.0000% | $5558980.00        | $5140867.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $5450000.00        | $4926407.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 2.5000%  | 0.0000% | $8584494.00        | $6495777.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 3.5000%  | 0.0000% | $35600000.00       | $5254211.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.5000%  | 0.0000% | $21112506.00       | $3586692.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 5.5000%  | 0.0000% | $188383077.00      | $3862728.53        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 4.0000%  | 0.0000% | $30249884.00       | $2735886.37        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $2950192.00        | $2974970.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.5000%  | 0.0000% | $3115718.00        | $2472435.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 5.5000%  | 0.0000% | $2892280.00        | $2934629.05        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $2521742.00        | $2632093.45        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 7.0000%  | 0.0000% | $2332509.00        | $2441433.75        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $4262694.00        | $4285552.16        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $3711372.00        | $3824715.85        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $3163350.00        | $3252320.40        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $3269858.00        | $3343124.99        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $2367472.00        | $2429117.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $2578022.00        | $2633467.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $3474898.00        | $3570387.38        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $5750020.00        | $5941986.33        | Agency Mortgage-Backed Securities |

### Security 163: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 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: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10313705
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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 | 2035-08-15      | 4.2500%  | 0.0000% | $69000000.00       | $69959540.22       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $171505800.00      | $174640979.20      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2045-02-15      | 0.7500%  | 0.0000% | $118058500.00      | $120993995.10      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $67816700.00       | $46793103.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $131520000.00      | $97612511.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $205343315.79      | $199998410.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $54343473.68       | $55001636.74       | U.S. Treasuries (including strips) |

### Security 164: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.190000%
- **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: LMRP10313715
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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     | 2043-08-15      | 0.0000%  | 0.0000% | $2021300.00        | $866044.18         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-02-15      | 0.0000%  | 0.0000% | $113906700.00      | $30832949.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $134631000.00      | $130879608.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $2501200.00        | $2549748.29        | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-07-31      | 4.0805%  | 0.0000% | $118241400.00      | $119080465.92      | U.S. Treasuries (including strips) |
| STRIPS          | 2026-08-15      | 0.0000%  | 0.0000% | $22508089.62       | $21791184.46       | U.S. Treasuries (including strips) |

### Security 165: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10313725
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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 | 2027-04-30      | 3.7500%  | 0.0000% | $100318600.00      | $102000043.36      | U.S. Treasuries (including strips) |

### Security 166: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.190000%
- **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: LMRP10314295
- **C.18 - Value (incl. sponsor support):** $75627000.00
- **C.18.a - Value (excl. sponsor support):** $75627000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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% | $62927800.00       | $61635262.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $15265800.00       | $15504366.29       | U.S. Treasuries (including strips) |

### Security 167: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.190000%
- **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: LMRP10314305
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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 | 2028-03-31      | 3.6250%  | 0.0000% | $48160000.00       | $48154461.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $60687200.00       | $62673233.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $1044300.00        | $1073381.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $22763800.00       | $23596215.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $50872900.00       | $51735450.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $16502500.00       | $16767310.12       | U.S. Treasuries (including strips) |

### Security 168: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS 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: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10314315
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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   | 2025-10-30      | 0.0000%  | 0.0000% | $8783800.00        | $8754172.24        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-22      | 0.0000%  | 0.0000% | $71460400.00       | $70600016.78       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-16      | 0.0000%  | 0.0000% | $405600.00         | $404869.51         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-04      | 0.0000%  | 0.0000% | $919400.00         | $912955.01         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-28      | 0.0000%  | 0.0000% | $5549200.00        | $5531664.53        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-04      | 0.0000%  | 0.0000% | $322000.00         | $320737.76         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-12      | 0.0000%  | 0.0000% | $80226800.00       | $79843315.90       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-25      | 0.0000%  | 0.0000% | $54595000.00       | $54255419.10       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-02      | 0.0000%  | 0.0000% | $871000.00         | $865085.91         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-09      | 0.0000%  | 0.0000% | $1051500.00        | $1043613.75        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2047-05-15      | 0.0000%  | 0.0000% | $5700.00           | $2007.27           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2047-11-15      | 0.0000%  | 0.0000% | $100.00            | $34.32             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $1384200.00        | $1021722.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $406700.00         | $397575.48         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $25000000.00       | $24579062.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 2.6250%  | 0.0000% | $28100.00          | $28186.62          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $6001500.00        | $6334813.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-30      | 4.8750%  | 0.0000% | $8443100.00        | $8589925.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $117754800.00      | $121969636.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $975000.00         | $989472.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $134000.00         | $134400.39         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $5969800.00        | $6136044.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $54222900.00       | $55589249.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $409000.00         | $417174.55         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $5297100.00        | $5398075.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $17658400.00       | $17822243.61       | U.S. Treasuries (including strips) |
| STRIPS          | 2042-08-15      | 0.0000%  | 0.0000% | $2.31              | $1.02              | U.S. Treasuries (including strips) |
| STRIPS          | 2044-11-15      | 0.0000%  | 0.0000% | $80.72             | $31.47             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $75030500.00       | $74472254.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $2233500.00        | $2208015.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $153200.00         | $150053.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $469800.00         | $448080.11         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 0.7500%  | 0.0000% | $215100.00         | $211789.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 0.7500%  | 0.0000% | $13313400.00       | $13119732.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $9501500.00        | $9236493.66        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $12961100.00       | $12413234.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $34962300.00       | $33251044.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $612100.00         | $612839.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $74910900.00       | $74047059.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-15      | 4.0000%  | 0.0000% | $1000.00           | $1011.76           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $20586500.00       | $20497154.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $999800.00         | $999685.02         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-15      | 4.1250%  | 0.0000% | $182000.00         | $184585.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $200800.00         | $205536.01         | U.S. Treasuries (including strips) |

### Security 169: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.210000%
- **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: LMRP10314325
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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   | 2033-05-01      | 3.0000%  | 0.0000% | $1013000.00        | $111584.34         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-11-01      | 6.5190%  | 0.0000% | $1370000.00        | $285610.98         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-10-01      | 6.6490%  | 0.0000% | $74000.00          | $23608.22          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-11-01      | 6.4790%  | 0.0000% | $89000.00          | $17043.16          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.4570%  | 0.0000% | $47356400.00       | $47567890.88       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-06-01      | 6.4070%  | 0.0000% | $25037120.00       | $227167.30         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-08-01      | 4.0000%  | 0.0000% | $3000000.00        | $224684.67         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-02-01      | 3.5000%  | 0.0000% | $1422932.00        | $93088.53          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-12-01      | 3.0000%  | 0.0000% | $86000.00          | $9995.24           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-04-01      | 3.0000%  | 0.0000% | $2759000.00        | $362508.63         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-08-01      | 3.0000%  | 0.0000% | $1600000.00        | $251785.91         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-12-01      | 3.0000%  | 0.0000% | $31000.00          | $5608.19           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-02-01      | 3.0000%  | 0.0000% | $41000.00          | $8592.27           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-10-01      | 2.5000%  | 0.0000% | $1143000.00        | $154189.24         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-09-01      | 7.1930%  | 0.0000% | $225435392.00      | $1343307.35        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-01-01      | 6.5000%  | 0.0000% | $130329600.00      | $146228.35         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-12-01      | 6.4360%  | 0.0000% | $24366368.00       | $492335.40         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-01-01      | 6.1850%  | 0.0000% | $38973504.00       | $230357.66         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-10-01      | 7.5200%  | 0.0000% | $2000000.00        | $8969.27           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-07-01      | 6.5590%  | 0.0000% | $1657174.00        | $916034.03         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-03-01      | 6.0000%  | 0.0000% | $79884287.00       | $149844.87         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-01-01      | 3.0000%  | 0.0000% | $16361152.00       | $114871.96         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-07-01      | 6.2500%  | 0.0000% | $2189998.00        | $7154.46           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-05-01      | 6.7960%  | 0.0000% | $3000000.00        | $57429.97          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-07-01      | 2.5000%  | 0.0000% | $148178.00         | $12030.83          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-06-01      | 6.2550%  | 0.0000% | $140000.00         | $11598.32          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-08-01      | 3.0000%  | 0.0000% | $400000.00         | $17693.35          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-10-01      | 3.5000%  | 0.0000% | $350000.00         | $14673.59          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-09-01      | 3.5000%  | 0.0000% | $1040000.00        | $81337.71          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-12-01      | 4.5000%  | 0.0000% | $3200000.00        | $574860.26         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-12-01      | 3.0000%  | 0.0000% | $25000.00          | $5248.24           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-03-01      | 3.0000%  | 0.0000% | $1549306.00        | $308145.42         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-01-01      | 3.0000%  | 0.0000% | $301739.00         | $60174.05          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-06-01      | 3.0000%  | 0.0000% | $613048.00         | $49194.16          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-03-01      | 4.0000%  | 0.0000% | $15833280.00       | $2983944.46        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-07-01      | 3.5000%  | 0.0000% | $10336400.00       | $2399189.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-12-01      | 3.0000%  | 0.0000% | $538982.00         | $135496.28         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-09-01      | 4.0000%  | 0.0000% | $1060068.00        | $476144.39         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-03-01      | 4.0000%  | 0.0000% | $19240192.00       | $4597200.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-03-01      | 4.0000%  | 0.0000% | $149000.00         | $35601.67          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-01-01      | 4.0000%  | 0.0000% | $225000.00         | $40596.95          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-04-01      | 3.5000%  | 0.0000% | $1044602.00        | $177280.49         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-07-01      | 6.2500%  | 0.0000% | $26100000.00       | $102284.28         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-07-01      | 6.1480%  | 0.0000% | $17701280.00       | $118009.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-07-01      | 3.6800%  | 0.0000% | $24756672.00       | $24371469.18       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 6.1350%  | 0.0000% | $10260816.00       | $634976.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-06-01      | 6.2970%  | 0.0000% | $10735776.00       | $382688.17         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-04-01      | 6.3780%  | 0.0000% | $4450000.00        | $447803.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-06-01      | 6.3050%  | 0.0000% | $1415116.00        | $221975.89         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 6.2850%  | 0.0000% | $2671776.00        | $53299.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-03-01      | 7.5000%  | 0.0000% | $5279000.00        | $148004.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-01-01      | 4.0000%  | 0.0000% | $6500000.00        | $697954.18         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-04-01      | 3.5000%  | 0.0000% | $660070.00         | $83955.01          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 6.3850%  | 0.0000% | $1900000.00        | $57974.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-01-01      | 4.0000%  | 0.0000% | $595000.00         | $85967.74          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-11-01      | 3.5000%  | 0.0000% | $499999.00         | $37306.64          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-03-01      | 6.5440%  | 0.0000% | $4060000.00        | $274434.47         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-01-01      | 2.3800%  | 0.0000% | $1000000.00        | $196504.03         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-07-01      | 3.1300%  | 0.0000% | $2105260.00        | $1453900.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-12-01      | 3.1100%  | 0.0000% | $1000000.00        | $982945.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-03-01      | 3.1100%  | 0.0000% | $8984.00           | $8820.14           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-03-01      | 3.4000%  | 0.0000% | $1500000.00        | $1418136.25        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-07-01      | 3.7500%  | 0.0000% | $10000000.00       | $9591108.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-09-01      | 3.8100%  | 0.0000% | $26500000.00       | $21819955.24       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 6.6780%  | 0.0000% | $1737788.00        | $34272.03          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-08-01      | 3.0000%  | 0.0000% | $1125000.00        | $113702.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-01-01      | 6.3620%  | 0.0000% | $40195968.00       | $626341.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-07-01      | 2.5000%  | 0.0000% | $1749706.00        | $253523.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-09-01      | 4.0000%  | 0.0000% | $1500000.00        | $71725.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-09-01      | 7.0000%  | 0.0000% | $23117600.00       | $212963.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-07-01      | 6.3030%  | 0.0000% | $460000.00         | $21604.02          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-04-01      | 2.5000%  | 0.0000% | $40000.00          | $8307.00           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-10-01      | 6.6510%  | 0.0000% | $10000000.00       | $38335.88          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-08-01      | 5.3210%  | 0.0000% | $4182776.00        | $103372.89         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-03-01      | 6.6250%  | 0.0000% | $4999979.00        | $5643.57           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 6.0000%  | 0.0000% | $11220944.00       | $1377630.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 6.5260%  | 0.0000% | $6000000.00        | $52270.69          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 6.0000%  | 0.0000% | $4028224.00        | $72539.22          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 7.5000%  | 0.0000% | $701797.00         | $26347.24          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 6.1750%  | 0.0000% | $17000000.00       | $173916.41         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $501000.00         | $499671.12         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.0000%  | 0.0000% | $1201366.00        | $1058479.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 5.0000%  | 0.0000% | $370290.00         | $364391.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 6.5000%  | 0.0000% | $1949250.00        | $1997441.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $5895904.00        | $5972400.09        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $684697.00         | $689500.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.5000%  | 0.0000% | $1543798.00        | $1617233.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $9256144.00        | $9638534.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $2261424.00        | $2340298.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 7.0000%  | 0.0000% | $1046766.00        | $1105019.15        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.8820%  | 0.0000% | $8807648.00        | $8422960.74        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $5164280.00        | $5390456.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1140634.00        | $1165274.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $1630548.00        | $1681105.25        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 5.0000%  | 0.0000% | $1865212.00        | $1905130.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $7336340.00        | $7198623.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $12339408.00       | $12490857.83       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1430466.00        | $1457636.38        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $814615.00         | $851629.11         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 7.0000%  | 0.0000% | $1786918.00        | $1893293.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 7.0000%  | 0.0000% | $1059466.00        | $1120663.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $728265.00         | $764949.71         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 5.5000%  | 0.0000% | $1199202.00        | $1235527.69        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 4.5000%  | 0.0000% | $1106934.00        | $1081609.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 5.0000%  | 0.0000% | $1758738.00        | $1779472.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 6.0000%  | 0.0000% | $1008946.00        | $1045617.73        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $7754360.00        | $7875743.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $2676224.00        | $2780690.70        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 4.5000%  | 0.0000% | $1721232.00        | $1680870.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.0000%  | 0.0000% | $1589262.00        | $1602400.08        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-10-01      | 5.0000%  | 0.0000% | $1137338.00        | $1155038.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.0000%  | 0.0000% | $343860.00         | $343345.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $1576596.00        | $1598401.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 3.0000%  | 0.0000% | $2719150.00        | $710018.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 4.5000%  | 0.0000% | $25668000.00       | $6288768.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2059-04-01      | 4.0000%  | 0.0000% | $1000000.00        | $378524.42         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 3.5000%  | 0.0000% | $4449680.00        | $2074793.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 3.5000%  | 0.0000% | $70000.00          | $27039.11          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 6.5900%  | 0.0000% | $797000.00         | $146454.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.5000%  | 0.0000% | $1760000.00        | $182810.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.5100%  | 0.0000% | $180000.00         | $136457.97         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 1.9710%  | 0.0000% | $710000.00         | $535598.96         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 3.9920%  | 0.0000% | $938451.00         | $59826.68          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 2.5000%  | 0.0000% | $144000.00         | $42182.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-08-01      | 2.5000%  | 0.0000% | $2200000.00        | $901959.09         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.2940%  | 0.0000% | $1340666.00        | $412612.54         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $491227.00         | $257420.70         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $59578.39          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 2.0000%  | 0.0000% | $1282184.00        | $809690.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 2.5000%  | 0.0000% | $75000.00          | $42891.80          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.9520%  | 0.0000% | $140000.00         | $100375.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.0000%  | 0.0000% | $2241688.00        | $1458311.38        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.5000%  | 0.0000% | $1371738.00        | $1365205.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-06-01      | 3.0000%  | 0.0000% | $1000000.00        | $603189.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 4.5000%  | 0.0000% | $1343356.00        | $1325389.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 5.0000%  | 0.0000% | $1662520.00        | $1690441.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.2910%  | 0.0000% | $100000.00         | $75733.41          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.8600%  | 0.0000% | $165000.00         | $112858.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-07-01      | 3.0000%  | 0.0000% | $1666994.00        | $1185699.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $1097198.00        | $1094264.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 4.5000%  | 0.0000% | $1246404.00        | $818153.42         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-09-01      | 4.5500%  | 0.0000% | $24000000.00       | $24159390.67       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-04-01      | 5.0000%  | 0.0000% | $325000.00         | $49873.68          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-11-01      | 3.5000%  | 0.0000% | $100000.00         | $31102.23          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-03-01      | 2.0000%  | 0.0000% | $700000.00         | $405607.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 1.5000%  | 0.0000% | $1926644.00        | $962597.84         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 3.0000%  | 0.0000% | $870931.00         | $538525.84         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $59887.00          | $37528.91          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $74000.00          | $52138.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $7000.00           | $5207.74           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.5000%  | 0.0000% | $354994.00         | $218459.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $106000.00         | $76446.68          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 2.5000%  | 0.0000% | $80000.00          | $52017.01          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 3.0000%  | 0.0000% | $26000.00          | $18169.41          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 4.0000%  | 0.0000% | $145803.00         | $90700.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.5000%  | 0.0000% | $46002368.00       | $36360908.40       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $65730.00          | $52420.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 7.0000%  | 0.0000% | $122000.00         | $66595.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.5000%  | 0.0000% | $51866.00          | $47539.22          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $18195104.00       | $17354277.75       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $55136512.00       | $53615586.84       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 4.0000%  | 0.0000% | $215000.00         | $49183.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 2.5000%  | 0.0000% | $4500000.00        | $1133851.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-08-01      | 2.0000%  | 0.0000% | $936000.00         | $330904.67         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-09-01      | 2.0000%  | 0.0000% | $300000.00         | $126130.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 1.5000%  | 0.0000% | $1750000.00        | $784291.71         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 1.5000%  | 0.0000% | $15883296.00       | $8814836.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 4.0000%  | 0.0000% | $9574000.00        | $2230055.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 3.5000%  | 0.0000% | $100000.00         | $33404.88          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $7606560.00        | $4047032.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 2.0000%  | 0.0000% | $73000.00          | $32778.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 3.0000%  | 0.0000% | $1074166.00        | $638862.84         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 3.5000%  | 0.0000% | $10050000.00       | $6694590.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 3.0000%  | 0.0000% | $1250000.00        | $799044.85         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $260000.00         | $182448.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 4.0000%  | 0.0000% | $80000.00          | $46488.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.0000%  | 0.0000% | $4528944.00        | $3116085.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $10367020.00       | $8568344.73        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-07-01      | 5.0000%  | 0.0000% | $163000.00         | $108275.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $800000.00         | $654390.02         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-05-01      | 2.0000%  | 0.0000% | $400000.00         | $300601.63         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 4.5000%  | 0.0000% | $11774272.00       | $9658013.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $468022.00         | $354529.88         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 4.5000%  | 0.0000% | $9027664.00        | $7897541.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 6.0000%  | 0.0000% | $5820936.00        | $5996792.70        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-02-01      | 3.5000%  | 0.0000% | $5920864.00        | $507157.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 6.0000%  | 0.0000% | $4212970.00        | $302163.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-02-01      | 6.0000%  | 0.0000% | $14697792.00       | $101755.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-04-01      | 6.9120%  | 0.0000% | $30020416.00       | $374701.18         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-07-01      | 6.5820%  | 0.0000% | $60017200.00       | $189792.65         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 3.5000%  | 0.0000% | $2906028.00        | $216957.42         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 4.5000%  | 0.0000% | $319978.00         | $6410.02           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-12-01      | 3.5000%  | 0.0000% | $662916.00         | $79739.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-01-01      | 3.0000%  | 0.0000% | $225000.00         | $26872.27          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $149395.66         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $2300000.00        | $245273.08         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-03-01      | 3.5000%  | 0.0000% | $1600000.00        | $210953.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $19234304.00       | $12215008.79       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 1.5000%  | 0.0000% | $603787.00         | $238583.19         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 1.5000%  | 0.0000% | $4695456.00        | $2617453.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 4.0000%  | 0.0000% | $8000.00           | $7019.36           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-01-01      | 2.0000%  | 0.0000% | $15000.00          | $8861.85           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 4.5000%  | 0.0000% | $26964.00          | $21728.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $115960.00         | $90043.24          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-06-01      | 4.5000%  | 0.0000% | $25000.00          | $17109.98          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 4.0000%  | 0.0000% | $81000.00          | $66980.58          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-08-01      | 5.5000%  | 0.0000% | $84000.00          | $49518.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 7.0000%  | 0.0000% | $550000.00         | $215980.39         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-09-01      | 6.5000%  | 0.0000% | $58603.00          | $27190.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 6.5000%  | 0.0000% | $78750.00          | $51080.43          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.0000%  | 0.0000% | $15350000.00       | $15301429.19       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 6.0000%  | 0.0000% | $19824576.00       | $20566477.71       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-09-01      | 6.5000%  | 0.0000% | $805000.00         | $841053.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-12-01      | 6.5000%  | 0.0000% | $65116288.00       | $1117544.81        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-04-01      | 6.5330%  | 0.0000% | $341000.00         | $6462.86           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.2270%  | 0.0000% | $1562200.00        | $1583128.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.3560%  | 0.0000% | $4942240.00        | $3950812.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 5.5000%  | 0.0000% | $1211298.00        | $1243758.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $4620488.00        | $4744883.35        | Agency Mortgage-Backed Securities |

### Security 170: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 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: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10314335
- **C.18 - Value (incl. sponsor support):** $790000000.00
- **C.18.a - Value (excl. sponsor support):** $790000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-01-15      | 2.3750%  | 0.0000% | $714000.00         | $1169439.29        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 2.5000%  | 0.0000% | $45209700.00       | $71403043.66       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2041-02-15      | 2.1250%  | 0.0000% | $22781000.00       | $33696962.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $29742800.00       | $24816001.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $49999900.00       | $45620421.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $2023000.00        | $2007830.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $50000000.00       | $43571337.50       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $46247100.00       | $54389960.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $48112800.00       | $47978730.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $42414100.00       | $42067704.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49994250.00       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $163000000.00      | $177127625.55      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $55000000.00       | $57754384.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52539347.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $50000000.00       | $50953125.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50709900.80       | U.S. Treasuries (including strips) |

### Security 171: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.200000%
- **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: LMRP10314345
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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                              | 2055-09-01      | 4.8770%  | 0.0000% | $16568384.00       | $16736017.84       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2041-08-01      | 5.0000%  | 0.0000% | $1655988.00        | $25044.26          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2046-06-01      | 3.5000%  | 0.0000% | $2000000.00        | $231122.96         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2038-01-01      | 2.5000%  | 0.0000% | $8457328.00        | $7317783.81        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2037-06-01      | 2.5000%  | 0.0000% | $3065856.00        | $1952609.98        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2038-09-01      | 6.0000%  | 0.0000% | $11083616.00       | $6339326.48        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-05-01      | 5.5000%  | 0.0000% | $113210112.00      | $99263591.08       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 5.0000%  | 0.0000% | $8796704.00        | $8467171.68        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-07-01      | 5.5000%  | 0.0000% | $1604594.00        | $1324314.37        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-08-01      | 7.0000%  | 0.0000% | $1949132.00        | $1507015.46        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-05-01      | 3.5000%  | 0.0000% | $34658.00          | $26559.33          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2037-07-01      | 2.5000%  | 0.0000% | $11201712.00       | $7519467.24        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2040-08-01      | 5.0000%  | 0.0000% | $1080580.00        | $1093182.17        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2036-11-01      | 3.0000%  | 0.0000% | $2338000.00        | $516707.96         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2036-12-01      | 3.0000%  | 0.0000% | $170000.00         | $45840.42          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-11-01      | 5.0000%  | 0.0000% | $689821.00         | $661348.12         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-12-01      | 5.5000%  | 0.0000% | $1823350.00        | $1603508.67        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-01-01      | 7.0000%  | 0.0000% | $1277698.00        | $1349060.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $2164104.00        | $2249049.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-07-01      | 7.0000%  | 0.0000% | $12198704.00       | $12825357.45       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 6.0000%  | 0.0000% | $1291546.00        | $1348532.02        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2046-06-01      | 3.5000%  | 0.0000% | $3250000.00        | $564047.41         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-06-01      | 3.5000%  | 0.0000% | $1400000.00        | $331230.86         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2036-08-01      | 2.5000%  | 0.0000% | $1111672.00        | $666221.54         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-09-01      | 6.5000%  | 0.0000% | $500390.00         | $488548.41         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-02-01      | 5.0000%  | 0.0000% | $549987.00         | $452462.42         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-05-01      | 5.5000%  | 0.0000% | $1045738.00        | $887309.57         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2035-07-01      | 5.0000%  | 0.0000% | $990555.00         | $1028553.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-09-01      | 3.5000%  | 0.0000% | $168878.00         | $84785.41          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-08-01      | 2.0000%  | 0.0000% | $100000.00         | $61838.14          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $4705016.00        | $3339363.43        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-08-01      | 3.5000%  | 0.0000% | $6509720.00        | $5754703.58        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-04-01      | 2.0000%  | 0.0000% | $825000.00         | $507712.53         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $586690.00         | $417817.01         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-04-01      | 3.5000%  | 0.0000% | $2165000.00        | $1439688.49        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $1685328.00        | $1702412.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-01-01      | 1.5000%  | 0.0000% | $45000.00          | $25519.29          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-05-01      | 6.5000%  | 0.0000% | $2121900.00        | $1984181.62        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 4.0000%  | 0.0000% | $1668222.00        | $1565931.87        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 6.5000%  | 0.0000% | $1048842.00        | $1104922.50        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 7.0000%  | 0.0000% | $4457608.00        | $4454010.44        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 6.5000%  | 0.0000% | $10346896.00       | $10101306.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 6.7890%  | 0.0000% | $1091460.00        | $77995.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $19303392.00       | $9494928.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.0000%  | 0.0000% | $75000.00          | $41188.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $111138816.00      | $73075071.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $269958.00         | $130841.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1530877.00        | $1575190.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2082192.00        | $2111797.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4625976.00        | $4824633.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 3.5000%  | 0.0000% | $177866.00         | $160008.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1300218.00        | $1342701.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2661288.00        | $2775304.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $3175816.00        | $3228305.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $7473488.00        | $7792965.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1723630.00        | $1797368.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1264804.00        | $1308835.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2522748.00        | $2633043.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $4587880.00        | $4634688.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $5751776.00        | $6008397.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.5000%  | 0.0000% | $5192944.00        | $4842898.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 4.0000%  | 0.0000% | $2895128.00        | $2868786.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $14872320.00       | $13730478.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1090000.00        | $851407.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $300000.00         | $240468.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.1000%  | 0.0000% | $1385160.00        | $969784.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.1380%  | 0.0000% | $1400000.00        | $1117732.44        | Agency Mortgage-Backed Securities |

### Security 172: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 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: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10314355
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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 | 2027-01-31      | 1.5000%  | 0.0000% | $184808984.21      | $179998569.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $48909126.32       | $49501473.06       | U.S. Treasuries (including strips) |

### Security 173: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.150000%
- **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: LMRP10314365
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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     | 2052-05-15      | 0.0000%  | 0.0000% | $609708000.00      | $169888427.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $47408800.00       | $47467373.57       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-11-15      | 0.0000%  | 0.0000% | $4000000.00        | $3836656.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-15      | 2.2500%  | 0.0000% | $7431100.00        | $7475965.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $100000.00         | $101082.50         | U.S. Treasuries (including strips) |
| STRIPS          | 2040-02-15      | 0.0000%  | 0.0000% | $51368097.84       | $26204818.70       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-08-15      | 0.0000%  | 0.0000% | $87176.29          | $25676.56          | U.S. Treasuries (including strips) |

### Security 174: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 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: N/A, C.5 - Other ID: LMRP10315175
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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 | 2026-02-15      | 4.0000%  | 0.0000% | $7000000.00        | $7036582.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $11181000.00       | $11184734.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $1000.00           | $1012.18           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $20698800.00       | $21250300.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $4397700.00        | $4527762.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $5031000.00        | $5145704.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $1000.00           | $997.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $25000300.00       | $24283347.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $20000000.00       | $19729287.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $200.00            | $196.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $71672600.00       | $67486561.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $1000.00           | $943.82            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $17386800.00       | $17094719.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-15      | 4.0000%  | 0.0000% | $769600.00         | $778702.05         | U.S. Treasuries (including strips) |

### Security 175: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.190000%
- **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: LMRP10315185
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $141200000.00      | $169220325.70      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $94612700.00       | $106772403.21      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $28921900.00       | $30007306.88       | U.S. Treasuries (including strips) |

### Security 176: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 4.190000%
- **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: LMRP10315205
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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      | 3.7500%  | 0.0000% | $34489600.00       | $35070436.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49884165.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49884165.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49884165.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49884165.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49884165.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50842045.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49884165.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50842045.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49884165.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49884165.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $28744200.00       | $28677608.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49884165.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49884165.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50842045.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49884165.29       | U.S. Treasuries (including strips) |

### Security 177: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.190000%
- **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: LMRP10315215
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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   | 2025-12-26      | 0.0000%  | 0.0000% | $400.00            | $396.32            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-06      | 0.0000%  | 0.0000% | $200.00            | $199.20            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $97.50             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-02      | 0.0000%  | 0.0000% | $3345400.00        | $3323116.29        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 1.7500%  | 0.0000% | $100.00            | $157.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $9000.00           | $8996.47           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.43             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $200.00            | $164.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $114600.00         | $89666.88          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $1300.00           | $1033.08           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $1100.00           | $965.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $80.53             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $80.53             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $1246800.00        | $952756.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $6971000.00        | $5697609.17        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2050-02-15      | 0.2500%  | 0.0000% | $1157300.00        | $860896.14         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2050-02-15      | 0.2500%  | 0.0000% | $400.00            | $297.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $400.00            | $198.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $51300.00          | $25944.86          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $888900.00         | $483566.71         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $1468600.00        | $966716.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $2029000.00        | $1197160.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $251400.00         | $157009.48         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $85.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $40700.00          | $37188.52          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $269300.00         | $226593.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $97.19             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $28000.00          | $26057.54          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $300.00            | $300.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $400.00            | $372.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $61200.00          | $56971.78          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $51000.00          | $50547.23          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $700.00            | $918.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $200.00            | $194.26            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 0.6250%  | 0.0000% | $800.00            | $1086.00           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $134.29            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $200.00            | $265.54            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-07-15      | 0.7500%  | 0.0000% | $200.00            | $256.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $172.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $500.00            | $435.41            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-01-15      | 0.1250%  | 0.0000% | $40800.00          | $47563.37          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $416500.00         | $390540.89         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $94.39             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 0.7500%  | 0.0000% | $7103000.00        | $7000079.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $1100.00           | $986.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $955700.00         | $890932.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $6442400.00        | $5613747.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $72900.00          | $68642.28          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $15000.00          | $16926.47          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $105.41            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $5686000.00        | $6343911.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $2261700.00        | $2268984.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $57248000.00       | $57946707.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-15      | 4.6250%  | 0.0000% | $10123600.00       | $10177219.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-15      | 3.7500%  | 0.0000% | $29923000.00       | $30421730.08       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $700.00            | $760.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $105.18            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-01-31      | 4.1435%  | 0.0000% | $500.00            | $503.74            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $143400.00         | $152033.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $1100.00           | $1099.25           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $80500.00          | $83381.66          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $185100.00         | $192174.51         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $43600000.00       | $44171344.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $44329100.00       | $44467413.18       | U.S. Treasuries (including strips) |

### Security 178: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.190000%
- **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: LMRP10315225
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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 | 2031-06-30      | 4.2500%  | 0.0000% | $42128300.00       | $43497680.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $110859300.00      | $113225504.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $46750900.00       | $47276847.62       | U.S. Treasuries (including strips) |

### Security 179: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 4.150000%
- **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: LMRP10315245
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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 | 2044-02-15      | 4.5000%  | 0.0000% | $207090200.00      | $204000049.70      | U.S. Treasuries (including strips) |

### Security 180: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 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: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10316085
- **C.18 - Value (incl. sponsor support):** $215000000.00
- **C.18.a - Value (excl. sponsor support):** $215000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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 | 2035-05-15      | 4.2500%  | 0.0000% | $213735100.00      | $219325662.14      | U.S. Treasuries (including strips) |

### Security 181: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.210000%
- **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: LMRP10316095
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 2.6000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BANK                   | 2027-04-26      | 3.4500%  | 0.0000% | $4000000.00        | $4027513.33        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2027-05-19      | 3.7500%  | 0.0000% | $2000000.00        | $2022253.67        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2027-05-26      | 4.0000%  | 0.0000% | $1705000.00        | $1726325.76        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2037-07-27      | 5.1400%  | 0.0000% | $2000000.00        | $1994042.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2027-09-13      | 4.6250%  | 0.0000% | $1675000.00        | $1682125.50        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2034-03-22      | 5.0000%  | 0.0000% | $685000.00         | $691486.34         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2040-12-28      | 2.0800%  | 0.0000% | $1885000.00        | $1314119.37        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2036-03-04      | 2.2500%  | 0.0000% | $9990000.00        | $8062679.25        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2041-05-06      | 2.7400%  | 0.0000% | $855000.00         | $655596.90         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2036-06-23      | 2.3750%  | 0.0000% | $565000.00         | $458700.51         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2036-08-18      | 2.3000%  | 0.0000% | $510000.00         | $409474.58         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2036-10-27      | 2.4000%  | 0.0000% | $2410000.00        | $1960320.51        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2036-10-21      | 2.3500%  | 0.0000% | $2575000.00        | $2084697.25        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2037-02-18      | 2.9000%  | 0.0000% | $1745000.00        | $1474495.92        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2027-03-25      | 2.7500%  | 0.0000% | $2040000.00        | $2012578.21        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2027-04-29      | 3.0700%  | 0.0000% | $1000000.00        | $1002676.94        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2032-04-12      | 5.1000%  | 0.0000% | $4445000.00        | $4608384.86        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2039-09-20      | 4.5000%  | 0.0000% | $10000000.00       | $9583280.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2027-11-05      | 4.5000%  | 0.0000% | $1000000.00        | $1017645.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2039-11-22      | 5.1250%  | 0.0000% | $5185000.00        | $5239262.18        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2039-12-20      | 5.1000%  | 0.0000% | $9900000.00        | $9951120.30        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2044-12-27      | 5.2500%  | 0.0000% | $5000000.00        | $5000792.50        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2040-01-27      | 5.7300%  | 0.0000% | $650000.00         | $661933.02         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2045-01-23      | 5.5500%  | 0.0000% | $10000000.00       | $10286691.67       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2040-02-07      | 5.4000%  | 0.0000% | $6065000.00        | $6198611.95        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2040-02-27      | 5.2400%  | 0.0000% | $1350000.00        | $1380646.80        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2040-02-27      | 5.7500%  | 0.0000% | $11880000.00       | $11960983.98       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2045-03-10      | 5.5000%  | 0.0000% | $24940000.00       | $25142801.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2040-03-12      | 5.4500%  | 0.0000% | $6715000.00        | $6701724.44        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2045-03-24      | 5.4500%  | 0.0000% | $15000000.00       | $14863265.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2037-04-30      | 5.5800%  | 0.0000% | $11675000.00       | $11980254.55       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2038-06-04      | 5.7400%  | 0.0000% | $1860000.00        | $1898506.75        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2040-06-11      | 5.6400%  | 0.0000% | $7305000.00        | $7500128.72        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2031-09-26      | 4.5500%  | 0.0000% | $9815000.00        | $9797495.49        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2030-09-30      | 3.8500%  | 0.0000% | $4250000.00        | $4241942.00        | Agency Debentures and Agency Strips |
| FED HOME LN DISCOUNT NT                  | 2026-03-13      | 0.0000%  | 0.0000% | $6738000.00        | $6622187.26        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2040-06-26      | 3.3000%  | 0.0000% | $235000.00         | $200317.92         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2040-02-23      | 3.4400%  | 0.0000% | $1000.00           | $857.08            | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2032-08-25      | 2.9400%  | 0.0000% | $915000.00         | $851717.08         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2030-12-02      | 2.0800%  | 0.0000% | $83000.00          | $76470.21          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2029-01-23      | 2.0500%  | 0.0000% | $15253000.00       | $14513462.53       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2040-06-25      | 1.9500%  | 0.0000% | $2998000.00        | $2073584.19        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2040-07-30      | 1.9900%  | 0.0000% | $2000000.00        | $1376771.33        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2036-09-29      | 2.1500%  | 0.0000% | $112000.00         | $87589.23          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2035-09-17      | 1.6800%  | 0.0000% | $1505000.00        | $1158769.73        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2040-09-24      | 1.9900%  | 0.0000% | $1000000.00        | $685408.67         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2040-11-19      | 2.1000%  | 0.0000% | $1000.00           | $701.97            | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2032-08-02      | 4.7300%  | 0.0000% | $2000000.00        | $2004029.11        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2026-04-13      | 3.1100%  | 0.0000% | $1000000.00        | $1009960.94        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2042-04-28      | 4.8500%  | 0.0000% | $3000.00           | $2900.69           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2029-05-17      | 4.0500%  | 0.0000% | $1571000.00        | $1586820.76        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2042-06-27      | 5.4800%  | 0.0000% | $11649000.00       | $11669952.67       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2032-06-29      | 4.7000%  | 0.0000% | $18048000.00       | $18157633.58       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2029-03-09      | 4.5000%  | 0.0000% | $26000.00          | $26737.54          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2044-01-08      | 5.9400%  | 0.0000% | $2000000.00        | $2023110.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2040-02-10      | 5.7000%  | 0.0000% | $18320000.00       | $18479249.65       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2039-11-14      | 5.7500%  | 0.0000% | $2410000.00        | $2454105.95        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2044-11-29      | 5.9500%  | 0.0000% | $5000000.00        | $5096813.06        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2039-08-05      | 5.6000%  | 0.0000% | $10000000.00       | $10051715.56       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2039-08-08      | 5.6100%  | 0.0000% | $10000000.00       | $10018533.33       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2044-08-12      | 5.8000%  | 0.0000% | $10000000.00       | $10027273.33       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2033-05-19      | 5.1300%  | 0.0000% | $2116000.00        | $2156376.45        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2040-06-25      | 5.6000%  | 0.0000% | $4270000.00        | $4372628.50        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2045-07-03      | 5.9300%  | 0.0000% | $9316000.00        | $9468156.68        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2031-03-17      | 4.6250%  | 0.0000% | $18709000.00       | $18708497.46       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2039-09-26      | 5.4400%  | 0.0000% | $11519000.00       | $11488514.33       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2036-07-15      | 5.5000%  | 0.0000% | $8125000.00        | $8983067.71        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $200000000.00      | $24570098.98       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $100000000.00      | $9495025.09        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2049-08-20      | 3.0000%  | 0.0000% | $150000000.00      | $21602508.67       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $22000000.00       | $11008351.07       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $85000000.00       | $21637578.37       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $50000000.00       | $24456275.71       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $15000000.00       | $7710278.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $31914000.00       | $17219271.77       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $42698019.00       | $25044989.81       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $12892843.00       | $8474528.05        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-04-15      | 7.0000%  | 0.0000% | $8622538.00        | $8718782.04        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-02-15      | 7.0000%  | 0.0000% | $11856143.00       | $12079531.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-02-15      | 6.5000%  | 0.0000% | $13304663.00       | $12540027.32       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-03-15      | 6.5000%  | 0.0000% | $7988875.00        | $8029731.15        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $8680255.00        | $7910520.78        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 7.5000%  | 0.0000% | $11494039.00       | $11939711.62       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $6177775.00        | $5316782.55        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $7818559.00        | $6692178.44        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $7500546.00        | $6917113.80        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $8443534.00        | $7837535.10        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $13691151.00       | $9435112.67        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-10-20      | 3.5000%  | 0.0000% | $26179195.00       | $19399529.41       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $26911221.00       | $16010639.63       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $6918631.00        | $5906293.55        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $5448868.00        | $4234989.60        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $11793208.00       | $11014109.30       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $8321852.00        | $6919552.86        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $9985565.00        | $7959777.68        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $6225338.00        | $5294765.06        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $14569842.00       | $12236135.28       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $5349817.00        | $5650939.70        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $5268266.00        | $5576448.91        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $5482495.00        | $5801606.20        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $21201478.00       | $22585503.51       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $18305172.00       | $18885804.16       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $8823383.00        | $9349344.10        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $24640275.00       | $26117807.09       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $6121058.00        | $6540515.06        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $10967973.00       | $11349640.18       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $9792931.00        | $10136734.69       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 7.5000%  | 0.0000% | $7698304.00        | $8260023.76        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $20759119.00       | $21436662.04       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $23774462.00       | $25442922.05       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $11537393.00       | $11604204.31       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $10058430.00       | $10645592.81       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK                   | 2027-04-09      | 4.7500%  | 0.0000% | $390000.00         | $404984.78         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK                   | 2026-09-11      | 3.0000%  | 0.0000% | $15000.00          | $14911.43          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK                   | 2027-06-11      | 2.6250%  | 0.0000% | $15000.00          | $14845.47          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK                   | 2028-12-08      | 3.5000%  | 0.0000% | $25000.00          | $25098.72          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK                   | 2026-09-11      | 4.6250%  | 0.0000% | $5460000.00        | $5516216.01        | Agency Mortgage-Backed Securities   |

### Security 182: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.200000%
- **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: LMRP10316105
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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                               | 2033-12-25      | 6.0000%  | 0.0000% | $1217.00           | $301.06            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2046-03-25      | 3.0000%  | 0.0000% | $8558353.00        | $7132579.89        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2041-08-15      | 3.5000%  | 0.0000% | $5000000.00        | $2548635.94        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2045-05-15      | 3.0000%  | 0.0000% | $154374.00         | $131410.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3888%  | 0.0000% | $9964210.00        | $6493320.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4188%  | 0.0000% | $8590719.00        | $5871131.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.3388%  | 0.0000% | $8525041.00        | $6642962.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.4488%  | 0.0000% | $24199600.00       | $11339104.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3888%  | 0.0000% | $11702327.00       | $5480144.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6888%  | 0.0000% | $47346508.00       | $18042261.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4488%  | 0.0000% | $61863000.00       | $51166586.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4888%  | 0.0000% | $10605530.00       | $8577884.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.4888%  | 0.0000% | $2285985.00        | $1919509.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.3388%  | 0.0000% | $1000.00           | $903.47            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $1612064.00        | $1483868.22        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.5000%  | 0.0000% | $3750181.00        | $3615480.78        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $100.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $12417176.00       | $1494556.10        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $2313.00           | $214.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $93.13             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $245587054.00      | $25114479.88       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 4.5000%  | 0.0000% | $1394734.00        | $853245.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $174860.00         | $158444.29         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-12-01      | 3.0000%  | 0.0000% | $514000.00         | $150973.38         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-02-01      | 4.0000%  | 0.0000% | $36267542.00       | $11116480.67       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-04-01      | 3.5000%  | 0.0000% | $945000.00         | $182710.24         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-06-01      | 4.0000%  | 0.0000% | $273000.00         | $50709.01          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-07-01      | 4.0000%  | 0.0000% | $280356.00         | $44739.49          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-08-01      | 3.5000%  | 0.0000% | $137000.00         | $19330.03          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-10-01      | 6.0000%  | 0.0000% | $51466148.00       | $2559475.17        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-01-01      | 3.5000%  | 0.0000% | $196684.00         | $60158.22          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-10-01      | 5.6110%  | 0.0000% | $8000000.00        | $1419522.03        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2036-05-01      | 6.4530%  | 0.0000% | $336821.00         | $36362.50          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2038-02-01      | 3.5600%  | 0.0000% | $459633.00         | $363774.00         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2027-06-01      | 3.0000%  | 0.0000% | $398867.00         | $9968.99           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-01-01      | 3.0000%  | 0.0000% | $225000.00         | $49501.30          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-03-01      | 2.5000%  | 0.0000% | $102916.00         | $28204.24          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-03-01      | 3.0000%  | 0.0000% | $1550000.00        | $274059.84         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-02-01      | 4.0000%  | 0.0000% | $1811630.00        | $202905.88         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-12-01      | 4.0000%  | 0.0000% | $8295000.00        | $1130223.65        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-07-01      | 4.0000%  | 0.0000% | $174000.00         | $23186.27          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-07-01      | 2.5000%  | 0.0000% | $500000.00         | $55326.16          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-05-01      | 5.5000%  | 0.0000% | $5811.00           | $5420.27           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-06-01      | 6.0000%  | 0.0000% | $1957097.00        | $1908443.08        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-06-01      | 4.5000%  | 0.0000% | $2819297.00        | $1853861.12        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-09-01      | 3.7800%  | 0.0000% | $210131.00         | $198298.31         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2029-07-01      | 5.8600%  | 0.0000% | $1000000.00        | $782258.96         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-10-01      | 5.6210%  | 0.0000% | $30639693.00       | $19725.24          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-02-01      | 6.0000%  | 0.0000% | $7897353.00        | $18061.98          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-03-01      | 7.0000%  | 0.0000% | $1220191.00        | $37716.70          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.5000%  | 0.0000% | $250000.00         | $31713.97          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.5000%  | 0.0000% | $250000.00         | $28880.90          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.0000%  | 0.0000% | $720000.00         | $51469.15          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-11-01      | 3.5000%  | 0.0000% | $6109572.00        | $691188.93         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-09-01      | 3.5000%  | 0.0000% | $28047545.00       | $2386703.92        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $57600.00          | $40725.06          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 5.0000%  | 0.0000% | $5148000.00        | $4307519.53        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 5.5000%  | 0.0000% | $401006.00         | $331629.19         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 5.0000%  | 0.0000% | $3400000.00        | $2745474.59        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 4.5000%  | 0.0000% | $130000.00         | $110320.06         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 4.0000%  | 0.0000% | $1000000.00        | $780980.12         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $2088676.00        | $1752489.76        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $586611.00         | $436812.46         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $19629632.00       | $16132488.93       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-11-01      | 5.5000%  | 0.0000% | $140050.00         | $122894.79         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $258000.00         | $190961.46         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.5000%  | 0.0000% | $6361664.00        | $5931924.02        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 6.0000%  | 0.0000% | $163053.00         | $165375.26         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-04-01      | 4.5000%  | 0.0000% | $2527728.00        | $2456523.93        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2029-09-01      | 6.0000%  | 0.0000% | $748339.00         | $29142.86          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-06-01      | 5.5000%  | 0.0000% | $1191056.00        | $306487.68         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-11-01      | 4.5000%  | 0.0000% | $5000000.00        | $910139.64         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-02-01      | 4.0000%  | 0.0000% | $2301740.00        | $731805.69         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-11-01      | 3.5000%  | 0.0000% | $57278.00          | $10803.73          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-07-01      | 5.0000%  | 0.0000% | $145000.00         | $53709.02          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-03-01      | 3.0000%  | 0.0000% | $2234558.00        | $900406.32         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-07-01      | 3.0000%  | 0.0000% | $129000.00         | $45944.69          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-05-01      | 3.5000%  | 0.0000% | $133000.00         | $28989.82          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-07-01      | 3.5000%  | 0.0000% | $85000.00          | $35793.28          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-12-01      | 2.5000%  | 0.0000% | $283000.00         | $131844.81         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-11-01      | 3.5000%  | 0.0000% | $468342.00         | $180552.95         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2038-11-01      | 7.5000%  | 0.0000% | $1000.00           | $452.61            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-01-01      | 4.0000%  | 0.0000% | $2151652.00        | $894024.60         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-07-01      | 2.5000%  | 0.0000% | $98000.00          | $59322.31          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $375000.00         | $234088.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-04-01      | 5.0000%  | 0.0000% | $1000.00           | $403.68            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 3.0000%  | 0.0000% | $15000.00          | $9671.79           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.0000%  | 0.0000% | $600001.00         | $379156.36         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 3.5000%  | 0.0000% | $58001.00          | $36649.76          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.5000%  | 0.0000% | $355000.00         | $242027.18         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $141666.79         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 5.0000%  | 0.0000% | $2160169.00        | $1750544.76        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $212482.00         | $137357.32         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 4.0000%  | 0.0000% | $47997.00          | $31499.61          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $76215.81          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.0000%  | 0.0000% | $2501002.00        | $1669651.64        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-08-01      | 2.0000%  | 0.0000% | $1789650.00        | $1191380.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 4.0000%  | 0.0000% | $43000.00          | $31740.06          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 3.5000%  | 0.0000% | $110000.00         | $80140.50          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 2.5000%  | 0.0000% | $22000.00          | $15341.70          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.0000%  | 0.0000% | $1800000.00        | $1208408.16        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $5323008.00        | $3296980.10        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $6928815.00        | $5209022.99        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1000.00           | $756.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $133043.00         | $76568.30          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $337568.00         | $286061.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2770836.00        | $2074943.26        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $7310137.00        | $4143310.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2703611.00        | $2757893.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1565265.00        | $1625967.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $350642.00         | $361129.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $629474.00         | $647705.23         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $1294433.00        | $1265307.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $2813613.00        | $2710618.48        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $9684875.00        | $9510842.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $4742948.00        | $4688293.92        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2232510.00        | $2268497.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $970160.00         | $998610.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $32508.00          | $33816.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $347993.00         | $12363.51          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $5055904.00        | $122523.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-07-20      | 4.6250%  | 0.0000% | $57009173.00       | $69833.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-01-20      | 6.6250%  | 0.0000% | $929532.00         | $24931.07          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $13871681.00       | $3811520.66        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-02-01      | 6.0380%  | 0.0000% | $6552863.00        | $150405.02         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-09-01      | 6.3980%  | 0.0000% | $4288414.00        | $11528.25          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-08-01      | 4.5000%  | 0.0000% | $3999600.00        | $15680.88          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-10-01      | 4.5000%  | 0.0000% | $10305081.00       | $72848.32          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-11-01      | 5.0000%  | 0.0000% | $1017.00           | $28.33             | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2035-11-01      | 6.0340%  | 0.0000% | $928889.00         | $7373.00           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 7.5000%  | 0.0000% | $1423666.00        | $1522174.17        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 5.0000%  | 0.0000% | $53152.00          | $51938.29          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-01-01      | 7.0000%  | 0.0000% | $1003266.00        | $1060269.58        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-01-01      | 6.0000%  | 0.0000% | $91656.00          | $92564.52          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $8016.00           | $8055.43           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $536156.00         | $522962.63         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $2575397.00        | $2639221.54        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $1900000.00        | $1641770.79        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 4.5000%  | 0.0000% | $1125871.00        | $1072407.67        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-10-01      | 6.0000%  | 0.0000% | $1014655.00        | $1032376.08        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $2018627.00        | $2037882.18        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $1389412.00        | $718327.35         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.0000%  | 0.0000% | $429047.00         | $374369.06         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $36070.00          | $37336.51          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1133218.00        | $1191246.09        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 7.0000%  | 0.0000% | $1463547.00        | $1554589.05        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 7.0000%  | 0.0000% | $355048.00         | $329703.06         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $1109569.00        | $1067224.77        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-11-01      | 5.0000%  | 0.0000% | $214884.00         | $211486.48         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $692899.00         | $667703.84         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.5000%  | 0.0000% | $9222.00           | $8206.83           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $1091236.00        | $1098304.40        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $3435672.00        | $3461481.44        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 6.5000%  | 0.0000% | $133330.00         | $138745.13         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 6.0000%  | 0.0000% | $6563674.00        | $6732031.91        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $237770.00         | $247933.72         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $4552.00           | $4035.27           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $1408095.00        | $1429640.00        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $1215999.00        | $1235152.66        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $634920.00         | $659509.89         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $2399073.00        | $2489266.36        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $1425137.00        | $1468315.46        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1032746.00        | $998039.31         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $1153564.00        | $1192054.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 6.5000%  | 0.0000% | $3654869.00        | $3719947.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $676918.00         | $688802.97         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $1411488.00        | $1435109.37        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $23004872.00       | $23305742.71       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 7.5000%  | 0.0000% | $1673930.00        | $1824916.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $1469242.00        | $1448307.44        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $4717334.00        | $4887999.28        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 6.5000%  | 0.0000% | $12524072.00       | $12979577.65       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-09-01      | 6.0000%  | 0.0000% | $10325390.00       | $10625036.26       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-10-01      | 5.5000%  | 0.0000% | $6090805.00        | $6188121.18        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-11-01      | 4.0000%  | 0.0000% | $184943.00         | $83290.01          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-09-01      | 3.0000%  | 0.0000% | $1424549.00        | $320859.37         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-10-01      | 3.0000%  | 0.0000% | $555817.00         | $159466.58         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-11-01      | 3.0000%  | 0.0000% | $225816.00         | $44832.02          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-07-01      | 3.5000%  | 0.0000% | $640000.00         | $197431.80         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-02-01      | 3.0000%  | 0.0000% | $53301.00          | $12354.43          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-10-01      | 4.0000%  | 0.0000% | $298000.00         | $39881.77          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-10-01      | 3.0000%  | 0.0000% | $29000.00          | $5095.37           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-11-01      | 3.0000%  | 0.0000% | $540000.00         | $172526.69         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-06-01      | 4.5000%  | 0.0000% | $141000.00         | $38650.12          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-07-01      | 5.0000%  | 0.0000% | $4161701.00        | $1210922.10        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-08-01      | 5.0000%  | 0.0000% | $85166.00          | $10542.85          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-09-01      | 5.0000%  | 0.0000% | $33156.00          | $6287.56           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2034-06-01      | 3.3700%  | 0.0000% | $59885.00          | $55831.37          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $201.47            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-02-01      | 4.0000%  | 0.0000% | $94000.00          | $19641.48          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-02-01      | 4.0000%  | 0.0000% | $77436.00          | $16335.37          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-05-01      | 3.5000%  | 0.0000% | $1110000.00        | $84057.62          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $283.94            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-02-01      | 3.0000%  | 0.0000% | $33866.00          | $6441.71           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $238.32            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-04-01      | 4.5000%  | 0.0000% | $650000.00         | $189611.59         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-03-01      | 3.5000%  | 0.0000% | $78231.00          | $21425.16          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-11-01      | 4.0000%  | 0.0000% | $45870512.00       | $7216091.24        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-09-01      | 6.5630%  | 0.0000% | $177000.00         | $31653.05          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-11-01      | 5.0000%  | 0.0000% | $1043000.00        | $221558.84         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-04-01      | 6.6980%  | 0.0000% | $11355487.00       | $10752090.70       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-12-01      | 4.5000%  | 0.0000% | $1998990.00        | $162090.30         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-01-01      | 5.0000%  | 0.0000% | $2002501.00        | $603192.05         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-06-01      | 3.5000%  | 0.0000% | $425000.00         | $53022.81          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 3.0000%  | 0.0000% | $98996.00          | $14712.31          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-10-01      | 3.0000%  | 0.0000% | $100000.00         | $33835.39          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-12-01      | 3.5000%  | 0.0000% | $585000.00         | $129187.68         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-12-01      | 3.0000%  | 0.0000% | $48992.00          | $16598.46          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-04-01      | 4.5000%  | 0.0000% | $97000.00          | $28500.16          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $2600000.00        | $1541554.78        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-11-01      | 3.0000%  | 0.0000% | $392000.00         | $122212.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $55299.38          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 2.5900%  | 0.0000% | $11302136.00       | $7947835.27        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-01-01      | 2.2600%  | 0.0000% | $2000000.00        | $1537021.19        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.9400%  | 0.0000% | $298073.00         | $219267.82         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-03-01      | 2.9700%  | 0.0000% | $3267896.00        | $2570047.74        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 2.5000%  | 0.0000% | $200000.00         | $114378.14         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-08-01      | 2.5000%  | 0.0000% | $494379.00         | $273023.09         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.0000%  | 0.0000% | $918608.00         | $824904.94         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-10-01      | 2.0000%  | 0.0000% | $11001.00          | $7329.85           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.5000%  | 0.0000% | $1828807.00        | $1889891.42        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-06-01      | 6.0000%  | 0.0000% | $1220057.00        | $1009806.35        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.5000%  | 0.0000% | $1001633.00        | $722318.95         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $883873.00         | $595657.09         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 2.5000%  | 0.0000% | $102717.00         | $72215.43          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 4.0000%  | 0.0000% | $100000.00         | $70377.90          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.5000%  | 0.0000% | $1424393.00        | $890555.24         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 5.0000%  | 0.0000% | $1777000.00        | $1167083.22        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.5000%  | 0.0000% | $176895.00         | $133419.53         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.5000%  | 0.0000% | $1188354.00        | $988052.12         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $128623.12         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 6.0000%  | 0.0000% | $336257.00         | $186243.32         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 6.5000%  | 0.0000% | $1175066.00        | $1192855.22        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 7.0000%  | 0.0000% | $1030418.00        | $1089435.54        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 7.0000%  | 0.0000% | $1319549.00        | $1416947.79        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 7.0000%  | 0.0000% | $1365584.00        | $1383393.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 6.5000%  | 0.0000% | $1141362.00        | $879951.50         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 6.0000%  | 0.0000% | $167011.00         | $164630.76         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-04-01      | 5.1300%  | 0.0000% | $1000.00           | $997.34            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2030-05-01      | 4.3000%  | 0.0000% | $2552578.00        | $2553219.56        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-04-01      | 4.4000%  | 0.0000% | $198454.00         | $200021.87         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-09-01      | 5.2500%  | 0.0000% | $5266930.00        | $5499413.17        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-08-01      | 4.5000%  | 0.0000% | $296000.00         | $48882.89          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-09-01      | 4.0000%  | 0.0000% | $204000.00         | $15749.80          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-09-01      | 4.5000%  | 0.0000% | $81000.00          | $17486.61          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-10-01      | 3.5000%  | 0.0000% | $225000.00         | $58761.12          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 5.0000%  | 0.0000% | $897777.00         | $143676.39         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-02-01      | 3.0000%  | 0.0000% | $150000.00         | $58267.20          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-04-01      | 4.0000%  | 0.0000% | $189472.00         | $51675.00          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-09-01      | 2.0000%  | 0.0000% | $1370000.00        | $694609.76         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-11-01      | 2.5000%  | 0.0000% | $1868465.00        | $1016037.62        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-01-01      | 4.5000%  | 0.0000% | $1167477.00        | $273156.90         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 3.0000%  | 0.0000% | $632000.00         | $344012.91         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 3.0000%  | 0.0000% | $977999.00         | $617645.44         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $1256030.54        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $23480.00          | $15303.36          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $1149000.00        | $787411.66         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 5.0000%  | 0.0000% | $2751924.00        | $1925803.63        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.0000%  | 0.0000% | $55000.00          | $43100.28          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 2.5000%  | 0.0000% | $330000.00         | $222970.26         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 6.0000%  | 0.0000% | $197277.00         | $144433.44         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 4.5000%  | 0.0000% | $2498340.00        | $1929543.04        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 4.0000%  | 0.0000% | $230000.00         | $176604.45         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 2.5000%  | 0.0000% | $264165.00         | $191776.48         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.0000%  | 0.0000% | $260573.00         | $214476.48         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.0000%  | 0.0000% | $3424417.00        | $2716168.18        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 6.0000%  | 0.0000% | $1960000.00        | $1470191.41        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 5.0000%  | 0.0000% | $199991.00         | $162994.66         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 6.0000%  | 0.0000% | $1004.00           | $713.22            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $85079.78          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $6189110.00        | $5116885.88        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 5.0000%  | 0.0000% | $1396980.00        | $1120825.06        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-07-01      | 3.0000%  | 0.0000% | $3409685.00        | $2538524.33        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $613634.00         | $454105.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 5.0000%  | 0.0000% | $100000.00         | $80488.70          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-06-01      | 5.5000%  | 0.0000% | $200000.00         | $138608.14         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-04-01      | 4.5000%  | 0.0000% | $4457427.00        | $3557883.88        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-09-01      | 2.5000%  | 0.0000% | $245000.00         | $178052.53         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-09-01      | 6.0000%  | 0.0000% | $8985000.00        | $7273640.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 3.0000%  | 0.0000% | $10998.00          | $8665.64           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-08-01      | 4.0000%  | 0.0000% | $1061448.00        | $896985.88         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-01-01      | 4.0000%  | 0.0000% | $4500000.00        | $3722957.44        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 2.5000%  | 0.0000% | $2026779.00        | $1576722.78        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $5201610.00        | $4263164.13        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $2144484.00        | $2087854.65        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-01-01      | 5.5000%  | 0.0000% | $19377935.00       | $100875.50         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-11-01      | 6.5000%  | 0.0000% | $5806057.00        | $70366.84          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-10-01      | 6.5000%  | 0.0000% | $5225000.00        | $36443.34          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-11-01      | 6.5000%  | 0.0000% | $2772852.00        | $12012.34          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2039-07-01      | 4.5000%  | 0.0000% | $353000.00         | $11514.82          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-02-01      | 4.5000%  | 0.0000% | $40977792.00       | $3000530.75        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 3.0000%  | 0.0000% | $449000.00         | $139330.99         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-08-01      | 6.5000%  | 0.0000% | $4034700.00        | $30337.56          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2027-08-01      | 6.0000%  | 0.0000% | $3300000.00        | $8746.74           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2038-11-01      | 7.0000%  | 0.0000% | $277329.00         | $6835.30           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2034-09-01      | 5.5000%  | 0.0000% | $1000.00           | $19.79             | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-02-01      | 4.5000%  | 0.0000% | $115000.00         | $10009.07          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 4.5000%  | 0.0000% | $1450006.00        | $89695.57          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-03-01      | 4.0000%  | 0.0000% | $1700000.00        | $196828.84         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2039-10-01      | 5.0000%  | 0.0000% | $285000.00         | $11661.02          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-10-01      | 3.0000%  | 0.0000% | $250000.00         | $37655.90          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-06-01      | 3.0000%  | 0.0000% | $6000000.00        | $659760.03         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-12-01      | 4.0000%  | 0.0000% | $705000.00         | $88943.55          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-02-01      | 4.5000%  | 0.0000% | $663991.00         | $43970.54          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-02-01      | 3.5000%  | 0.0000% | $354437.00         | $50369.46          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-10-01      | 3.0000%  | 0.0000% | $356000.00         | $48197.55          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-01-01      | 3.5000%  | 0.0000% | $395003.00         | $55406.69          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-02-01      | 3.5000%  | 0.0000% | $1140000.00        | $147884.59         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-07-01      | 4.5000%  | 0.0000% | $5245361.00        | $418078.48         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-09-01      | 2.5000%  | 0.0000% | $87000.00          | $53228.11          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $869000.00         | $560550.51         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 3.5000%  | 0.0000% | $57000.00          | $5804.18           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-07-01      | 2.5000%  | 0.0000% | $4799999.00        | $1706860.73        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-08-01      | 2.5000%  | 0.0000% | $7216359.00        | $2720150.22        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-09-01      | 2.0000%  | 0.0000% | $73999.00          | $36205.61          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-10-01      | 2.5000%  | 0.0000% | $2630670.00        | $1232018.75        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-11-01      | 3.0000%  | 0.0000% | $348000.00         | $121722.09         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-03-01      | 2.5000%  | 0.0000% | $220000.00         | $109737.85         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 2.5000%  | 0.0000% | $471000.00         | $262454.66         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-05-01      | 2.5000%  | 0.0000% | $220208.00         | $123026.77         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 3.5000%  | 0.0000% | $20000.00          | $7979.21           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-03-01      | 6.5000%  | 0.0000% | $688606.00         | $449114.03         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-12-01      | 2.0000%  | 0.0000% | $1784784.00        | $1126728.28        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-10-01      | 5.0000%  | 0.0000% | $1695535.00        | $418423.96         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-06-01      | 4.5000%  | 0.0000% | $8000000.00        | $1138812.51        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-10-01      | 3.5000%  | 0.0000% | $100981.00         | $15858.47          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-02-01      | 4.9880%  | 0.0000% | $15298786.00       | $14867048.12       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2032-09-01      | 3.0000%  | 0.0000% | $1015891.00        | $122559.17         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2037-02-01      | 6.7470%  | 0.0000% | $49231692.00       | $1578971.43        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2035-03-01      | 4.2320%  | 0.0000% | $623945.00         | $14303.59          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2034-05-01      | 5.0000%  | 0.0000% | $6346263.00        | $172396.62         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2037-06-01      | 5.0000%  | 0.0000% | $1504391.00        | $15845.29          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-11-01      | 4.0000%  | 0.0000% | $1335000.00        | $107040.76         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-06-01      | 4.0000%  | 0.0000% | $68693.00          | $11344.57          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-06-01      | 4.0000%  | 0.0000% | $136000.00         | $18826.72          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-07-01      | 4.0000%  | 0.0000% | $1376000.00        | $254930.03         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2044-04-01      | 4.5000%  | 0.0000% | $296523.00         | $41740.88          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-03-01      | 4.5000%  | 0.0000% | $1007.00           | $276.00            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-04-01      | 5.5000%  | 0.0000% | $99657.00          | $93148.80          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2035-12-01      | 5.0000%  | 0.0000% | $179000.00         | $6742.99           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2038-09-01      | 7.0000%  | 0.0000% | $2122167.00        | $26061.66          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-09-01      | 6.5000%  | 0.0000% | $13820014.00       | $420300.28         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2041-12-01      | 5.0000%  | 0.0000% | $6185000.00        | $459855.09         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-03-01      | 3.0000%  | 0.0000% | $285000.00         | $33745.32          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-05-01      | 3.0000%  | 0.0000% | $1714410.00        | $235816.30         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-10-01      | 3.5000%  | 0.0000% | $726995.00         | $90987.87          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-12-01      | 3.5000%  | 0.0000% | $186000.00         | $45964.15          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-01-01      | 5.0000%  | 0.0000% | $1360000.00        | $119392.91         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2048-11-01      | 4.5000%  | 0.0000% | $107000.00         | $75970.45          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2037-04-01      | 2.5000%  | 0.0000% | $157000.00         | $94970.04          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-10-01      | 2.5000%  | 0.0000% | $2184000.00        | $976031.51         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-12-01      | 2.0000%  | 0.0000% | $945000.00         | $579268.83         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-01      | 3.0000%  | 0.0000% | $2696936.00        | $1488723.70        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-06-01      | 2.5000%  | 0.0000% | $33783.00          | $21789.18          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-12-01      | 3.5000%  | 0.0000% | $2302400.00        | $657918.14         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $766.31            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $500000.00         | $343108.17         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-01      | 3.0000%  | 0.0000% | $3465561.00        | $2238040.76        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $2151843.00        | $1574336.19        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $1200000.00        | $944261.31         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-06-01      | 2.5000%  | 0.0000% | $420237.00         | $293217.93         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-12-01      | 4.5000%  | 0.0000% | $360793.00         | $289511.62         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 3.5000%  | 0.0000% | $54000.00          | $41853.11          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-02-01      | 5.5000%  | 0.0000% | $34580.00          | $26259.36          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $82610.65          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $1796164.00        | $1298749.30        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-09-01      | 2.5000%  | 0.0000% | $1449314.00        | $1075938.31        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 2.5000%  | 0.0000% | $43000.00          | $30972.30          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-06-01      | 5.5000%  | 0.0000% | $200000.00         | $166968.84         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-06-01      | 5.0000%  | 0.0000% | $738480.00         | $616631.68         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-04-01      | 5.5000%  | 0.0000% | $500000.00         | $454302.50         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.5000%  | 0.0000% | $1072021.00        | $889933.97         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 4.5000%  | 0.0000% | $3377964.00        | $2948800.67        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.0000%  | 0.0000% | $35550806.00       | $32960929.56       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-10-01      | 4.5000%  | 0.0000% | $24612160.00       | $22689462.95       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $1964590.00        | $1827143.98        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-10-01      | 3.0000%  | 0.0000% | $743989.00         | $111455.18         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-02-01      | 2.5000%  | 0.0000% | $906880.00         | $223520.28         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-05-01      | 3.5000%  | 0.0000% | $2998990.00        | $674542.26         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-07-01      | 2.5000%  | 0.0000% | $17978000.00       | $6456509.61        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-08-01      | 3.5000%  | 0.0000% | $2925000.00        | $546600.27         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $626.26            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-11-01      | 2.5000%  | 0.0000% | $51000.00          | $22258.00          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-04-01      | 2.0000%  | 0.0000% | $7019472.00        | $4096845.48        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-07-01      | 2.0000%  | 0.0000% | $618568.00         | $381339.25         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-12-01      | 2.5000%  | 0.0000% | $1465680.00        | $943689.55         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-10-01      | 5.5000%  | 0.0000% | $745045.00         | $574337.43         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 5.0000%  | 0.0000% | $13689100.00       | $11209253.52       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-03-01      | 6.0000%  | 0.0000% | $1712736.00        | $1233292.67        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-01-01      | 6.5000%  | 0.0000% | $92000.00          | $55962.06          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-05-01      | 6.0000%  | 0.0000% | $1444000.00        | $1173446.45        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 4.0000%  | 0.0000% | $126000.00         | $114883.35         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 5.5000%  | 0.0000% | $465000.00         | $436034.50         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $395040.00         | $385887.08         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-09-01      | 6.0000%  | 0.0000% | $96993.00          | $81408.51          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-09-01      | 5.0000%  | 0.0000% | $676681.00         | $585488.43         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 5.5000%  | 0.0000% | $5038520.00        | $4432083.50        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2042-08-01      | 4.5000%  | 0.0000% | $880461.00         | $39877.59          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-06-01      | 4.0000%  | 0.0000% | $1973000.00        | $266135.10         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-02-01      | 7.0000%  | 0.0000% | $1002.00           | $128.71            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-10-01      | 2.5000%  | 0.0000% | $2303713.00        | $1134010.54        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-03-01      | 2.0000%  | 0.0000% | $14998000.00       | $9168081.36        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-10-01      | 2.5000%  | 0.0000% | $72358.00          | $45858.36          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $167262.00         | $96312.24          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 4.5000%  | 0.0000% | $86000.00          | $61723.58          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 6.0000%  | 0.0000% | $1106500.00        | $811898.52         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-09-01      | 5.0000%  | 0.0000% | $65195.00          | $44249.91          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-10-01      | 5.0000%  | 0.0000% | $4448440.00        | $3626773.98        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-09-01      | 5.5000%  | 0.0000% | $650369.00         | $640102.26         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 6.0000%  | 0.0000% | $1112266.00        | $985349.15         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $200000.00         | $156213.79         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $1704251.00        | $900202.31         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 5.5000%  | 0.0000% | $1026816.00        | $866078.73         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-03-01      | 6.0000%  | 0.0000% | $3646443.00        | $3040612.77        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 5.0000%  | 0.0000% | $99103.00          | $89049.48          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-07-01      | 5.5000%  | 0.0000% | $3076688.00        | $2915323.69        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 6.5000%  | 0.0000% | $12000.00          | $8049.46           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $998000.00         | $944008.87         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $1252797.00        | $1066343.24        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $1702275.00        | $1750065.73        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 7.0000%  | 0.0000% | $2653122.00        | $2443336.30        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $1505538.00        | $1166415.39        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $1178502.00        | $1187742.03        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $3306511.00        | $3344451.99        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-07-01      | 4.0000%  | 0.0000% | $1180330.00        | $1026398.28        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-05-01      | 3.0000%  | 0.0000% | $4787090.00        | $2000294.09        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-04-01      | 4.5000%  | 0.0000% | $1250430.00        | $279005.62         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-11-01      | 2.5000%  | 0.0000% | $364085.00         | $188815.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $277999.00         | $181704.57         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.0000%  | 0.0000% | $681546.00         | $456038.80         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.5000%  | 0.0000% | $23000.00          | $15946.71          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-04-01      | 2.5000%  | 0.0000% | $791560.00         | $492919.86         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.0000%  | 0.0000% | $58239.00          | $44599.81          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-06-01      | 3.0000%  | 0.0000% | $100000.00         | $72065.92          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 4.0000%  | 0.0000% | $180760.00         | $129949.06         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 5.0000%  | 0.0000% | $304002.00         | $211815.89         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 3.0000%  | 0.0000% | $2736218.00        | $2032857.77        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 4.5000%  | 0.0000% | $141000.00         | $109037.70         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-09-01      | 4.5000%  | 0.0000% | $35000.00          | $27325.84          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-11-01      | 4.0000%  | 0.0000% | $30000.00          | $19322.63          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 5.5000%  | 0.0000% | $58998.00          | $46346.42          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 6.5000%  | 0.0000% | $247830.00         | $164529.99         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 5.0000%  | 0.0000% | $1014222.00        | $826838.77         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 3.0000%  | 0.0000% | $25000.00          | $18861.89          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 5.0000%  | 0.0000% | $1294000.00        | $1045361.44        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 4.5000%  | 0.0000% | $61000.00          | $57592.94          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.0000%  | 0.0000% | $33000.00          | $31683.52          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 6.0000%  | 0.0000% | $1100518.00        | $1022577.45        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $145389.00         | $141897.73         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $144173.00         | $141358.68         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 6.5000%  | 0.0000% | $2192200.00        | $2230854.56        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-09-01      | 3.5000%  | 0.0000% | $4691933.00        | $4299507.70        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 4.5000%  | 0.0000% | $1627600.00        | $115347.72         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 4.5000%  | 0.0000% | $368000.00         | $33557.68          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 6.5000%  | 0.0000% | $2468188.00        | $2574802.78        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 6.0000%  | 0.0000% | $1168692.00        | $912063.55         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $2527000.00        | $2495739.80        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $509356.00         | $522216.28         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.5000%  | 0.0000% | $323496.00         | $336800.56         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 6.5000%  | 0.0000% | $2175903.00        | $2253766.40        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $2487334.00        | $2530310.72        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 4.5000%  | 0.0000% | $503636.00         | $488557.79         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 5.5000%  | 0.0000% | $3431561.00        | $3493870.28        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $13112084.00       | $12118828.96       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 4.5000%  | 0.0000% | $224630.00         | $218395.18         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1908243.00        | $2017069.72        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 7.0000%  | 0.0000% | $23678.00          | $25046.77          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $1522032.00        | $1524866.14        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $79587.00          | $81891.77          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 5.0000%  | 0.0000% | $1014024.00        | $1008726.99        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $299036.00         | $296168.09         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1301450.00        | $1192743.85        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.5000%  | 0.0000% | $1013542.00        | $1062313.15        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.0000%  | 0.0000% | $527677.00         | $541506.24         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $3731772.00        | $3653239.33        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.5000%  | 0.0000% | $2840523.00        | $2645721.51        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $499210.00         | $506047.24         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $2512452.00        | $2498577.15        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $7773880.00        | $7330330.98        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.0000%  | 0.0000% | $1162710.00        | $1160461.88        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.0000%  | 0.0000% | $54000.00          | $53658.71          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $4357042.00        | $4422478.10        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.06           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.5000%  | 0.0000% | $4115728.00        | $4253375.08        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $5820032.00        | $5788543.38        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1060.00           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 6.0000%  | 0.0000% | $496386.00         | $493910.73         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-07-01      | 6.5000%  | 0.0000% | $1375691.00        | $1435865.83        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-08-01      | 6.0000%  | 0.0000% | $10860248.00       | $10788848.53       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-08-01      | 6.5000%  | 0.0000% | $2619124.00        | $2721333.60        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-09-01      | 6.0000%  | 0.0000% | $297929.00         | $306360.45         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-09-01      | 6.0000%  | 0.0000% | $3885140.00        | $3990252.87        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-09-01      | 5.5000%  | 0.0000% | $29619.00          | $30137.11          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-09-01      | 6.0000%  | 0.0000% | $5094100.00        | $5242243.22        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-09-01      | 5.5000%  | 0.0000% | $23437087.00       | $23759781.84       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1798016.00        | $1682788.25        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-12-01      | 6.0000%  | 0.0000% | $7800.00           | $6019.60           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-10-01      | 6.0000%  | 0.0000% | $4879376.00        | $4481057.73        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 4.5000%  | 0.0000% | $1365340.00        | $1292312.25        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $196840.00         | $199754.79         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 4.5000%  | 0.0000% | $22742.00          | $21936.36          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-02-01      | 2.0000%  | 0.0000% | $1168728.00        | $650904.84         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $386669.00         | $232260.41         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-03-01      | 2.0000%  | 0.0000% | $1935086.00        | $1217021.38        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 4.0000%  | 0.0000% | $1301000.00        | $928998.10         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-02-01      | 3.0000%  | 0.0000% | $48941.00          | $34768.34          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-06-01      | 5.0000%  | 0.0000% | $2957312.00        | $1966974.88        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-06-01      | 4.0000%  | 0.0000% | $429135.00         | $306544.17         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $1004993.00        | $804703.20         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $283567.00         | $208335.67         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $99000.00          | $78487.95          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 6.0000%  | 0.0000% | $1916590.00        | $1517386.94        | Agency Mortgage-Backed Securities         |
| STRIPS                                   | 2034-08-15      | 0.0000%  | 0.0000% | $0.04              | $0.03              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2048-11-15      | 0.0000%  | 0.0000% | $7.00              | $2.24              | U.S. Treasuries (including strips)        |

### Security 183: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.200000%
- **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: LMRP10316115
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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   | 2052-04-01      | 2.5000%  | 0.0000% | $54000000.00       | $41042634.05       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 6.5000%  | 0.0000% | $49388710.00       | $41385047.36       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 5.5000%  | 0.0000% | $42456848.00       | $40445619.29       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $50000000.00       | $37705840.64       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $50000000.00       | $38687853.13       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2063-03-01      | 3.5000%  | 0.0000% | $49204623.00       | $39360595.96       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $50000000.00       | $42147243.27       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $41991672.00       | $40941626.86       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.0000%  | 0.0000% | $21188326.00       | $18799774.17       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-08-01      | 2.5000%  | 0.0000% | $106628344.00      | $40799130.85       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $38443795.00       | $32153211.40       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.0000%  | 0.0000% | $38314466.00       | $37669194.86       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 4.5000%  | 0.0000% | $39952000.00       | $38211159.90       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 3.5000%  | 0.0000% | $45879329.00       | $41874033.70       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.0000%  | 0.0000% | $41298360.00       | $39953571.20       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $39777191.00       | $40823463.70       | Agency Mortgage-Backed Securities |

### Security 184: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.200000%
- **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: LMRP10317335
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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 | 2051-06-20      | 5.0000%  | 0.0000% | $22238085.00       | $22324008.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $21926000.00       | $22120062.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $20205242.00       | $20315441.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $30624000.00       | $31359598.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $50000000.00       | $31829459.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.1888%  | 0.0000% | $50000000.00       | $20826140.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2888%  | 0.0000% | $50000000.00       | $23295008.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $50000000.00       | $36878454.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3388%  | 0.0000% | $100000000.00      | $43540658.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3888%  | 0.0000% | $50000000.00       | $23395965.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.4888%  | 0.0000% | $100000000.00      | $47003236.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5888%  | 0.0000% | $50000000.00       | $34565761.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $15354597.00       | $16059282.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8988%  | 0.0000% | $100000000.00      | $39391776.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8888%  | 0.0000% | $100000000.00      | $39383347.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5388%  | 0.0000% | $50000000.00       | $25778040.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5888%  | 0.0000% | $50000000.00       | $39507840.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.6388%  | 0.0000% | $39000000.00       | $31551470.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5388%  | 0.0000% | $43801095.00       | $40612041.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.2388%  | 0.0000% | $44680090.00       | $30856352.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 8.2448%  | 0.0000% | $9410448.00        | $9406053.26        | Agency Collateralized Mortgage Obligation |

### Security 185: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.150000%
- **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: LMRP10317365
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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      | 2055-10-25      | 5.0000%  | 0.0000% | $69153.00          | $56141.16          | Agency Collateralized Mortgage Obligation |
| Fannie Mae      | 2055-10-25      | 5.0000%  | 0.0000% | $1000.00           | $811.84            | Agency Collateralized Mortgage Obligation |
| Freddie Mac     | 2055-10-25      | 5.0000%  | 0.0000% | $5000000.00        | $5030818.89        | Agency Collateralized Mortgage Obligation |
| Freddie Mac     | 2055-10-25      | 6.0000%  | 0.0000% | $1309771.00        | $1310359.52        | Agency Collateralized Mortgage Obligation |
| TREASURY BILL   | 2025-10-16      | 0.0000%  | 0.0000% | $344664900.00      | $344044158.52      | U.S. Treasuries (including strips)        |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $77471100.00       | $57740585.94       | U.S. Treasuries (including strips)        |

### Security 186: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 4.200000%
- **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: LMRP10318065
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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                              | 2054-08-01      | 6.0000%  | 0.0000% | $53505908.00       | $53300039.95       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-08-01      | 3.0000%  | 0.0000% | $39912071.00       | $33285166.15       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $56276221.00       | $54972322.80       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-07-01      | 6.0000%  | 0.0000% | $84560807.00       | $61403078.32       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-11-01      | 6.5000%  | 0.0000% | $81512074.00       | $65658625.52       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-06-01      | 4.0000%  | 0.0000% | $89059784.00       | $65214180.69       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-10-01      | 2.0000%  | 0.0000% | $170668313.00      | $92442915.28       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-09-01      | 2.5000%  | 0.0000% | $121804544.00      | $54296218.28       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-01-01      | 6.0000%  | 0.0000% | $71143936.00       | $70695266.35       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-06-01      | 6.0000%  | 0.0000% | $24328626.00       | $25000000.36       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-08-01      | 5.5000%  | 0.0000% | $88726531.00       | $85235537.02       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-09-01      | 5.5000%  | 0.0000% | $7150467.00        | $7245357.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $29620.00          | $30373.27          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2028-02-29      | 1.1250%  | 0.0000% | $12566900.00       | $11855491.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2034-02-15      | 4.0000%  | 0.0000% | $33271900.00       | $33365427.31       | U.S. Treasuries (including strips) |

### Security 187: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 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: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10318075
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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      | 2.7500%  | 0.0000% | $159025500.00      | $157191685.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $147237900.00      | $148808376.25      | U.S. Treasuries (including strips) |

### Security 188: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.200000%
- **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: LMRP10318085
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, 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                               | 2053-07-01      | 5.5000%  | 0.0000% | $17216.00          | $15434.03          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-10-01      | 7.0000%  | 0.0000% | $1024.00           | $903.85            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.14           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 6.5000%  | 0.0000% | $58473300.00       | $59746882.78       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $539.80            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2044-04-01      | 6.0000%  | 0.0000% | $1001.00           | $606.23            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2044-12-01      | 6.0000%  | 0.0000% | $1006.00           | $825.41            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-04-01      | 6.5000%  | 0.0000% | $2630985.00        | $2755880.31        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-07-01      | 6.0000%  | 0.0000% | $352316.00         | $366478.11         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-06-01      | 7.0000%  | 0.0000% | $330990.00         | $349110.03         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-08-01      | 5.5000%  | 0.0000% | $3607470.00        | $3674000.52        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $814.58            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $957.34            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-07-01      | 5.5000%  | 0.0000% | $612416.00         | $587248.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1020642.00        | $270628.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $759000.00         | $63356.54          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2046-11-01      | 3.0000%  | 0.0000% | $14976000.00       | $2500128.99        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-02-01      | 7.0000%  | 0.0000% | $1622.00           | $1378.35           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-10-01      | 6.0000%  | 0.0000% | $1346208.00        | $1170335.94        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-08-01      | 5.5000%  | 0.0000% | $1193537.00        | $916229.82         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.61           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-09-01      | 5.5000%  | 0.0000% | $1686.00           | $1708.15           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2050-06-01      | 2.5000%  | 0.0000% | $18013697.00       | $6824338.83        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2051-02-01      | 2.5000%  | 0.0000% | $1059.00           | $591.43            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-09-01      | 4.5000%  | 0.0000% | $90080.00          | $68729.46          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2044-11-01      | 6.0000%  | 0.0000% | $1000.00           | $832.70            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2051-06-01      | 2.5000%  | 0.0000% | $10990000.00       | $7642392.57        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2039-03-01      | 5.4100%  | 0.0000% | $1000.00           | $719.68            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-12-01      | 3.4000%  | 0.0000% | $1000.00           | $721.40            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2032-07-01      | 3.0100%  | 0.0000% | $1014.00           | $794.54            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-11-01      | 7.0000%  | 0.0000% | $1155048.00        | $909306.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $713.31            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $39931.00          | $40428.32          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.91           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.16           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2046-11-01      | 3.0000%  | 0.0000% | $13695995.00       | $3018792.30        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-09-01      | 2.5000%  | 0.0000% | $41640385.00       | $18101322.73       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-05-01      | 3.0400%  | 0.0000% | $2000000.00        | $1938155.78        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $720.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-02-01      | 4.5000%  | 0.0000% | $923019.00         | $704902.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-04-01      | 4.2300%  | 0.0000% | $88239.00          | $88688.80          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $601.85            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $597.32            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-07-01      | 2.5000%  | 0.0000% | $291661.00         | $178752.40         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-12-01      | 2.0000%  | 0.0000% | $57936002.00       | $36021668.84       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-04-01      | 4.0000%  | 0.0000% | $59029.00          | $42716.41          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $766.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $784.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-11-01      | 5.5000%  | 0.0000% | $3956928.00        | $3294597.19        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-12-01      | 7.0000%  | 0.0000% | $5770899.00        | $4543790.60        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2048-11-01      | 3.0000%  | 0.0000% | $45553019.00       | $21537505.69       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $765.60            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $776.16            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-01-01      | 7.0000%  | 0.0000% | $49895000.00       | $40978801.98       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-15      | 2.5000%  | 0.0000% | $807393.00         | $551163.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $2000.00           | $1046.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1073386.00        | $877261.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $914680.00         | $413119.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $1012700.00        | $1074018.78        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1007998.00        | $1060054.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1087658.00        | $1025753.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1076410.00        | $511362.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4740336.00        | $3947226.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $858.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1017670.00        | $930354.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $1137722.00        | $1230895.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $3024.00           | $3249.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2075-04-20      | 6.5550%  | 0.0000% | $1000.00           | $1059.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1419061.00        | $1460291.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1037867.00        | $1068888.23        | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                          | 2047-02-15      | 0.8750%  | 0.0000% | $22376500.00       | $22159691.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2048-02-15      | 3.0000%  | 0.0000% | $300.00            | $228.03            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2048-11-15      | 3.3750%  | 0.0000% | $133500.00         | $109113.59         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2050-02-15      | 0.2500%  | 0.0000% | $900.00            | $669.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $99.25             | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2050-08-15      | 1.3750%  | 0.0000% | $2813700.00        | $1423022.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2050-11-15      | 1.6250%  | 0.0000% | $13353200.00       | $7264217.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $124.91            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $93.09             | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2055-02-15      | 4.6250%  | 0.0000% | $300.00            | $297.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2030-11-15      | 0.8750%  | 0.0000% | $226500.00         | $197241.47         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2031-01-15      | 0.1250%  | 0.0000% | $60800.00          | $70878.74          | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2031-05-15      | 1.6250%  | 0.0000% | $200.00            | $179.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2031-11-15      | 1.3750%  | 0.0000% | $132100.00         | $115108.67         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2028-11-30      | 1.5000%  | 0.0000% | $30000.00          | $28247.85          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2027-10-15      | 1.6250%  | 0.0000% | $205100.00         | $228831.56         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2027-10-15      | 1.6250%  | 0.0000% | $33637700.00       | $37529826.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2030-01-31      | 3.5000%  | 0.0000% | $106400.00         | $106166.84         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2028-04-15      | 1.2500%  | 0.0000% | $800.00            | $869.50            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2028-10-15      | 2.3750%  | 0.0000% | $649000.00         | $720231.82         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2031-08-31      | 3.7500%  | 0.0000% | $1000.00           | $999.32            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2029-10-15      | 1.6250%  | 0.0000% | $82700.00          | $87246.62          | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $103.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2035-02-15      | 4.6250%  | 0.0000% | $16500.00          | $17262.80          | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2027-02-28      | 4.1250%  | 0.0000% | $500.00            | $504.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2027-04-30      | 3.7500%  | 0.0000% | $1000.00           | $1017.18           | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2035-05-15      | 4.2500%  | 0.0000% | $3000000.00        | $3078469.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2032-07-31      | 4.0000%  | 0.0000% | $271600.00         | $274961.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2027-08-31      | 3.6250%  | 0.0000% | $91200.00          | $91484.56          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2025-10-07

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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