# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001145549-25-038814
**Filing Date:** 2025-6
**Character Count:** 460132
**Document Hash:** 0fe190d9be15df8c9e960333fbbf8011
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038814.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038814

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**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:** 251029688

**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):** 2025-05-31

**Registrant Full Name:** Master Portfolio Trust

**CIK Number of Registrant:** 0001140869

**LEI of Registrant:** 549300I1QJ6KR2C8FZ09

**Name of Series:** Government Portfolio

**LEI of Series:** 5493001CSMCYHP65OO69

**EDGAR Series Identifier:** S000025611

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

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

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

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

### Service Providers
| Role                          | Details                                                    | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Franklin Templeton Fund Adviser LLC                        | 801-66785         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Baltimore<br>State: MD |  |
| Transfer Agent                | None<br>CIK: —                                             |  |

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 31 days

- **WAL:** 117 days

- **Total Value of Portfolio Securities:** $25272143159.75

- **Amortized Cost of Portfolio Securities:** $25270870900.92

- **Cash:** $984013006.97

- **Total Other Assets:** $67944776.31

- **Total Liabilities:** $192298613.53

- **Net Assets of Series:** $26130530070.67

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $20402512033.96           | $21638284902.55            | 71.2000%                  | 75.5100%                   |
| 2025-05-02 | $20761471596.49           | $21997310356.43            | 71.2400%                  | 75.4800%                   |
| 2025-05-05 | $21411570295.74           | $22647431019.47            | 71.5200%                  | 75.6500%                   |
| 2025-05-06 | $21426088302.05           | $22684935789.56            | 71.3100%                  | 75.5000%                   |
| 2025-05-07 | $21376606731.79           | $21835469476.24            | 72.1800%                  | 73.7300%                   |
| 2025-05-08 | $20465896835.79           | $20924774837.19            | 69.2600%                  | 70.8100%                   |
| 2025-05-09 | $19946557108.52           | $20455544330.75            | 68.5800%                  | 70.3300%                   |
| 2025-05-12 | $19871450744.95           | $20457940669.95            | 68.5100%                  | 70.5300%                   |
| 2025-05-13 | $19342088416.33           | $19928623794.11            | 67.3000%                  | 69.3400%                   |
| 2025-05-14 | $19375040287.87           | $19967418248.21            | 67.3300%                  | 69.3900%                   |
| 2025-05-15 | $19729082767.71           | $20191506754.87            | 68.0300%                  | 69.6300%                   |
| 2025-05-16 | $19129789120.85           | $19392305417.65            | 67.8200%                  | 68.7500%                   |
| 2025-05-19 | $18820069272.87           | $19426816339.54            | 67.0000%                  | 69.1600%                   |
| 2025-05-20 | $18420513622.46           | $18865967432.80            | 66.5600%                  | 68.1700%                   |
| 2025-05-21 | $18369038998.70           | $18989501833.74            | 66.5700%                  | 68.8200%                   |
| 2025-05-22 | $17851577810.56           | $18472049670.31            | 65.9300%                  | 68.2200%                   |
| 2025-05-23 | $17755346490.97           | $18375854449.59            | 65.7800%                  | 68.0800%                   |
| 2025-05-27 | $18249536509.12           | $18852138492.46            | 67.0300%                  | 69.2500%                   |
| 2025-05-28 | $18229102767.26           | $18656713796.43            | 67.3000%                  | 68.8800%                   |
| 2025-05-29 | $18336097784.93           | $18763717859.94            | 67.2800%                  | 68.8500%                   |
| 2025-05-30 | $17402070110.58           | $17829717323.08            | 66.1100%                  | 67.7300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 0.0000%             |
| 2025-05-02 | 0.0000%             |
| 2025-05-05 | 0.0000%             |
| 2025-05-06 | 0.0000%             |
| 2025-05-07 | 0.0000%             |
| 2025-05-08 | 0.0000%             |
| 2025-05-09 | 0.0000%             |
| 2025-05-12 | 0.0000%             |
| 2025-05-13 | 0.0000%             |
| 2025-05-14 | 0.0000%             |
| 2025-05-15 | 0.0000%             |
| 2025-05-16 | 0.0000%             |
| 2025-05-19 | 0.0000%             |
| 2025-05-20 | 0.0000%             |
| 2025-05-21 | 0.0000%             |
| 2025-05-22 | 0.0000%             |
| 2025-05-23 | 0.0000%             |
| 2025-05-27 | 0.0000%             |
| 2025-05-28 | 0.0000%             |
| 2025-05-29 | 0.0000%             |
| 2025-05-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 0.0000                      |
|  |  |
| 2025-05-02 | 0.0000                      |
|  |  |
| 2025-05-05 | 0.0000                      |
|  |  |
| 2025-05-06 | 0.0000                      |
|  |  |
| 2025-05-07 | 0.0000                      |
|  |  |
| 2025-05-08 | 0.0000                      |
|  |  |
| 2025-05-09 | 0.0000                      |
|  |  |
| 2025-05-12 | 0.0000                      |
|  |  |
| 2025-05-13 | 0.0000                      |
|  |  |
| 2025-05-14 | 0.0000                      |
|  |  |
| 2025-05-15 | 0.0000                      |
|  |  |
| 2025-05-16 | 0.0000                      |
|  |  |
| 2025-05-19 | 0.0000                      |
|  |  |
| 2025-05-20 | 0.0000                      |
|  |  |
| 2025-05-21 | 0.0000                      |
|  |  |
| 2025-05-22 | 0.0000                      |
|  |  |
| 2025-05-23 | 0.0000                      |
|  |  |
| 2025-05-27 | 0.0000                      |
|  |  |
| 2025-05-28 | 0.0000                      |
|  |  |
| 2025-05-29 | 0.0000                      |
|  |  |
| 2025-05-30 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $26130530070.67

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2375616.44

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.0000          |
|  |  |
| 2025-05-02 | 0.0000          |
|  |  |
| 2025-05-05 | 0.0000          |
|  |  |
| 2025-05-06 | 0.0000          |
|  |  |
| 2025-05-07 | 0.0000          |
|  |  |
| 2025-05-08 | 0.0000          |
|  |  |
| 2025-05-09 | 0.0000          |
|  |  |
| 2025-05-12 | 0.0000          |
|  |  |
| 2025-05-13 | 0.0000          |
|  |  |
| 2025-05-14 | 0.0000          |
|  |  |
| 2025-05-15 | 0.0000          |
|  |  |
| 2025-05-16 | 0.0000          |
|  |  |
| 2025-05-19 | 0.0000          |
|  |  |
| 2025-05-20 | 0.0000          |
|  |  |
| 2025-05-21 | 0.0000          |
|  |  |
| 2025-05-22 | 0.0000          |
|  |  |
| 2025-05-23 | 0.0000          |
|  |  |
| 2025-05-27 | 0.0000          |
|  |  |
| 2025-05-28 | 0.0000          |
|  |  |
| 2025-05-29 | 0.0000          |
|  |  |
| 2025-05-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $0.00                     | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $0.00                   |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $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   |
|:---|:---|
| 2025-05-01 | 0.0000%           |
| 2025-05-02 | 0.0000%           |
| 2025-05-05 | 0.0000%           |
| 2025-05-06 | 0.0000%           |
| 2025-05-07 | 0.0000%           |
| 2025-05-08 | 0.0000%           |
| 2025-05-09 | 0.0000%           |
| 2025-05-12 | 0.0000%           |
| 2025-05-13 | 0.0000%           |
| 2025-05-14 | 0.0000%           |
| 2025-05-15 | 0.0000%           |
| 2025-05-16 | 0.0000%           |
| 2025-05-19 | 0.0000%           |
| 2025-05-20 | 0.0000%           |
| 2025-05-21 | 0.0000%           |
| 2025-05-22 | 0.0000%           |
| 2025-05-23 | 0.0000%           |
| 2025-05-27 | 0.0000%           |
| 2025-05-28 | 0.0000%           |
| 2025-05-29 | 0.0000%           |
| 2025-05-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: 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):** $19703865.60
- **C.18.a - Value (excl. sponsor support):** $19703865.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 2: 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):** $32081162.22
- **C.18.a - Value (excl. sponsor support):** $32081162.22
- **C.19 - Percentage of Net Assets:** 0.1200%
- **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 3: 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):** $10022253.20
- **C.18.a - Value (excl. sponsor support):** $10022253.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTE0, C.4 - ISIN: US3130AWTE00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12051281.40
- **C.18.a - Value (excl. sponsor support):** $12051281.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWWV8, C.4 - ISIN: US3130AWWV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $18197690.86
- **C.18.a - Value (excl. sponsor support):** $18197690.86
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWZJ2, C.4 - ISIN: US3130AWZJ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11056638.57
- **C.18.a - Value (excl. sponsor support):** $11056638.57
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **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):** $75029973.75
- **C.18.a - Value (excl. sponsor support):** $75029973.75
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AY5Y8, C.4 - ISIN: US3130AY5Y86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50001388.50
- **C.18.a - Value (excl. sponsor support):** $50001388.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **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):** $100041730.00
- **C.18.a - Value (excl. sponsor support):** $100041730.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **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):** $200208071.69
- **C.18.a - Value (excl. sponsor support):** $200208071.69
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYEN2, C.4 - ISIN: US3130AYEN20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100006427.00
- **C.18.a - Value (excl. sponsor support):** $100006427.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **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):** $81056472.39
- **C.18.a - Value (excl. sponsor support):** $81056472.39
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **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):** $130039566.80
- **C.18.a - Value (excl. sponsor support):** $130039566.80
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **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):** $74993394.00
- **C.18.a - Value (excl. sponsor support):** $74993394.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SB2, C.4 - ISIN: US3130B2SB26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19999816.00
- **C.18.a - Value (excl. sponsor support):** $19999816.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **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):** $63520160.62
- **C.18.a - Value (excl. sponsor support):** $63520160.62
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2ZZ1, C.4 - ISIN: US3130B2ZZ11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24999864.75
- **C.18.a - Value (excl. sponsor support):** $24999864.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-09
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **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 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **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):** $6830436.16
- **C.18.a - Value (excl. sponsor support):** $6830436.16
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **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):** $100030453.00
- **C.18.a - Value (excl. sponsor support):** $100030453.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4DQ1, C.4 - ISIN: US3130B4DQ16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39999482.40
- **C.18.a - Value (excl. sponsor support):** $39999482.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-27
- **C.13 - Final Legal Maturity Date:** 2025-06-27
- **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 4.330000%
- **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):** $100032255.00
- **C.18.a - Value (excl. sponsor support):** $100032255.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **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):** $147761646.56
- **C.18.a - Value (excl. sponsor support):** $147761646.56
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **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):** $149997159.00
- **C.18.a - Value (excl. sponsor support):** $149997159.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **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):** $147812532.29
- **C.18.a - Value (excl. sponsor support):** $147812532.29
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 25: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KW7, C.4 - ISIN: US313313KW74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18607817.00
- **C.18.a - Value (excl. sponsor support):** $18607817.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LA4, C.4 - ISIN: US313313LA46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24732687.50
- **C.18.a - Value (excl. sponsor support):** $24732687.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LE6, C.4 - ISIN: US313313LE67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19779125.00
- **C.18.a - Value (excl. sponsor support):** $19779125.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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: 313385HZ2, C.4 - ISIN: US313385HZ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $77618710.26
- **C.18.a - Value (excl. sponsor support):** $77618710.26
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **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? 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: 313385MB9, C.4 - ISIN: US313385MB96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $167490516.70
- **C.18.a - Value (excl. sponsor support):** $167490516.70
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MT0, C.4 - ISIN: US313385MT05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132938324.55
- **C.18.a - Value (excl. sponsor support):** $132938324.55
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385NA0, C.4 - ISIN: US313385NA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59035108.20
- **C.18.a - Value (excl. sponsor support):** $59035108.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131336989.10
- **C.18.a - Value (excl. sponsor support):** $131336989.10
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132543449.55
- **C.18.a - Value (excl. sponsor support):** $132543449.55
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENQ78, C.4 - ISIN: US3133ENQ788, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17015917.44
- **C.18.a - Value (excl. sponsor support):** $17015917.44
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4R3, C.4 - ISIN: US3133EP4R31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155087297.55
- **C.18.a - Value (excl. sponsor support):** $155087297.55
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5M3, C.4 - ISIN: US3133EP5M35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125014608.75
- **C.18.a - Value (excl. sponsor support):** $125014608.75
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPCF0, C.4 - ISIN: US3133EPCF00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5791113.38
- **C.18.a - Value (excl. sponsor support):** $5791113.38
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPCR4, C.4 - ISIN: US3133EPCR48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29710239.67
- **C.18.a - Value (excl. sponsor support):** $29710239.67
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **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):** $30011759.40
- **C.18.a - Value (excl. sponsor support):** $30011759.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPL45, C.4 - ISIN: US3133EPL453, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75012186.75
- **C.18.a - Value (excl. sponsor support):** $75012186.75
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM77, C.4 - ISIN: US3133EPM774, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50010651.00
- **C.18.a - Value (excl. sponsor support):** $50010651.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPMZ5, C.4 - ISIN: US3133EPMZ53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25001238.50
- **C.18.a - Value (excl. sponsor support):** $25001238.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPU45, C.4 - ISIN: US3133EPU454, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43524753.68
- **C.18.a - Value (excl. sponsor support):** $43524753.68
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVE2, C.4 - ISIN: US3133EPVE24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25024013.25
- **C.18.a - Value (excl. sponsor support):** $25024013.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 45: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVX0, C.4 - ISIN: US3133EPVX05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109998110.20
- **C.18.a - Value (excl. sponsor support):** $109998110.20
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **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 46: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWB7, C.4 - ISIN: US3133EPWB75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25005291.75
- **C.18.a - Value (excl. sponsor support):** $25005291.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: 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):** $47728312.07
- **C.18.a - Value (excl. sponsor support):** $47728312.07
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 48: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $37796124.88
- **C.18.a - Value (excl. sponsor support):** $37796124.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 49: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4Z1, C.4 - ISIN: US3133ER4Z11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999595.90
- **C.18.a - Value (excl. sponsor support):** $44999595.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40004192.00
- **C.18.a - Value (excl. sponsor support):** $40004192.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7B1, C.4 - ISIN: US3133ER7B16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32768359.21
- **C.18.a - Value (excl. sponsor support):** $32768359.21
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBC4, C.4 - ISIN: US3133ERBC44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $147542785.33
- **C.18.a - Value (excl. sponsor support):** $147542785.33
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 53: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBG5, C.4 - ISIN: US3133ERBG57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60026493.00
- **C.18.a - Value (excl. sponsor support):** $60026493.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **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 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBQ3, C.4 - ISIN: US3133ERBQ30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $87557792.00
- **C.18.a - Value (excl. sponsor support):** $87557792.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREL1, C.4 - ISIN: US3133EREL16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $369969932.12
- **C.18.a - Value (excl. sponsor support):** $369969932.12
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFG1, C.4 - ISIN: US3133ERFG12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78813357.82
- **C.18.a - Value (excl. sponsor support):** $78813357.82
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39986512.40
- **C.18.a - Value (excl. sponsor support):** $39986512.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFY2, C.4 - ISIN: US3133ERFY28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200080526.00
- **C.18.a - Value (excl. sponsor support):** $200080526.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHB0, C.4 - ISIN: US3133ERHB07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25571992.82
- **C.18.a - Value (excl. sponsor support):** $25571992.82
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15008211.15
- **C.18.a - Value (excl. sponsor support):** $15008211.15
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKY6, C.4 - ISIN: US3133ERKY62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24992334.75
- **C.18.a - Value (excl. sponsor support):** $24992334.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998225.00
- **C.18.a - Value (excl. sponsor support):** $49998225.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9287136.32
- **C.18.a - Value (excl. sponsor support):** $9287136.32
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPN5, C.4 - ISIN: US3133ERPN52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48286353.39
- **C.18.a - Value (excl. sponsor support):** $48286353.39
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPW5, C.4 - ISIN: US3133ERPW51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72019552.32
- **C.18.a - Value (excl. sponsor support):** $72019552.32
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQC8, C.4 - ISIN: US3133ERQC88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $148451013.89
- **C.18.a - Value (excl. sponsor support):** $148451013.89
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS36, C.4 - ISIN: US3133ERS363, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50000085.50
- **C.18.a - Value (excl. sponsor support):** $50000085.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSA0, C.4 - ISIN: US3133ERSA05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70011681.60
- **C.18.a - Value (excl. sponsor support):** $70011681.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **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):** $73450221.01
- **C.18.a - Value (excl. sponsor support):** $73450221.01
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **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):** $120000724.80
- **C.18.a - Value (excl. sponsor support):** $120000724.80
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **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):** $17794130.84
- **C.18.a - Value (excl. sponsor support):** $17794130.84
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **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):** $7802644.43
- **C.18.a - Value (excl. sponsor support):** $7802644.43
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX55, C.4 - ISIN: US3133ERX553, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57828533.79
- **C.18.a - Value (excl. sponsor support):** $57828533.79
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3555955.61
- **C.18.a - Value (excl. sponsor support):** $3555955.61
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7006372.59
- **C.18.a - Value (excl. sponsor support):** $7006372.59
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69936766.20
- **C.18.a - Value (excl. sponsor support):** $69936766.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAC1, C.4 - ISIN: US3133ETAC19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14999865.60
- **C.18.a - Value (excl. sponsor support):** $14999865.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCG0, C.4 - ISIN: US3133ETCG05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999925.00
- **C.18.a - Value (excl. sponsor support):** $49999925.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29999933.70
- **C.18.a - Value (excl. sponsor support):** $29999933.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETET0, C.4 - ISIN: US3133ETET08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89998457.40
- **C.18.a - Value (excl. sponsor support):** $89998457.40
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 81: 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: 3133ETFY8, C.4 - ISIN: US3133ETFY83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $84998855.05
- **C.18.a - Value (excl. sponsor support):** $84998855.05
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **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 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFZ5, C.4 - ISIN: US3133ETFZ58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999565.30
- **C.18.a - Value (excl. sponsor support):** $34999565.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **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):** $69999972.70
- **C.18.a - Value (excl. sponsor support):** $69999972.70
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJB4, C.4 - ISIN: US3133ETJB45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149678825.01
- **C.18.a - Value (excl. sponsor support):** $149678825.01
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL 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):** $57021889.46
- **C.18.a - Value (excl. sponsor support):** $57021889.46
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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 86: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GXR63, C.4 - ISIN: US3134GXR630, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $4793249.21
- **C.18.a - Value (excl. sponsor support):** $4793249.21
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.330000%
- **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):** $148322256.28
- **C.18.a - Value (excl. sponsor support):** $148322256.28
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 88: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.330000%
- **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):** $94370867.39
- **C.18.a - Value (excl. sponsor support):** $94370867.39
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 89: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.330000%
- **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):** $97470207.87
- **C.18.a - Value (excl. sponsor support):** $97470207.87
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 90: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.330000%
- **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):** $75065903.75
- **C.18.a - Value (excl. sponsor support):** $75065903.75
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 91: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.330000%
- **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):** $73049205.65
- **C.18.a - Value (excl. sponsor support):** $73049205.65
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 92: 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):** $20887775.73
- **C.18.a - Value (excl. sponsor support):** $20887775.73
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 93: 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):** $52739357.45
- **C.18.a - Value (excl. sponsor support):** $52739357.45
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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 94: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.330000%
- **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):** $75036890.25
- **C.18.a - Value (excl. sponsor support):** $75036890.25
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 95: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.330000%
- **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):** $311663756.24
- **C.18.a - Value (excl. sponsor support):** $311663756.24
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 96: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.330000%
- **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):** $85690652.97
- **C.18.a - Value (excl. sponsor support):** $85690652.97
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 97: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.330000%
- **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):** $66066240.24
- **C.18.a - Value (excl. sponsor support):** $66066240.24
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 98: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.330000%
- **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):** $301280014.15
- **C.18.a - Value (excl. sponsor support):** $301280014.15
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 99: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.330000%
- **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):** $86043176.62
- **C.18.a - Value (excl. sponsor support):** $86043176.62
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 100: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136G4W41, C.4 - ISIN: US3136G4W414, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $72934417.07
- **C.18.a - Value (excl. sponsor support):** $72934417.07
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 0.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136G4YH0, C.4 - ISIN: US3136G4YH00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $3236478.47
- **C.18.a - Value (excl. sponsor support):** $3236478.47
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.7000%
- **C.11 - Maturity Date (WAM):** 2025-07-14
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $87247567.70
- **C.18.a - Value (excl. sponsor support):** $87247567.70
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $241516570.40
- **C.18.a - Value (excl. sponsor support):** $241516570.40
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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+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 104: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NV5, C.4 - ISIN: US912797NV50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149682375.00
- **C.18.a - Value (excl. sponsor support):** $149682375.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 105: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149455174.50
- **C.18.a - Value (excl. sponsor support):** $149455174.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 106: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149489781.00
- **C.18.a - Value (excl. sponsor support):** $149489781.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 107: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QB6, C.4 - ISIN: US912797QB69, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149120755.50
- **C.18.a - Value (excl. sponsor support):** $149120755.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **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 108: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QC4, C.4 - ISIN: US912797QC43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $119195824.80
- **C.18.a - Value (excl. sponsor support):** $119195824.80
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **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 109: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QH3, C.4 - ISIN: US912797QH30, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99245215.00
- **C.18.a - Value (excl. sponsor support):** $99245215.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 110: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123649815.00
- **C.18.a - Value (excl. sponsor support):** $123649815.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828K74, C.4 - ISIN: US912828K742, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74643750.00
- **C.18.a - Value (excl. sponsor support):** $74643750.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 2.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 112: 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):** $160097636.68
- **C.18.a - Value (excl. sponsor support):** $160097636.68
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 113: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y79, C.4 - ISIN: US912828Y792, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96264403.94
- **C.18.a - Value (excl. sponsor support):** $96264403.94
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 2.8800%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 114: 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: 912828ZW3, C.4 - ISIN: US912828ZW33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $104660937.15
- **C.18.a - Value (excl. sponsor support):** $104660937.15
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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 115: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $412773863.80
- **C.18.a - Value (excl. sponsor support):** $412773863.80
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: 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):** $52611816.54
- **C.18.a - Value (excl. sponsor support):** $52611816.54
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 117: 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):** $138467929.78
- **C.18.a - Value (excl. sponsor support):** $138467929.78
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 118: 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):** $129309250.00
- **C.18.a - Value (excl. sponsor support):** $129309250.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 119: 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):** $114592591.88
- **C.18.a - Value (excl. sponsor support):** $114592591.88
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 120: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $103403726.69
- **C.18.a - Value (excl. sponsor support):** $103403726.69
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch, 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 121: 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: 91282CHL8, C.4 - ISIN: US91282CHL81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $177024199.44
- **C.18.a - Value (excl. sponsor support):** $177024199.44
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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 122: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $323323969.49
- **C.18.a - Value (excl. sponsor support):** $323323969.49
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 5.0000%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: 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):** $55129765.35
- **C.18.a - Value (excl. sponsor support):** $55129765.35
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 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):** $83503043.75
- **C.18.a - Value (excl. sponsor support):** $83503043.75
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 125: 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):** $397790632.17
- **C.18.a - Value (excl. sponsor support):** $397790632.17
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 126: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $26639329.61
- **C.18.a - Value (excl. sponsor support):** $26639329.61
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: 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):** $180994018.06
- **C.18.a - Value (excl. sponsor support):** $180994018.06
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 128: 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):** $44105187.28
- **C.18.a - Value (excl. sponsor support):** $44105187.28
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 129: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.483000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150198741.00
- **C.18.a - Value (excl. sponsor support):** $150198741.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 130: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 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: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10088385
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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? 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?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2044-02-01      | 4.5000%  | 0.0000% | $122570.00         | $7039.29           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-05-01      | 3.0000%  | 0.0000% | $1042670.00        | $777183.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-05-01      | 3.0000%  | 0.0000% | $573088.00         | $432505.62         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-09-01      | 1.5000%  | 0.0000% | $10000000.00       | $5773294.73        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.0000%  | 0.0000% | $276380.00         | $178314.72         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 3.5000%  | 0.0000% | $221000.00         | $167892.20         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 4.5000%  | 0.0000% | $26263136.00       | $22936279.42       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-02-01      | 5.0000%  | 0.0000% | $229179.00         | $28234.63          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 6.5000%  | 0.0000% | $6011568.00        | $4410460.74        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 7.5000%  | 0.0000% | $1346768.00        | $1434308.03        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 6.5000%  | 0.0000% | $100000.00         | $83415.99          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-09-01      | 3.0000%  | 0.0000% | $1834372.00        | $1544477.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-02-01      | 4.0000%  | 0.0000% | $1499980.00        | $197537.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-01-01      | 3.0000%  | 0.0000% | $2119052.00        | $44851.26          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-07-01      | 3.5000%  | 0.0000% | $39650000.00       | $4214152.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-11-01      | 5.7740%  | 0.0000% | $198265.00         | $325.35            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.0000%  | 0.0000% | $1102327.00        | $1115078.34        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $4641700.00        | $4616885.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $105000.00         | $24821.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 3.5000%  | 0.0000% | $1065996.00        | $166573.14         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 2.5000%  | 0.0000% | $115000.00         | $55725.66          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $233000.00         | $168377.01         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 2.0000%  | 0.0000% | $30062.00          | $21820.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.5000%  | 0.0000% | $70000.00          | $47543.30          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $369825.00         | $343525.37         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.0000%  | 0.0000% | $2464000.00        | $1397886.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $234000.00         | $161061.30         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 3.0000%  | 0.0000% | $100000.00         | $63388.78          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $3916000.00        | $2942202.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 6.0000%  | 0.0000% | $32782592.00       | $25586842.51       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $17000000.00       | $9391340.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $422320.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $575000.00         | $372071.55         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 4.5000%  | 0.0000% | $100000.00         | $75281.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-08-01      | 3.5000%  | 0.0000% | $100000.00         | $12259.41          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.0000%  | 0.0000% | $20000000.00       | $12784720.93       | Agency Mortgage-Backed Securities |

### Security 131: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.330000%
- **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: LMRP10133055
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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? 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?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2030-12-01      | 3.0000%  | 0.0000% | $4404984.00        | $472119.45         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-09-01      | 2.5000%  | 0.0000% | $1723466.00        | $173807.05         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-09-15      | 4.5000%  | 0.0000% | $471000.00         | $379087.07         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 2.0000%  | 0.0000% | $4476616.00        | $2793972.98        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-12-01      | 3.0000%  | 0.0000% | $34166.00          | $9120.04           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-09-01      | 2.5000%  | 0.0000% | $3300000.00        | $1616451.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 2.0000%  | 0.0000% | $10000000.00       | $6203085.37        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $4581392.00        | $3527918.03        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-06-01      | 3.0000%  | 0.0000% | $180000.00         | $75598.18          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 1.5000%  | 0.0000% | $10000000.00       | $5517161.69        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $400000.00         | $253142.85         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-03-01      | 6.0000%  | 0.0000% | $1063092.00        | $1091149.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2025-08-01      | 2.5000%  | 0.0000% | $28430061.00       | $35544.10          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 7.0000%  | 0.0000% | $93000.00          | $79533.92          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-02-01      | 4.5000%  | 0.0000% | $1986640.00        | $391515.53         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $644745.80         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 6.0000%  | 0.0000% | $226832.00         | $197567.72         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 3.0000%  | 0.0000% | $924999.00         | $579380.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 3.0000%  | 0.0000% | $18038500.00       | $11032742.36       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $25210000.00       | $24378212.77       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-03-01      | 4.0000%  | 0.0000% | $8500864.00        | $7825481.97        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $9998810.00        | $5621835.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.0000%  | 0.0000% | $20201152.00       | $12076660.04       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 3.0000%  | 0.0000% | $17401080.00       | $10264287.56       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 6.0000%  | 0.0000% | $525827.00         | $396320.58         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 7.0000%  | 0.0000% | $720209.00         | $748701.54         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.0000%  | 0.0000% | $3214324.00        | $3127131.41        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $2448791.00        | $2487725.14        | Agency Mortgage-Backed Securities |

### Security 132: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.300000%
- **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: LMRP10147465
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-06-24      | 0.0000%  | 0.0000% | $6833100.00        | $6815491.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $78.02             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $837400.00         | $618746.21         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $40635000.00       | $30205327.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $93.56             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $60.79             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $51.39             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $64398600.00       | $36545037.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $18352400.00       | $13191543.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $175.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $3370400.00        | $3309965.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $96.08             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.02             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.24             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.70             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $42690100.00       | $36589259.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $23600.00          | $19929.86          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $456400.00         | $457194.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 4.2500%  | 0.0000% | $20734200.00       | $21091667.91       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $216300.00         | $219776.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $98.79             | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-10-31      | 4.5063%  | 0.0000% | $6100.00           | $6126.71           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $2330500.00        | $2412250.33        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $1922800.00        | $1973356.79        | U.S. Treasuries (including strips) |

### Security 133: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10147475
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** No

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT BANK | 2030-07-29      | 1.2300%  | 0.0000% | $233000.00         | $201525.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2026-01-09      | 4.4950%  | 0.0000% | $194823000.00      | $196091054.31      | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2029-03-12      | 4.5200%  | 0.0000% | $3905000.00        | $3932269.92        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2028-12-18      | 4.4600%  | 0.0000% | $3356000.00        | $3430832.09        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2030-09-24      | 4.9900%  | 0.0000% | $342000.00         | $344623.25         | Agency Debentures and Agency Strips |

### Security 134: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.320000%
- **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: LMRP10147895
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-07-31      | 0.6250%  | 0.0000% | $33826900.00       | $32548701.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $180872400.00      | $171451379.43      | U.S. Treasuries (including strips) |

### Security 135: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 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: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10151175
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-09
- **C.12 - Maturity Date (WAL):** 2025-06-09
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2029-04-01      | 7.5000%  | 0.0000% | $406179.00         | $1098.55           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-05-01      | 6.5000%  | 0.0000% | $21652911.00       | $14048.86          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-01-01      | 3.5000%  | 0.0000% | $3000000.00        | $14519.26          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-02-01      | 4.5000%  | 0.0000% | $48000.00          | $5515.87           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-09-01      | 5.0000%  | 0.0000% | $30823526.00       | $13511.90          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 3.5000%  | 0.0000% | $955000.00         | $199871.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-08-01      | 2.5000%  | 0.0000% | $8225000.00        | $855456.04         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-05-01      | 7.0000%  | 0.0000% | $54428.00          | $2377.49           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $3508225.00        | $3328015.81        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.5000%  | 0.0000% | $1874611.00        | $1913137.95        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 5.0000%  | 0.0000% | $1362794.00        | $1247661.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $1176717.00        | $1171953.99        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $5274780.00        | $5123427.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.0000%  | 0.0000% | $465928.00         | $447047.71         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $1251551.00        | $1063728.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $4815813.00        | $4789773.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 5.5000%  | 0.0000% | $2354362.00        | $2338082.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 6.5000%  | 0.0000% | $962155.00         | $984348.56         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 6.0000%  | 0.0000% | $1058518.00        | $1067256.95        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 6.0000%  | 0.0000% | $1038091.00        | $1055386.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $1005627.00        | $1050097.34        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $1408811.00        | $1384202.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $1468476.00        | $1522158.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $1372523.00        | $1413377.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.0000%  | 0.0000% | $1841090.00        | $1785700.58        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 6.5000%  | 0.0000% | $356070.00         | $363372.27         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.0000%  | 0.0000% | $1045600.00        | $1013695.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.0000%  | 0.0000% | $25443135.00       | $24701538.30       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 5.0000%  | 0.0000% | $935000.00         | $241333.09         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-07-01      | 3.0000%  | 0.0000% | $340000.00         | $53519.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.5000%  | 0.0000% | $2000000.00        | $1258141.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $1958515.00        | $1389145.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $280000.00         | $143726.92         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $52944.96          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $12035335.00       | $9006320.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $300000.00         | $226470.68         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 4.5000%  | 0.0000% | $1004277.00        | $816621.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 3.5000%  | 0.0000% | $5200000.00        | $1562243.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 2.5000%  | 0.0000% | $380536.00         | $223586.67         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.5000%  | 0.0000% | $10156870.00       | $6316459.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $1499256.00        | $1036285.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-12-01      | 1.5000%  | 0.0000% | $831713.00         | $577447.05         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 6.0000%  | 0.0000% | $225240.00         | $170986.98         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $12118197.00       | $10533410.59       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 6.0000%  | 0.0000% | $487080.00         | $406228.92         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-06-01      | 6.0000%  | 0.0000% | $4984617.00        | $4166910.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-03-01      | 5.5000%  | 0.0000% | $53996624.00       | $52165316.42       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-09-01      | 3.5000%  | 0.0000% | $90000.00          | $4962.29           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 4.0000%  | 0.0000% | $5000.00           | $1844.75           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-06-01      | 2.0000%  | 0.0000% | $241267.00         | $134380.33         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $1163162.00        | $814240.08         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $49000.00          | $33753.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 4.0000%  | 0.0000% | $3131225.00        | $2015660.63        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-05-01      | 4.0000%  | 0.0000% | $115000.00         | $82552.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 4.0000%  | 0.0000% | $63162.00          | $43791.72          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.0000%  | 0.0000% | $145000.00         | $129348.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-11-01      | 5.5000%  | 0.0000% | $28450748.00       | $24765941.32       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $2418768.00        | $2342350.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 3.5000%  | 0.0000% | $11566158.00       | $10062362.45       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.5000%  | 0.0000% | $13771266.00       | $14129333.83       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 7.0000%  | 0.0000% | $1069000.00        | $8516.26           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-07-01      | 4.0000%  | 0.0000% | $365000.00         | $28611.27          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $183000.00         | $121361.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $88000.00          | $63527.40          | Agency Mortgage-Backed Securities |

### Security 136: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.320000%
- **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: LMRP10151275
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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? 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?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2048-11-01      | 4.5000%  | 0.0000% | $127899292.00      | $33571691.96       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 6.5000%  | 0.0000% | $40305674.00       | $33859673.26       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $37801969.00       | $33880458.99       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-07-01      | 3.5000%  | 0.0000% | $21965796.00       | $6638589.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-09-01      | 4.0000%  | 0.0000% | $103828923.00      | $36811153.50       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2058-05-01      | 4.0000%  | 0.0000% | $120000000.00      | $36147692.61       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $50000000.00       | $36881414.47       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $50000000.00       | $37163020.41       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $50000000.00       | $37627051.02       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.0000%  | 0.0000% | $40828776.00       | $34292771.45       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.5000%  | 0.0000% | $46682689.00       | $34407892.07       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $4584414.00        | $3900957.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $45000000.00       | $34479506.55       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $45000000.00       | $37553225.57       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.0000%  | 0.0000% | $39500000.00       | $36365155.57       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 6.5000%  | 0.0000% | $39916317.00       | $36419746.32       | Agency Mortgage-Backed Securities |

### Security 137: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 4.330000%
- **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: LMRP10170475
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2042-12-01      | 3.5000%  | 0.0000% | $149885157.00      | $19921346.33       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $19147396.00       | $17847258.90       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-11-01      | 6.0000%  | 0.0000% | $5881744.00        | $5386303.37        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-06-01      | 5.5000%  | 0.0000% | $34530304.00       | $29978481.57       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2043-03-01      | 3.5000%  | 0.0000% | $114862080.00      | $21311304.60       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2046-02-01      | 3.5000%  | 0.0000% | $99245568.00       | $20694033.18       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2042-08-01      | 3.5000%  | 0.0000% | $154603520.00      | $20810814.38       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2042-08-01      | 3.5000%  | 0.0000% | $156581659.00      | $22077378.47       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2045-09-01      | 3.5000%  | 0.0000% | $82659712.00       | $18310911.21       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2045-10-01      | 3.5000%  | 0.0000% | $144570880.00      | $22609242.33       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2046-07-01      | 3.5000%  | 0.0000% | $75394714.00       | $21628430.05       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2045-06-01      | 3.5000%  | 0.0000% | $205635584.00      | $21247125.52       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-10-01      | 5.5000%  | 0.0000% | $21942292.00       | $21741046.91       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-10-01      | 5.5000%  | 0.0000% | $295992.00         | $292786.80         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-05-01      | 5.0000%  | 0.0000% | $1991546.00        | $1938229.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $2837826.00        | $2765245.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 6.0000%  | 0.0000% | $3512872.00        | $3574408.15        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2057-01-01      | 3.5000%  | 0.0000% | $66007914.00       | $22829046.25       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-08-01      | 6.0000%  | 0.0000% | $30199850.00       | $23149464.91       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2047-08-01      | 4.0000%  | 0.0000% | $125021312.00      | $28873275.12       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2049-05-01      | 3.5000%  | 0.0000% | $174946560.00      | $33264005.24       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-09-01      | 2.5000%  | 0.0000% | $40535313.00       | $17749271.46       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-10-01      | 2.5000%  | 0.0000% | $61061760.00       | $25930921.92       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-10-01      | 2.0000%  | 0.0000% | $59769664.00       | $32427532.84       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-10-01      | 2.0000%  | 0.0000% | $34394405.00       | $18182002.63       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-04-01      | 2.0000%  | 0.0000% | $37620968.00       | $21554719.39       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-09-01      | 5.5000%  | 0.0000% | $32320536.00       | $28552123.87       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-09-01      | 6.5000%  | 0.0000% | $30608123.00       | $25656639.22       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-06-01      | 4.5000%  | 0.0000% | $24655952.00       | $21743676.87       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $22615552.00       | $20508123.03       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-07-01      | 6.0000%  | 0.0000% | $23546009.00       | $20654286.61       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-02-01      | 6.5000%  | 0.0000% | $24445319.00       | $22270230.04       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-01-01      | 7.0000%  | 0.0000% | $8700402.00        | $6809430.96        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-10-01      | 6.0000%  | 0.0000% | $11895203.00       | $11992356.44       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-03-01      | 5.5000%  | 0.0000% | $18482272.00       | $16000081.76       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $18601836.00       | $18611854.13       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $15811008.00       | $16014318.48       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $1000.00           | $969.74            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2027-09-15      | 3.3750%  | 0.0000% | $9137400.00        | $9092262.24        | U.S. Treasuries (including strips) |

### Security 138: NOMURA SECURITIES INTL INC

- **C.1 - Title:** NOMURA SECURITIES INTL 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: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: LMRP10170495
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.8300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2047-08-01      | 3.5000%  | 0.0000% | $124900.00         | $16490.21          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-07-01      | 3.5000%  | 0.0000% | $319400.00         | $38156.80          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2044-08-01      | 4.0000%  | 0.0000% | $2045000.00        | $266155.00         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-03-01      | 3.5000%  | 0.0000% | $425000.00         | $56609.42          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2048-01-01      | 3.5000%  | 0.0000% | $1162400.00        | $148267.00         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2048-07-01      | 3.5000%  | 0.0000% | $2486000.00        | $181514.51         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-01-01      | 4.5000%  | 0.0000% | $178000.00         | $166645.44         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-03-01      | 5.0000%  | 0.0000% | $413000.00         | $397201.46         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2041-07-01      | 6.0000%  | 0.0000% | $9878000.00        | $6416614.35        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.5000%  | 0.0000% | $2935000.00        | $2185723.01        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-03-01      | 2.5000%  | 0.0000% | $2238200.00        | $1547775.84        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-07-01      | 5.0000%  | 0.0000% | $8873000.00        | $7590436.76        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-03-01      | 5.5000%  | 0.0000% | $328700.00         | $315541.04         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-01      | 2.5000%  | 0.0000% | $339600.00         | $219273.08         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 3.0000%  | 0.0000% | $4300000.00        | $3067865.69        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 5.0000%  | 0.0000% | $8879300.00        | $8410032.72        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-02-01      | 6.0000%  | 0.0000% | $3687100.00        | $2756436.32        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 6.5000%  | 0.0000% | $8431800.00        | $5216916.52        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 5.0000%  | 0.0000% | $1028900.00        | $994206.16         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 5.5000%  | 0.0000% | $1555400.00        | $1531882.38        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 5.5000%  | 0.0000% | $23049600.00       | $21945961.28       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 4.5000%  | 0.0000% | $1009300.00        | $946085.66         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-10-01      | 5.0000%  | 0.0000% | $1644700.00        | $1558176.25        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 4.5000%  | 0.0000% | $8102200.00        | $7590812.06        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2041-02-01      | 1.5000%  | 0.0000% | $484900.00         | $262552.32         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 3.5000%  | 0.0000% | $809900.00         | $550530.35         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-02-01      | 4.5000%  | 0.0000% | $2754600.00        | $2610010.92        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2036-07-01      | 2.0000%  | 0.0000% | $25000.00          | $13320.72          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-05-01      | 5.5000%  | 0.0000% | $7255600.00        | $6788481.69        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-05-01      | 6.0000%  | 0.0000% | $9317200.00        | $8787756.06        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-05-01      | 6.5000%  | 0.0000% | $5569400.00        | $5246172.63        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-05-01      | 6.0000%  | 0.0000% | $1292900.00        | $1222537.06        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-02-25      | 4.0000%  | 0.0000% | $777225.00         | $377260.75         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2031-09-01      | 6.2000%  | 0.0000% | $125200.00         | $16312.02          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2036-05-01      | 7.0260%  | 0.0000% | $5601800.00        | $637091.48         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 6.5000%  | 0.0000% | $1225100.00        | $1158559.10        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-03-01      | 6.0000%  | 0.0000% | $1481900.00        | $1496448.97        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-04-01      | 5.5000%  | 0.0000% | $187800.00         | $179169.78         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 5.5000%  | 0.0000% | $1284200.00        | $1199106.31        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-06-01      | 6.0000%  | 0.0000% | $1006000.00        | $938451.22         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-10-01      | 5.0000%  | 0.0000% | $77200.00          | $72674.41          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-10-01      | 5.0000%  | 0.0000% | $4945100.00        | $4765363.35        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $4183500.00        | $4085975.02        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-07-01      | 4.5000%  | 0.0000% | $51000.00          | $10626.87          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-05-01      | 4.5000%  | 0.0000% | $18305100.00       | $5048022.11        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-11-01      | 6.5110%  | 0.0000% | $91300.00          | $12168.31          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-04-01      | 6.6840%  | 0.0000% | $75000.00          | $11998.49          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 2.6250%  | 0.0000% | $2124500.00        | $1445255.76        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-08-01      | 3.8500%  | 0.0000% | $9639900.00        | $9131842.46        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-09-01      | 3.7400%  | 0.0000% | $10904000.00       | $10318038.43       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-07-01      | 3.5000%  | 0.0000% | $1291300.00        | $440019.01         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-11-01      | 2.0000%  | 0.0000% | $972000.00         | $568761.70         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $1508100.00        | $825516.48         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.5000%  | 0.0000% | $399300.00         | $252220.63         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 5.0000%  | 0.0000% | $3908400.00        | $2989207.15        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 5.5000%  | 0.0000% | $2287700.00        | $2165106.92        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-06-01      | 6.5000%  | 0.0000% | $786500.00         | $731889.99         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-10-01      | 6.5000%  | 0.0000% | $35695900.00       | $33825525.22       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.5000%  | 0.0000% | $16883400.00       | $15153939.53       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-05-01      | 4.0000%  | 0.0000% | $1968200.00        | $1843158.72        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 4.5000%  | 0.0000% | $7807400.00        | $7457932.97        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.0000%  | 0.0000% | $13735300.00       | $13445660.68       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-11-01      | 6.0000%  | 0.0000% | $5421440.00        | $5479285.41        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-04-01      | 5.0000%  | 0.0000% | $4844700.00        | $2533357.73        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2030-07-01      | 3.0000%  | 0.0000% | $187000.00         | $30671.12          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-09-01      | 3.0000%  | 0.0000% | $26296566.00       | $14510357.90       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 5.5000%  | 0.0000% | $24122300.00       | $22894496.95       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-08-01      | 6.0000%  | 0.0000% | $808100.00         | $764224.42         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2035-07-01      | 3.0000%  | 0.0000% | $65962400.00       | $43604422.89       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 6.0000%  | 0.0000% | $3931200.00        | $3705229.64        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-03-01      | 5.0000%  | 0.0000% | $221300.00         | $206446.45         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-08-01      | 3.0000%  | 0.0000% | $484200.00         | $345776.27         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $146300.00         | $140249.95         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-01-01      | 6.0000%  | 0.0000% | $50795200.00       | $49267891.85       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $9211200.00        | $8729910.31        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $58656600.00       | $56876936.52       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 5.0000%  | 0.0000% | $1469900.00        | $1430344.13        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $29808500.00       | $28898789.28       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.0000%  | 0.0000% | $22700.00          | $22085.36          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $2235000.00        | $2151865.27        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-08-01      | 5.0000%  | 0.0000% | $7086100.00        | $6893810.02        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-02-01      | 6.5000%  | 0.0000% | $43619700.00       | $41846663.71       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-03-01      | 6.0000%  | 0.0000% | $812000.00         | $779081.86         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-04-01      | 5.5000%  | 0.0000% | $550000.00         | $511995.27         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-10-01      | 6.5000%  | 0.0000% | $24690500.00       | $23368644.94       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 5.0000%  | 0.0000% | $15794600.00       | $14822695.63       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-15      | 3.7500%  | 0.0000% | $325300.00         | $44101.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-08-20      | 4.0000%  | 0.0000% | $1135600.00        | $146559.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-04-20      | 5.5000%  | 0.0000% | $1570500.00        | $193109.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $336900.00         | $37812.91          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-11-20      | 2.5000%  | 0.0000% | $378900.00         | $50282.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-06-20      | 3.5000%  | 0.0000% | $500000.00         | $34784.47          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $315240.00         | $41505.24          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-06-20      | 6.5000%  | 0.0000% | $288400.00         | $37451.25          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $1109228.00        | $139083.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $111200.00         | $12936.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $98896972.00       | $12042778.49       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $101000.00         | $13239.85          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-02-20      | 4.0000%  | 0.0000% | $261100.00         | $31983.07          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $2859000.00        | $373639.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 5.0000%  | 0.0000% | $744600.00         | $97777.31          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $222495200.00      | $37393345.75       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $50000000.00       | $35411579.17       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $314419.00         | $162326.62         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $193458300.00      | $149672850.48      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $1000000.00        | $689011.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $50000000.00       | $35417003.00       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $829600.00         | $205248.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 5.0000%  | 0.0000% | $519800.00         | $71678.53          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-15      | 3.5000%  | 0.0000% | $1516400.00        | $196302.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $1551400.00        | $1462770.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-15      | 3.0000%  | 0.0000% | $2000000.00        | $839831.00         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $456700.00         | $147601.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $501300.00         | $202091.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1229300.00        | $166257.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1564700.00        | $1076991.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $659500.00         | $465723.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $10436900.00       | $9961626.46        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $46394800.00       | $45280409.35       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $5407000.00        | $711856.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-01-15      | 5.5900%  | 0.0000% | $3506500.00        | $3544682.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $18647690.00       | $13445540.07       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 7.5000%  | 0.0000% | $341400.00         | $43169.81          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-05-15      | 5.5400%  | 0.0000% | $3450000.00        | $3494300.55        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $29994500.00       | $21329338.87       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1055700.00        | $759663.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $1263200.00        | $1215418.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $1731600.00        | $1532946.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $11500.00          | $11036.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $35800.00          | $34354.98          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $8143000.00        | $7581327.63        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $435910.00         | $415450.41         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $8436200.00        | $8138123.50        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $4942091.00        | $4610027.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $19999100.00       | $19175045.77       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $49733600.00       | $46618020.54       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $4506286.00        | $4235204.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-06-15      | 4.0000%  | 0.0000% | $114400.00         | $13891.48          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-08-20      | 3.5000%  | 0.0000% | $4519400.00        | $846980.88         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $80600.00          | $76161.30          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-08-20      | 4.5000%  | 0.0000% | $2038500.00        | $271339.27         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $483999.00         | $342426.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $11966000.00       | $204845.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-15      | 5.8600%  | 0.0000% | $629100.00         | $83267.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-15      | 3.5000%  | 0.0000% | $448282.00         | $61735.24          | Agency Mortgage-Backed Securities         |

### Security 139: MIZUHO SECURITIES US

- **C.1 - Title:** MIZUHO SECURITIES US 4.340000%
- **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: LMRP10170505
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $92894600.00       | $86794473.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $7000300.00        | $7085736.07        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $32211600.00       | $32910060.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $25329300.00       | $26050789.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $25773800.00       | $25723554.83       | U.S. Treasuries (including strips) |

### Security 140: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10170515
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 3.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $20282300.00       | $17062484.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $42062498.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $42062498.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $42062498.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $42062498.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $50000000.00       | $43749998.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $50000000.00       | $43749998.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $50000000.00       | $43749998.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50089163.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50089163.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $8262200.00        | $8276933.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50089163.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50089163.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50089163.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48619128.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48619128.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48619128.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48619128.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48619128.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48619128.81       | U.S. Treasuries (including strips) |

### Security 141: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 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: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP10170525
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2034-05-01      | 5.0000%  | 0.0000% | $6348027.00        | $182202.37         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-11-01      | 4.0000%  | 0.0000% | $1335000.00        | $106681.52         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2044-04-01      | 4.5000%  | 0.0000% | $182973.00         | $27698.12          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2044-05-01      | 4.5000%  | 0.0000% | $4862400.00        | $233884.46         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-12-01      | 4.5000%  | 0.0000% | $1617286.00        | $112149.35         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-04-01      | 5.5000%  | 0.0000% | $99657.00          | $91837.04          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2038-09-01      | 7.0000%  | 0.0000% | $2122167.00        | $26621.00          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-09-01      | 6.5000%  | 0.0000% | $13820048.00       | $444755.80         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2038-06-01      | 4.5000%  | 0.0000% | $1080000.00        | $89622.16          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-05-01      | 3.0000%  | 0.0000% | $1714416.00        | $234880.96         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-09-01      | 3.0000%  | 0.0000% | $2000000.00        | $296582.69         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-10-01      | 3.5000%  | 0.0000% | $674994.00         | $84669.51          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-11-01      | 3.0000%  | 0.0000% | $1040000.00        | $289711.06         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-12-01      | 3.5000%  | 0.0000% | $186000.00         | $46168.32          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-01-01      | 5.0000%  | 0.0000% | $1360000.00        | $124332.24         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2048-11-01      | 4.5000%  | 0.0000% | $107000.00         | $75493.60          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2046-11-15      | 2.5000%  | 0.0000% | $2344876.00        | $1899959.12        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2037-04-01      | 2.5000%  | 0.0000% | $157000.00         | $98158.40          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-10-01      | 2.5000%  | 0.0000% | $2184000.00        | $1000089.40        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-01      | 3.0000%  | 0.0000% | $900844.00         | $485545.04         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-12-01      | 3.5000%  | 0.0000% | $2302400.00        | $663041.15         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-03-01      | 4.0000%  | 0.0000% | $4868352.00        | $994172.00         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 2.5000%  | 0.0000% | $200000.00         | $137396.22         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $500000.00         | $341093.29         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $2151843.00        | $1590417.24        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-06-01      | 2.5000%  | 0.0000% | $600000.00         | $413187.78         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-12-01      | 4.5000%  | 0.0000% | $360793.00         | $284840.05         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 3.5000%  | 0.0000% | $54000.00          | $41145.56          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-02-01      | 5.5000%  | 0.0000% | $34607.00          | $26970.81          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $83497.69          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $1796164.00        | $1343248.81        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 2.5000%  | 0.0000% | $200000.00         | $141887.82         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-06-01      | 5.5000%  | 0.0000% | $200000.00         | $176048.32         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-06-01      | 5.0000%  | 0.0000% | $738480.00         | $617336.48         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-04-01      | 5.5000%  | 0.0000% | $500000.00         | $451998.64         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-01-01      | 6.5000%  | 0.0000% | $208230.00         | $187702.96         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 5.0000%  | 0.0000% | $1273724.00        | $1140419.42        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.5000%  | 0.0000% | $1072020.00        | $996195.29         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $148388.00         | $135903.41         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $715440.00         | $662323.55         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-10-01      | 3.0000%  | 0.0000% | $710000.00         | $106011.89         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-02-01      | 2.5000%  | 0.0000% | $906880.00         | $222320.19         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-05-01      | 3.5000%  | 0.0000% | $2998990.00        | $669031.97         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1043.75           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-02-01      | 2.0000%  | 0.0000% | $1287262.00        | $706592.97         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-07-01      | 2.0000%  | 0.0000% | $1272972.00        | $768550.46         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $375000.00         | $236762.41         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-12-01      | 2.5000%  | 0.0000% | $1425706.00        | $910336.28         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 3.0000%  | 0.0000% | $105000.00         | $77415.84          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-10-01      | 5.5000%  | 0.0000% | $108361.00         | $85143.36          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-03-01      | 6.0000%  | 0.0000% | $54272.00          | $40612.33          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-08-01      | 5.5000%  | 0.0000% | $1153000.00        | $978818.65         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-08-01      | 5.0000%  | 0.0000% | $301407.00         | $281135.01         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.0000%  | 0.0000% | $772224.00         | $699959.79         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 4.0000%  | 0.0000% | $9000.00           | $8110.48           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 5.5000%  | 0.0000% | $465000.00         | $442113.32         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 5.5000%  | 0.0000% | $150000.00         | $144077.36         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.0000%  | 0.0000% | $2119336.00        | $2037340.94        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $146774.00         | $144501.21         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 7.5000%  | 0.0000% | $270649.00         | $282136.53         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-02-01      | 4.5000%  | 0.0000% | $2610758.00        | $2047787.69        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-09-01      | 5.0000%  | 0.0000% | $676681.00         | $586307.85         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 5.5000%  | 0.0000% | $829360.00         | $748248.36         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2042-08-01      | 4.5000%  | 0.0000% | $880478.00         | $39190.79          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-06-01      | 4.0000%  | 0.0000% | $1973000.00        | $259323.31         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-06-01      | 3.5000%  | 0.0000% | $3106568.00        | $1454129.52        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-10-01      | 2.5000%  | 0.0000% | $2303713.00        | $1131002.54        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-10-01      | 2.5000%  | 0.0000% | $47999.00          | $30236.74          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $167262.00         | $95903.20          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-03-01      | 2.5000%  | 0.0000% | $1438433.00        | $926326.18         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 4.5000%  | 0.0000% | $62433.00          | $43755.30          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 2.5000%  | 0.0000% | $3691672.00        | $2685367.27        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $42256.00          | $33591.43          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 6.0000%  | 0.0000% | $1106500.00        | $805869.72         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-10-01      | 5.0000%  | 0.0000% | $1656581.00        | $1553776.86        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-09-01      | 5.0000%  | 0.0000% | $65195.00          | $45644.09          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-09-01      | 5.5000%  | 0.0000% | $650369.00         | $629829.88         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 6.0000%  | 0.0000% | $1112266.00        | $976270.62         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $200000.00         | $153309.55         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 5.5000%  | 0.0000% | $647640.00         | $537325.63         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-03-01      | 6.5000%  | 0.0000% | $2197836.00        | $1784844.85        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 5.0000%  | 0.0000% | $99103.00          | $87205.61          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-07-01      | 5.5000%  | 0.0000% | $3076688.00        | $3002016.64        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-10-01      | 6.5000%  | 0.0000% | $1468732.00        | $1097719.62        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 6.5000%  | 0.0000% | $2059023.00        | $1635051.72        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 7.0000%  | 0.0000% | $1493184.00        | $1094684.07        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 6.5000%  | 0.0000% | $12000.00          | $8049.15           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-12-01      | 6.5000%  | 0.0000% | $1878727.00        | $1496556.59        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $998000.00         | $933357.20         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $1252797.00        | $1181232.55        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $1702275.00        | $1733832.60        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.0000%  | 0.0000% | $491230.00         | $497448.54         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 7.0000%  | 0.0000% | $2653122.00        | $2601255.62        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $1505538.00        | $1383539.86        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 6.5000%  | 0.0000% | $359021.00         | $370886.35         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $1178502.00        | $1170441.32        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $3306511.00        | $3293044.50        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-05-01      | 3.0000%  | 0.0000% | $4787090.00        | $1996244.20        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-11-01      | 2.5000%  | 0.0000% | $364085.00         | $187769.34         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-12-01      | 2.5000%  | 0.0000% | $1491990.00        | $785611.40         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-02-01      | 2.0000%  | 0.0000% | $1052552.00        | $579134.09         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $386669.00         | $228742.39         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-03-01      | 2.0000%  | 0.0000% | $1373070.00        | $849301.50         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 4.0000%  | 0.0000% | $1301000.00        | $933841.03         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $308000.00         | $244012.23         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $272100.00         | $202769.86         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $99000.00          | $80532.28          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-07-01      | 2.5000%  | 0.0000% | $500000.00         | $56011.72          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-06-01      | 2.5000%  | 0.0000% | $2130948.00        | $698660.05         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-06-01      | 6.0000%  | 0.0000% | $1957097.00        | $1927144.88        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 5.5000%  | 0.0000% | $1162695.00        | $1141602.73        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2029-07-01      | 5.8600%  | 0.0000% | $1000000.00        | $789692.71         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-03-01      | 7.0000%  | 0.0000% | $1220191.00        | $39281.96          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-09-01      | 4.0000%  | 0.0000% | $4246835.00        | $554572.39         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.5000%  | 0.0000% | $250000.00         | $33356.11          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.5000%  | 0.0000% | $250000.00         | $30926.43          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.0000%  | 0.0000% | $720000.00         | $51138.86          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-11-01      | 3.5000%  | 0.0000% | $6109580.00        | $686971.33         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-09-01      | 3.5000%  | 0.0000% | $734489.00         | $63800.37          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2027-06-01      | 3.0000%  | 0.0000% | $398868.00         | $12576.75          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-01-01      | 3.0000%  | 0.0000% | $225000.00         | $49931.94          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-03-01      | 2.5000%  | 0.0000% | $102916.00         | $27788.48          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-03-01      | 3.0000%  | 0.0000% | $1550000.00        | $275085.10         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-02-01      | 4.0000%  | 0.0000% | $1811630.00        | $205783.91         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-12-01      | 4.0000%  | 0.0000% | $8295000.00        | $1137959.28        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-12-01      | 3.0000%  | 0.0000% | $514000.00         | $149825.66         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-02-01      | 4.0000%  | 0.0000% | $493335.00         | $153290.51         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-06-01      | 4.0000%  | 0.0000% | $273000.00         | $50227.01          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-07-01      | 4.0000%  | 0.0000% | $280356.00         | $46424.84          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-08-01      | 3.5000%  | 0.0000% | $137000.00         | $19579.54          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-11-01      | 4.5000%  | 0.0000% | $715566.00         | $67126.59          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-06-01      | 4.5000%  | 0.0000% | $8000000.00        | $1119269.86        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-08-01      | 4.5000%  | 0.0000% | $3999600.00        | $16764.18          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-09-01      | 6.5000%  | 0.0000% | $3172547.00        | $1757513.80        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 7.5000%  | 0.0000% | $1423666.00        | $1506070.15        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 5.0000%  | 0.0000% | $53152.00          | $50823.29          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $8016.00           | $7893.89           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-10-01      | 5.0000%  | 0.0000% | $3183316.00        | $3058568.94        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $513645.00         | $509030.78         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $2575397.00        | $2617522.04        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $2018627.00        | $2012648.20        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $1389412.00        | $1183599.40        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $914.74            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $36070.00          | $37076.94          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-10-01      | 6.0000%  | 0.0000% | $7370.00           | $7524.87           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1133218.00        | $1177200.97        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 7.0000%  | 0.0000% | $1463547.00        | $1559927.60        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 7.0000%  | 0.0000% | $355048.00         | $374749.58         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-11-01      | 5.0000%  | 0.0000% | $214884.00         | $206980.02         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.5000%  | 0.0000% | $9222.00           | $8141.29           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $1091236.00        | $1081756.04        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $3435672.00        | $3409280.10        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $3306229.00        | $3357026.69        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $237770.00         | $246757.11         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $4552.00           | $4696.33           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $1408095.00        | $1428211.51        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-03-01      | 6.5000%  | 0.0000% | $23638.00          | $24850.66          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $1215999.00        | $1210037.82        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $2326417.00        | $2422643.25        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.0000%  | 0.0000% | $1121818.00        | $1089720.81        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $2399073.00        | $2455425.62        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $1425137.00        | $1452651.86        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1032746.00        | $1029844.36        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $1040695.11        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.76           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-11-01      | 4.0000%  | 0.0000% | $184943.00         | $81509.00          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-10-01      | 3.0000%  | 0.0000% | $555810.00         | $159803.05         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-11-01      | 3.0000%  | 0.0000% | $225816.00         | $44419.90          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-07-01      | 3.5000%  | 0.0000% | $640000.00         | $199992.58         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-07-01      | 5.0000%  | 0.0000% | $4161701.00        | $1266933.36        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-02-01      | 4.0000%  | 0.0000% | $77436.00          | $16468.92          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-05-01      | 3.5000%  | 0.0000% | $1110000.00        | $93294.78          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-04-01      | 4.5000%  | 0.0000% | $650000.00         | $194576.16         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 5.5000%  | 0.0000% | $368161.00         | $100335.56         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-11-01      | 5.0000%  | 0.0000% | $1043000.00        | $225919.15         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-04-01      | 6.9530%  | 0.0000% | $2104615.00        | $2141093.93        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-01-01      | 5.0000%  | 0.0000% | $2002501.00        | $607781.12         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-06-01      | 3.5000%  | 0.0000% | $425000.00         | $52785.28          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-10-01      | 3.0000%  | 0.0000% | $100000.00         | $33693.95          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $2600000.00        | $1528051.87        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $54602.81          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-03-01      | 2.5000%  | 0.0000% | $226043.00         | $141937.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 2.5900%  | 0.0000% | $1113.00           | $763.42            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 2.5000%  | 0.0000% | $200000.00         | $114002.43         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-08-01      | 2.5000%  | 0.0000% | $494379.00         | $284009.15         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-10-01      | 3.5000%  | 0.0000% | $3562453.00        | $2087454.49        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 5.0000%  | 0.0000% | $528830.00         | $443143.07         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-06-01      | 6.0000%  | 0.0000% | $1220057.00        | $1007282.63        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $1533296.00        | $1324596.77        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.5000%  | 0.0000% | $1001633.00        | $762278.07         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $213998.00         | $142767.22         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 2.5000%  | 0.0000% | $102717.00         | $70164.16          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $73000.00          | $51675.96          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.5000%  | 0.0000% | $1424393.00        | $866937.46         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 5.0000%  | 0.0000% | $700000.00         | $579992.17         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 5.0000%  | 0.0000% | $1777000.00        | $1208832.94        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.5000%  | 0.0000% | $176895.00         | $137873.72         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.5000%  | 0.0000% | $1188354.00        | $982227.57         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $132358.31         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 6.0000%  | 0.0000% | $336257.00         | $221943.12         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 6.5000%  | 0.0000% | $1175066.00        | $1196973.05        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 7.0000%  | 0.0000% | $1030418.00        | $1096537.30        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 7.0000%  | 0.0000% | $1311734.00        | $1418571.89        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 7.0000%  | 0.0000% | $1365584.00        | $1394629.61        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 6.5000%  | 0.0000% | $1134362.00        | $878833.53         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 6.0000%  | 0.0000% | $167011.00         | $163329.40         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 6.5000%  | 0.0000% | $2024909.00        | $1375297.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-02-01      | 3.5000%  | 0.0000% | $2916200.00        | $1029543.18        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-08-01      | 4.5000%  | 0.0000% | $296000.00         | $48401.16          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 5.0000%  | 0.0000% | $897776.00         | $145536.76         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-02-01      | 3.0000%  | 0.0000% | $150000.00         | $57914.40          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-09-01      | 2.0000%  | 0.0000% | $443536.00         | $234019.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-09-01      | 2.0000%  | 0.0000% | $1370000.00        | $684608.24         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-11-01      | 2.5000%  | 0.0000% | $1868465.00        | $1014138.62        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-01-01      | 4.5000%  | 0.0000% | $1167477.00        | $283243.57         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 3.0000%  | 0.0000% | $610718.00         | $380274.07         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $25432.00          | $16515.35          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $23480.00          | $15420.94          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.0000%  | 0.0000% | $2841904.00        | $1847626.47        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.0000%  | 0.0000% | $2479372.00        | $1581062.62        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $1149000.00        | $772235.96         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 5.0000%  | 0.0000% | $2751924.00        | $1914322.03        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $57600.00          | $42113.51          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-09-01      | 4.5000%  | 0.0000% | $825800.00         | $628310.65         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 5.5000%  | 0.0000% | $401006.00         | $334674.32         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 4.5000%  | 0.0000% | $340000.00         | $285718.94         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $2088676.00        | $1781898.59        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $586611.00         | $449106.18         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $14959296.00       | $12570849.92       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-11-01      | 5.5000%  | 0.0000% | $140050.00         | $126687.89         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $258000.00         | $197400.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 3.0000%  | 0.0000% | $1682256.00        | $1397139.03        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.0000%  | 0.0000% | $8002.00           | $6177.86           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 6.0000%  | 0.0000% | $163053.00         | $165342.03         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2029-09-01      | 6.0000%  | 0.0000% | $748339.00         | $38755.97          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-02-01      | 4.0000%  | 0.0000% | $2301740.00        | $746111.09         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-03-01      | 3.0000%  | 0.0000% | $2234558.00        | $905586.44         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-12-01      | 2.5000%  | 0.0000% | $283000.00         | $131433.55         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-01-01      | 4.0000%  | 0.0000% | $2151652.00        | $898349.31         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $234869.00         | $162873.70         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.5000%  | 0.0000% | $100000.00         | $66489.37          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 3.0000%  | 0.0000% | $15000.00          | $9626.00           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.0000%  | 0.0000% | $563388.00         | $349339.47         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 3.5000%  | 0.0000% | $58001.00          | $37489.66          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.5000%  | 0.0000% | $355000.00         | $240964.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $212482.00         | $136166.33         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 4.0000%  | 0.0000% | $47997.00          | $32059.75          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $75235.27          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 3.5000%  | 0.0000% | $110000.00         | $80188.04          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.0000%  | 0.0000% | $55000.00          | $42984.54          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 2.5000%  | 0.0000% | $330000.00         | $228318.81         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 6.0000%  | 0.0000% | $197277.00         | $149633.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 4.5000%  | 0.0000% | $2498340.00        | $1966053.53        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.0000%  | 0.0000% | $159572.00         | $134836.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 6.0000%  | 0.0000% | $1960000.00        | $1526903.65        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $88818.38          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $511150.00         | $420737.05         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $613634.00         | $450507.26         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 5.0000%  | 0.0000% | $100000.00         | $80945.36          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-10-01      | 5.5000%  | 0.0000% | $405052.00         | $366493.87         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-08-01      | 4.0000%  | 0.0000% | $1061448.00        | $888345.16         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 3.5000%  | 0.0000% | $1911230.00        | $1588740.46        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.0000%  | 0.0000% | $1557312.00        | $1513785.21        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $2144484.00        | $2194718.05        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-11-01      | 6.5000%  | 0.0000% | $3406052.00        | $44564.57          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-08-01      | 6.5000%  | 0.0000% | $4034700.00        | $30940.00          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 4.5000%  | 0.0000% | $1450001.00        | $91652.63          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-03-01      | 4.0000%  | 0.0000% | $1700000.00        | $200848.84         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-06-01      | 3.0000%  | 0.0000% | $6000000.00        | $702573.69         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-02-01      | 4.5000%  | 0.0000% | $663996.00         | $44023.65          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-10-01      | 3.0000%  | 0.0000% | $356000.00         | $50085.95          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-07-01      | 4.5000%  | 0.0000% | $5245374.00        | $419341.61         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-07-01      | 2.0000%  | 0.0000% | $478676.00         | $289918.46         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-09-01      | 2.0000%  | 0.0000% | $940000.00         | $580736.03         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-08-01      | 2.5000%  | 0.0000% | $7216359.00        | $2698185.45        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-03-01      | 2.0000%  | 0.0000% | $38000.00          | $21330.53          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 2.5000%  | 0.0000% | $471000.00         | $259630.24         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-05-01      | 2.0000%  | 0.0000% | $894859.00         | $526743.16         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-05-01      | 2.5000%  | 0.0000% | $220208.00         | $121924.37         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 5.5000%  | 0.0000% | $1995017.00        | $1747904.91        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-01-01      | 2.0000%  | 0.0000% | $1544482.00        | $991699.47         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $148000.00         | $96030.64          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-04-01      | 2.5000%  | 0.0000% | $791560.00         | $508576.58         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.0000%  | 0.0000% | $58239.00          | $44606.76          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.5000%  | 0.0000% | $9999.00           | $7703.90           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-06-01      | 3.0000%  | 0.0000% | $100000.00         | $70955.74          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 4.0000%  | 0.0000% | $180760.00         | $130576.41         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 3.0000%  | 0.0000% | $2821984.00        | $2070779.80        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-09-01      | 4.5000%  | 0.0000% | $18996.00          | $14830.90          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 5.5000%  | 0.0000% | $58998.00          | $47148.83          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 6.5000%  | 0.0000% | $247830.00         | $174935.39         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 3.0000%  | 0.0000% | $9000.00           | $6674.81           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 6.0000%  | 0.0000% | $434059.00         | $314302.38         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 5.0000%  | 0.0000% | $344000.00         | $279993.17         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 4.5000%  | 0.0000% | $915000.00         | $759489.82         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 4.0000%  | 0.0000% | $10000.00          | $8276.36           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-12-01      | 5.5000%  | 0.0000% | $2535124.00        | $2213108.16        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-12-01      | 6.0000%  | 0.0000% | $700000.00         | $551886.13         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-10-01      | 5.5000%  | 0.0000% | $36000.00          | $33712.53          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 7.0000%  | 0.0000% | $835409.00         | $490388.94         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 4.5000%  | 0.0000% | $61000.00          | $56830.20          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $198215.00         | $197541.99         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1626171.00        | $1609202.11        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 4.5000%  | 0.0000% | $521506.00         | $493005.70         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 4.5000%  | 0.0000% | $1627600.00        | $116963.43         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 4.5000%  | 0.0000% | $368000.00         | $34289.82          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 6.5000%  | 0.0000% | $2468188.00        | $2558441.79        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 6.0000%  | 0.0000% | $1168692.00        | $902232.21         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 7.0000%  | 0.0000% | $698649.00         | $731860.43         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $509356.00         | $516428.41         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.5000%  | 0.0000% | $323496.00         | $334312.67         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 6.0000%  | 0.0000% | $1085466.00        | $1059457.77        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $2231224.00        | $2255619.10        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 4.5000%  | 0.0000% | $503635.00         | $476724.17         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 5.5000%  | 0.0000% | $3431561.00        | $3426609.30        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $3073864.00        | $2974722.14        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 4.5000%  | 0.0000% | $161978.00         | $153307.34         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1908243.00        | $1998164.48        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 7.0000%  | 0.0000% | $23678.00          | $25034.93          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1013639.00        | $1053559.49        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $1522023.00        | $1547894.04        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $79587.00          | $80872.80          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $160032.00         | $161146.78         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 5.0000%  | 0.0000% | $1014024.00        | $986764.76         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $178671.00         | $175621.61         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1301450.00        | $1296469.39        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.5000%  | 0.0000% | $1013542.00        | $1052983.99        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.0000%  | 0.0000% | $527677.00         | $535933.51         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $3731772.00        | $3724033.34        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $360513.00         | $359909.70         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $3802516.00        | $3792323.57        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $4357042.00        | $4349280.17        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $993.45            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.14           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 5.5420%  | 0.0000% | $9181824.00        | $9273856.99        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 3.5030%  | 0.0000% | $1483636.00        | $1375202.77        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $1487500.00        | $1505446.42        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.5000%  | 0.0000% | $1018631.00        | $1061564.37        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $2452384.00        | $2436317.34        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-05-01      | 6.0000%  | 0.0000% | $770306.00         | $792155.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $597241.00         | $48165.94          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-09-20      | 5.5000%  | 0.0000% | $581655.00         | $46972.66          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $7786100.00        | $1139934.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-09-20      | 4.0000%  | 0.0000% | $2794504.00        | $161064.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-01-20      | 4.5000%  | 0.0000% | $425000.00         | $32327.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-01-20      | 3.0000%  | 0.0000% | $1590000.00        | $142227.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-20      | 4.5000%  | 0.0000% | $449522.00         | $35822.29          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $784000.00         | $63399.55          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 5.5000%  | 0.0000% | $111000.00         | $9043.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-05-20      | 5.5000%  | 0.0000% | $99000.00          | $9574.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $48314.00          | $6843.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-20      | 6.5000%  | 0.0000% | $180000.00         | $30653.81          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $9217418.00        | $1111648.88        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $1170969.00        | $96378.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $946787.00         | $103352.02         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 6.0000%  | 0.0000% | $1403000.00        | $198231.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $7672176.00        | $3893196.96        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $35999.00          | $13703.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $306832.00         | $40162.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-10-20      | 6.5000%  | 0.0000% | $62000.00          | $11067.59          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $9997360.00        | $1680192.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $253205.00         | $52396.11          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $675840.00         | $173574.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $189500.00         | $32196.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $51860.00          | $14291.04          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $859168.00         | $255915.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 6.0000%  | 0.0000% | $138000.00         | $30191.09          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $29708.00          | $20615.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 4.5000%  | 0.0000% | $1394734.00        | $837572.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $38491.00          | $20902.54          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $174860.00         | $154816.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $25000.00          | $16165.53          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1024.00           | $828.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $24145289.00       | $19662933.63       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $85498539.00       | $59056874.41       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $2671908.00        | $2056879.68        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $424201.00         | $268393.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $10000.00          | $7804.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $65316996.00       | $49827651.36       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $133043.00         | $83567.79          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $2927280.00        | $2269298.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 3.0000%  | 0.0000% | $200000.00         | $137565.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1024.00           | $814.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $4824194.00        | $3409305.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $337568.00         | $290281.30         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $676291.00         | $404712.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $11757700.00       | $7804499.24        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $2033316.00        | $1899730.77        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-15      | 4.5000%  | 0.0000% | $104388.00         | $10836.50          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $200099.00         | $10913.31          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-08-20      | 4.5000%  | 0.0000% | $1005266.00        | $791192.49         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-03-15      | 4.7400%  | 0.0000% | $3380927.00        | $3245169.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-15      | 4.0000%  | 0.0000% | $2374000.00        | $279489.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-15      | 3.0000%  | 0.0000% | $88171.00          | $40898.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $1053896.00        | $178874.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-10-20      | 6.5000%  | 0.0000% | $1179151.00        | $805246.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-09-15      | 3.5000%  | 0.0000% | $1965000.00        | $394452.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-15      | 3.5000%  | 0.0000% | $2248040.00        | $240686.24         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $605609.00         | $129784.34         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000638.00        | $1023898.23        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1157098.00        | $1135685.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $5913456.00        | $6079780.35        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $999.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $999.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1125414.00        | $1161103.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1960163.00        | $1971727.32        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1109226.00        | $1120918.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $174848.00         | $179004.98         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $611637.00         | $631755.62         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $350642.00         | $360403.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1126868.00        | $1155050.99        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $46672.00          | $49002.40          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1132504.00        | $1187130.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1024834.00        | $1059161.95        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1166172.00        | $1239533.77        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1655805.00        | $1749386.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1529702.00        | $1609775.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1118740.00        | $1123280.47        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1037056.00        | $1095035.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1313022.00        | $1325606.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $4469294.00        | $4470963.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $629474.00         | $644519.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1420354.00        | $1502451.34        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1333658.00        | $1361153.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $4015016.00        | $4110582.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $3387306.00        | $3481529.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1542262.00        | $1604812.20        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $4211272.00        | $4303748.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $467793.00         | $479998.51         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2223496.00        | $2270201.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2717346.00        | $2724869.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3978660.00        | $3984299.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $7689960.00        | $7892800.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $5726.00           | $5851.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2214484.00        | $2291734.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1270202.00        | $1217863.88        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $3658404.00        | $3586184.99        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $692000.00         | $678585.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2417547.00        | $2385452.48        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $10286592.00       | $10164162.03       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $1017.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $6369608.00        | $6522132.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1021.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $510423.00         | $524390.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $511117.00         | $521876.00         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2565632.00        | $2619459.90        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $284296.00         | $291088.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1335301.00        | $1363275.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $2223629.00        | $2315314.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $32508.00          | $33615.66          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $5055910.00        | $138701.28         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $4155000.00        | $242206.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $13433184.00       | $3847695.67        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $10173573.00       | $6912857.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $360772.00         | $276722.56         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-15      | 6.0000%  | 0.0000% | $301368.00         | $298583.14         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $61353.00          | $46708.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-02-15      | 5.0000%  | 0.0000% | $3774.00           | $63.19             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $12182257.00       | $513313.62         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $45105000.00       | $1130324.61        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $24867000.00       | $514950.94         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $1078438.00        | $104221.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-15      | 4.5000%  | 0.0000% | $9892086.00        | $264710.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $41164000.00       | $1854972.26        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.3883%  | 0.0000% | $1000.00           | $519.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6283%  | 0.0000% | $47346527.00       | $21308706.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.3783%  | 0.0000% | $56236971.00       | $48453445.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.2783%  | 0.0000% | $1000.00           | $958.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.4383%  | 0.0000% | $10422000.00       | $10190782.10       | Agency Collateralized Mortgage Obligation |
| STRIPS                                   | 2040-08-15      | 0.0000%  | 0.0000% | $1.58              | $0.73              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2041-02-15      | 0.0000%  | 0.0000% | $0.32              | $0.14              | U.S. Treasuries (including strips)        |

### Security 142: 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: LMRP10170535
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2032-04-01      | 7.0000%  | 0.0000% | $3285582.00        | $31788.30          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-06-01      | 3.5000%  | 0.0000% | $3995.00           | $358.13            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 4.0000%  | 0.0000% | $841601.00         | $795357.41         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.5000%  | 0.0000% | $6814040.00        | $5093537.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $273865000.00      | $174867219.87      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.0000%  | 0.0000% | $200000.00         | $173392.86         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.5000%  | 0.0000% | $161189888.00      | $149572951.71      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 2.5000%  | 0.0000% | $15000.00          | $11069.66          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-02-01      | 4.0000%  | 0.0000% | $28962.00          | $4321.17           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-01-01      | 2.0000%  | 0.0000% | $777038.00         | $379595.57         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.0000%  | 0.0000% | $29628704.00       | $19994133.06       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.5000%  | 0.0000% | $209993.00         | $122335.00         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 2.5000%  | 0.0000% | $5000000.00        | $3131788.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 3.0000%  | 0.0000% | $12500000.00       | $8082625.26        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-04-01      | 2.0000%  | 0.0000% | $300000.00         | $200635.03         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.0000%  | 0.0000% | $657173.00         | $628635.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-01-01      | 5.0000%  | 0.0000% | $83611387.00       | $337176.13         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 4.5000%  | 0.0000% | $1027610.00        | $31232.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-07-01      | 4.5000%  | 0.0000% | $200000.00         | $30388.93          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 4.0000%  | 0.0000% | $2742644.00        | $240213.97         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-04-01      | 3.5000%  | 0.0000% | $140000.00         | $22186.43          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.0000%  | 0.0000% | $1695090.00        | $1655802.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 6.3990%  | 0.0000% | $12009503.00       | $11964314.07       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.5000%  | 0.0000% | $100000.00         | $41280.96          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $5000000.00        | $3217977.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.0000%  | 0.0000% | $2398248.00        | $2175477.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $211000.00         | $136075.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.0000%  | 0.0000% | $25472520.00       | $17269606.03       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $463131.00         | $292604.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $2605024.00        | $2242041.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-08-01      | 4.0000%  | 0.0000% | $190000.00         | $46731.19          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.5000%  | 0.0000% | $109434.00         | $75030.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.0000%  | 0.0000% | $20000000.00       | $12624484.49       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $63145.91          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 2.0000%  | 0.0000% | $33768512.00       | $25656045.00       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 6.0000%  | 0.0000% | $7126160.00        | $205684.74         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-11-01      | 3.5000%  | 0.0000% | $205998.00         | $5076.04           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-06-01      | 3.0000%  | 0.0000% | $820789248.00      | $81366073.07       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 3.0000%  | 0.0000% | $295817.00         | $51742.47          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $3761870.00        | $3846517.09        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $39789376.00       | $38576981.42       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 4.0000%  | 0.0000% | $37288640.00       | $34799146.81       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 4.0000%  | 0.0000% | $13016432.00       | $11937219.01       | Agency Mortgage-Backed Securities |

### Security 143: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.230000%
- **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: LMRP10170555
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2040-08-01      | 4.0000%  | 0.0000% | $2669128.00        | $87584.80          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-05-01      | 4.0000%  | 0.0000% | $270000.00         | $47641.67          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-10-01      | 4.0000%  | 0.0000% | $570000.00         | $60968.32          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-06-01      | 3.0000%  | 0.0000% | $52000.00          | $16542.21          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-09-01      | 3.0000%  | 0.0000% | $65000.00          | $22126.57          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-12-01      | 3.0000%  | 0.0000% | $94000.00          | $14027.77          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 5.0000%  | 0.0000% | $60000.00          | $6348.34           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-03-01      | 3.0000%  | 0.0000% | $350000.00         | $45985.06          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-02-01      | 4.0000%  | 0.0000% | $700000.00         | $85177.16          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-07-01      | 3.0000%  | 0.0000% | $12402240.00       | $9809700.20        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 5.0000%  | 0.0000% | $15705232.00       | $15780786.38       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-05-01      | 3.0000%  | 0.0000% | $11317460.00       | $7392124.48        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-03-01      | 5.0000%  | 0.0000% | $95000.00          | $63032.76          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $89209.93          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $82133.17          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 3.0000%  | 0.0000% | $41250.00          | $32619.92          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $6097048.00        | $5267082.55        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 7.0000%  | 0.0000% | $1522000.00        | $1590166.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 7.5000%  | 0.0000% | $1137630.00        | $1222419.45        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 4.5000%  | 0.0000% | $2110720.00        | $1972087.33        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 7.0000%  | 0.0000% | $1807500.00        | $1317182.93        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-07-01      | 4.0000%  | 0.0000% | $77115648.00       | $8060016.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $3676000.00        | $3336961.01        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.0000%  | 0.0000% | $148798.00         | $149108.35         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $102820.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $1075030.00        | $1089629.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-06-01      | 6.5000%  | 0.0000% | $1276210.00        | $1080567.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.5000%  | 0.0000% | $2220232.00        | $1728352.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 6.5000%  | 0.0000% | $2972588.00        | $3051137.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $2224824.00        | $2163564.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.0000%  | 0.0000% | $3432850.00        | $3317059.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $1715584.00        | $1699599.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 7.0000%  | 0.0000% | $1774272.00        | $1700395.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 7.0000%  | 0.0000% | $1025642.00        | $1082017.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1839124.00        | $1838432.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $1020858.00        | $1070413.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1170600.00        | $1194705.38        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-12-01      | 3.5000%  | 0.0000% | $2700000.00        | $302098.07         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 4.0000%  | 0.0000% | $128000.00         | $28320.33          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 4.5000%  | 0.0000% | $3142100.00        | $337731.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-02-01      | 3.0000%  | 0.0000% | $1478556.00        | $1081481.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.0000%  | 0.0000% | $5100000.00        | $2836555.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 4.5000%  | 0.0000% | $1294514.00        | $1264959.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $1621862.00        | $1348989.69        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 4.0000%  | 0.0000% | $4214168.00        | $998674.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-11-01      | 2.5000%  | 0.0000% | $417352.00         | $249360.61         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $161937.00         | $124770.76         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $100000.00         | $73769.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.5000%  | 0.0000% | $134307328.00      | $95389862.73       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 7.0000%  | 0.0000% | $2069236.00        | $1577001.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 1.5000%  | 0.0000% | $3685000.00        | $1979665.61        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.0000%  | 0.0000% | $1207048.00        | $931157.85         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 1.5000%  | 0.0000% | $73686.00          | $54679.76          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.0000%  | 0.0000% | $19000.00          | $13897.43          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $253782.82         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-04-01      | 3.5000%  | 0.0000% | $312079360.00      | $48111180.30       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 1.5000%  | 0.0000% | $279000.00         | $147106.70         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $164170.00         | $122929.39         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.5000%  | 0.0000% | $2443728.00        | $1836415.84        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 7.0000%  | 0.0000% | $1141700.00        | $1199078.77        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $1238300.00        | $1264305.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 7.0000%  | 0.0000% | $1654500.00        | $1730141.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 7.0000%  | 0.0000% | $1429850.00        | $1506235.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 7.0000%  | 0.0000% | $6929400.00        | $7281988.33        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $5260336.00        | $5374018.87        | Agency Mortgage-Backed Securities |

### Security 144: 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: LMRP10170565
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $141926300.00      | $140420793.64      | U.S. Treasuries (including strips) |
| STRIPS          | 2026-11-15      | 0.0000%  | 0.0000% | $94430287.47       | $89079206.37       | U.S. Treasuries (including strips) |

### Security 145: HSBC BANK USA

- **C.1 - Title:** HSBC BANK USA 4.300000%
- **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: LMRP10170575
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2026-08-15      | 0.0000%  | 0.0000% | $2920000.00        | $2785402.60        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2028-11-15      | 0.0000%  | 0.0000% | $426000.00         | $372413.89         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2037-05-15      | 0.0000%  | 0.0000% | $5750400.00        | $3363638.98        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2051-02-15      | 0.0000%  | 0.0000% | $51766800.00       | $14198235.54       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2052-11-15      | 0.0000%  | 0.0000% | $5461000.00        | $1396454.15        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-05-15      | 0.0000%  | 0.0000% | $616600.00         | $592587.75         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2030-11-15      | 0.0000%  | 0.0000% | $297000.00         | $238620.49         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-05-31      | 2.8750%  | 0.0000% | $8900.00           | $9027.23           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $1122000.00        | $1064749.32        | U.S. Treasuries (including strips) |
| STRIPS          | 2035-02-15      | 0.0000%  | 0.0000% | $49071882.24       | $31529911.14       | U.S. Treasuries (including strips) |
| STRIPS          | 2027-11-15      | 0.0000%  | 0.0000% | $3952107.52        | $3586284.64        | U.S. Treasuries (including strips) |
| STRIPS          | 2031-02-15      | 0.0000%  | 0.0000% | $4833115.58        | $3806363.67        | U.S. Treasuries (including strips) |
| STRIPS          | 2045-02-15      | 0.0000%  | 0.0000% | $23871078.40       | $8579981.71        | U.S. Treasuries (including strips) |
| STRIPS          | 2049-11-15      | 0.0000%  | 0.0000% | $14485800.00       | $4093860.91        | U.S. Treasuries (including strips) |
| STRIPS          | 2055-02-15      | 0.0000%  | 0.0000% | $3917732.00        | $909881.50         | U.S. Treasuries (including strips) |

### Security 146: HSBC BANK USA

- **C.1 - Title:** HSBC BANK USA 4.300000%
- **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: LMRP10170585
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-01-22      | 0.0000%  | 0.0000% | $8900.00           | $8667.45           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-18      | 0.0000%  | 0.0000% | $991700.00         | $979204.58         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2043-05-15      | 0.0000%  | 0.0000% | $200.00            | $81.62             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-05-15      | 0.0000%  | 0.0000% | $17200.00          | $5106.16           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2040-08-15      | 0.0000%  | 0.0000% | $7000.00           | $3347.79           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2051-02-15      | 0.0000%  | 0.0000% | $10000.00          | $2742.73           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2041-05-15      | 0.0000%  | 0.0000% | $3000.00           | $1375.24           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $23206400.00       | $24020444.61       | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | 0.0000%  | 0.0000% | $2703.36           | $1554.32           | U.S. Treasuries (including strips) |
| STRIPS          | 2051-11-15      | 0.0000%  | 0.0000% | $446.92            | $115.56            | U.S. Treasuries (including strips) |
| STRIPS          | 2039-02-15      | 0.0000%  | 0.0000% | $81.92             | $41.73             | U.S. Treasuries (including strips) |
| STRIPS          | 2052-08-15      | 0.0000%  | 0.0000% | $471.04            | $118.63            | U.S. Treasuries (including strips) |
| STRIPS          | 2039-08-15      | 0.0000%  | 0.0000% | $409.60            | $202.14            | U.S. Treasuries (including strips) |
| STRIPS          | 2053-08-15      | 0.0000%  | 0.0000% | $5.12              | $1.25              | U.S. Treasuries (including strips) |
| STRIPS          | 2053-11-15      | 0.0000%  | 0.0000% | $64.00             | $15.45             | U.S. Treasuries (including strips) |
| STRIPS          | 2040-11-15      | 0.0000%  | 0.0000% | $1395.20           | $638.49            | U.S. Treasuries (including strips) |
| STRIPS          | 2042-08-15      | 0.0000%  | 0.0000% | $61.44             | $25.41             | U.S. Treasuries (including strips) |
| STRIPS          | 2043-05-15      | 0.0000%  | 0.0000% | $51.20             | $20.27             | U.S. Treasuries (including strips) |
| STRIPS          | 2044-05-15      | 0.0000%  | 0.0000% | $1581836.80        | $591632.27         | U.S. Treasuries (including strips) |
| STRIPS          | 2046-02-15      | 0.0000%  | 0.0000% | $122.88            | $41.99             | U.S. Treasuries (including strips) |
| STRIPS          | 2048-02-15      | 0.0000%  | 0.0000% | $16189603.84       | $4995156.56        | U.S. Treasuries (including strips) |
| STRIPS          | 2048-08-15      | 0.0000%  | 0.0000% | $133.12            | $40.05             | U.S. Treasuries (including strips) |
| STRIPS          | 2049-11-15      | 0.0000%  | 0.0000% | $800.00            | $226.09            | U.S. Treasuries (including strips) |
| STRIPS          | 2050-02-15      | 0.0000%  | 0.0000% | $163.84            | $45.86             | U.S. Treasuries (including strips) |
| STRIPS          | 2055-02-15      | 0.0000%  | 0.0000% | $20.00             | $4.64              | U.S. Treasuries (including strips) |
| STRIPS          | 2055-05-15      | 0.0000%  | 0.0000% | $498.00            | $115.12            | U.S. Treasuries (including strips) |

### Security 147: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 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: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10171245
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 3.2500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2032-02-01      | 6.5000%  | 0.0000% | $1497530.00        | $66350.51          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-11-01      | 6.0000%  | 0.0000% | $6063056.00        | $21363.79          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-05-01      | 4.0000%  | 0.0000% | $1208385.00        | $69493.97          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-11-01      | 4.5000%  | 0.0000% | $100000.00         | $9122.75           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-08-01      | 3.0000%  | 0.0000% | $30000.00          | $917.39            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-06-01      | 7.0000%  | 0.0000% | $42000.00          | $6449.49           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-01-01      | 6.0000%  | 0.0000% | $357675.00         | $945.85            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-08-01      | 5.5000%  | 0.0000% | $500000.00         | $2906.70           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-09-01      | 6.0000%  | 0.0000% | $4626681.00        | $30837.04          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-10-01      | 4.5000%  | 0.0000% | $73696.00          | $1941.51           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-12-01      | 6.5000%  | 0.0000% | $241723.00         | $6046.46           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-09-01      | 3.0000%  | 0.0000% | $780000.00         | $121810.34         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-12-01      | 3.5000%  | 0.0000% | $150000.00         | $21222.68          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 4.0000%  | 0.0000% | $571000.00         | $2386.06           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-06-01      | 5.0000%  | 0.0000% | $28918125.00       | $854.32            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-05-01      | 3.0000%  | 0.0000% | $4790000.00        | $520059.07         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-04-01      | 2.5000%  | 0.0000% | $2530000.00        | $441842.75         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-03-01      | 4.5000%  | 0.0000% | $370000.00         | $41915.29          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-09-01      | 5.0000%  | 0.0000% | $513598.00         | $819.44            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-04-01      | 4.5000%  | 0.0000% | $21798000.00       | $3595407.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-09-01      | 6.0000%  | 0.0000% | $13181606.00       | $12146782.97       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 4.5000%  | 0.0000% | $7309934.00        | $7134038.72        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-06-01      | 2.0000%  | 0.0000% | $870000.00         | $302080.48         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-07-01      | 2.5000%  | 0.0000% | $5897000.00        | $2948482.94        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-10-01      | 2.0000%  | 0.0000% | $3523030.00        | $2058480.96        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $609.59            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-04-01      | 5.5000%  | 0.0000% | $26000.00          | $16627.74          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-04-01      | 6.0000%  | 0.0000% | $8869731.00        | $5923897.37        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-12-01      | 4.0000%  | 0.0000% | $42008833.00       | $38319373.11       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-03-01      | 6.0000%  | 0.0000% | $36818284.00       | $33341068.93       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-12-01      | 2.0000%  | 0.0000% | $100000.00         | $63641.35          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 5.0000%  | 0.0000% | $1976921.00        | $223353.52         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-04-01      | 2.5000%  | 0.0000% | $11522168.00       | $6529069.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 4.5000%  | 0.0000% | $1600000.00        | $1298673.03        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-01-01      | 4.5000%  | 0.0000% | $65000.00          | $42204.78          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $1012911.00        | $805942.30         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.0000%  | 0.0000% | $1411000.00        | $1063161.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $54600.00          | $40973.89          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $200000.00         | $166995.38         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.0000%  | 0.0000% | $126000.00         | $91436.12          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.5000%  | 0.0000% | $2002000.00        | $1899772.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 3.0000%  | 0.0000% | $11282893.00       | $9216331.45        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 3.0000%  | 0.0000% | $47000.00          | $7017.69           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 7.0000%  | 0.0000% | $60659651.00       | $59910965.49       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 2.5000%  | 0.0000% | $12265500.00       | $5803444.77        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-06-01      | 2.5000%  | 0.0000% | $54000.00          | $31285.12          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 3.0000%  | 0.0000% | $24723925.00       | $18228794.92       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.5000%  | 0.0000% | $435000.00         | $288470.40         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.0000%  | 0.0000% | $38574301.00       | $30307401.31       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 3.5000%  | 0.0000% | $5000.00           | $3969.90           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 5.0000%  | 0.0000% | $63000.00          | $56978.25          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.0000%  | 0.0000% | $620000.00         | $507303.15         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 5.5000%  | 0.0000% | $379950560.00      | $339596160.49      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $100392094.00      | $100107565.62      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.5000%  | 0.0000% | $3889000.00        | $3284928.40        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 5.5000%  | 0.0000% | $6201082.00        | $5549002.01        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-02-01      | 3.0000%  | 0.0000% | $115500.00         | $61842.47          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-11-01      | 2.5000%  | 0.0000% | $13434795.00       | $7023626.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-11-01      | 2.0000%  | 0.0000% | $1802796.00        | $987474.85         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-04-01      | 1.5000%  | 0.0000% | $171426.00         | $92795.64          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 2.5000%  | 0.0000% | $100000.00         | $57805.80          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 2.0000%  | 0.0000% | $1500000.00        | $920808.26         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $245000.00         | $139994.46         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $8279672.00        | $5687602.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 6.0000%  | 0.0000% | $50187.00          | $25892.83          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.5000%  | 0.0000% | $2180095.00        | $1879349.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.5000%  | 0.0000% | $4000.00           | $3632.77           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 6.0000%  | 0.0000% | $1119329.00        | $1034659.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $1157878.00        | $1141178.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-10-01      | 2.0000%  | 0.0000% | $55000.00          | $32140.27          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-09-01      | 2.5000%  | 0.0000% | $9177664.00        | $4436982.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 2.5000%  | 0.0000% | $442794.00         | $260426.05         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 1.5000%  | 0.0000% | $750000.00         | $401264.67         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 2.5000%  | 0.0000% | $200000.00         | $104387.95         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $9600624.00        | $6528875.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $72212.00          | $56622.29          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 2.5000%  | 0.0000% | $2100000.00        | $1477637.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.0000%  | 0.0000% | $175000.00         | $138594.07         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 4.5000%  | 0.0000% | $349937.00         | $302565.07         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-09-01      | 3.5000%  | 0.0000% | $8000.00           | $5535.72           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $785137.59         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $545000.00         | $494734.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 6.5000%  | 0.0000% | $5168071.00        | $4902218.77        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-12-01      | 2.0000%  | 0.0000% | $26000.00          | $9000.79           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 6.0000%  | 0.0000% | $1000723.00        | $799043.75         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 5.0000%  | 0.0000% | $108261.00         | $99908.84          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 4.5000%  | 0.0000% | $270341.00         | $252347.60         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-05-01      | 2.5000%  | 0.0000% | $1291733.00        | $845448.79         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-10-01      | 6.0000%  | 0.0000% | $515086.00         | $276505.16         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-04-01      | 4.0000%  | 0.0000% | $121967.00         | $85546.50          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-07-01      | 5.5000%  | 0.0000% | $1100323.00        | $887158.15         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-07-01      | 6.0000%  | 0.0000% | $1081746.00        | $898605.42         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-08-01      | 6.0000%  | 0.0000% | $1071600.00        | $851294.59         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 5.0000%  | 0.0000% | $5129514.00        | $5125214.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 5.5000%  | 0.0000% | $2575650.00        | $2624107.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-11-01      | 3.5000%  | 0.0000% | $2739803.00        | $2101943.49        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-12-01      | 5.0000%  | 0.0000% | $1715396.00        | $1689056.39        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-12-01      | 5.5000%  | 0.0000% | $1621750.00        | $1624606.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 5.0000%  | 0.0000% | $1015724.00        | $964467.21         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 4.0000%  | 0.0000% | $9372609.00        | $8823114.73        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 5.0000%  | 0.0000% | $1612355.00        | $1572950.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 6.0000%  | 0.0000% | $1112279.00        | $1132867.79        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-03-01      | 5.0000%  | 0.0000% | $3016680.00        | $2862707.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $1186102.00        | $1177892.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $1849527.00        | $1784091.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $2643243.00        | $2318353.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.5000%  | 0.0000% | $1037005.00        | $1076512.73        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $1113818.00        | $1125701.06        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.0000%  | 0.0000% | $1103424.00        | $1131617.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.5000%  | 0.0000% | $1090224.00        | $1133279.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.5000%  | 0.0000% | $1148670.00        | $1197687.06        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.0000%  | 0.0000% | $2412601.00        | $2337811.16        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.5000%  | 0.0000% | $1101846.00        | $1142198.77        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.5000%  | 0.0000% | $551648.00         | $545721.62         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $3988071.00        | $4089523.33        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $1861605.00        | $1893755.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $1349425.00        | $1373170.13        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $2828570.00        | $2877749.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1052460.00        | $1099279.52        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $6455482.00        | $6574383.53        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.0000%  | 0.0000% | $1223642.00        | $1190680.48        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $2162910.00        | $2262968.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $51797.00          | $51457.65          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1580450.00        | $1640780.69        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $1139965.00        | $1165876.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $16799008.00       | $16688950.24       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.0000%  | 0.0000% | $3074098.00        | $2818684.17        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.5000%  | 0.0000% | $39095.00          | $38483.01          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $8529225.00        | $7032372.59        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 6.5000%  | 0.0000% | $1914000.00        | $1886868.69        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 5.5000%  | 0.0000% | $4500000.00        | $4189052.23        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 5.0000%  | 0.0000% | $4124120.00        | $3845071.35        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 3.5000%  | 0.0000% | $27721904.00       | $26521363.81       | Agency Mortgage-Backed Securities |

### Security 148: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.340000%
- **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: LMRP10171255
- **C.18 - Value (incl. sponsor support):** $155143000.00
- **C.18.a - Value (excl. sponsor support):** $155143000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $35532100.00       | $32957789.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $33925600.00       | $34018002.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $90907100.00       | $91270071.32       | U.S. Treasuries (including strips) |

### Security 149: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: LMRP10171265
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-07-31      | 0.6250%  | 0.0000% | $4140300.00        | $3983852.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $166998200.00      | $168462635.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $3961000.00        | $4081613.96        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $1325200.00        | $1370696.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $589000.00         | $601257.38         | U.S. Treasuries (including strips) |

### Security 150: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 4.340000%
- **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: LMRP10171275
- **C.18 - Value (incl. sponsor support):** $948475000.00
- **C.18.a - Value (excl. sponsor support):** $948475000.00
- **C.19 - Percentage of Net Assets:** 3.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $895978500.00      | $636546473.80      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 0.0000%  | 0.0000% | $150000000.00      | $128453550.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $208477400.00      | $202444616.50      | U.S. Treasuries (including strips) |

### Security 151: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP10171285
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2039-11-15      | 0.0000%  | 0.0000% | $1551500.00        | $776015.31         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2042-11-15      | 0.0000%  | 0.0000% | $30357000.00       | $12691381.35       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2043-05-15      | 0.0000%  | 0.0000% | $12225300.00       | $4972176.21        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-11-15      | 0.0000%  | 0.0000% | $1989800.00        | $488854.06         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $1600.00           | $1573.71           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $132.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.6250%  | 0.0000% | $8998300.00        | $8756131.96        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 0.3750%  | 0.0000% | $65711700.00       | $64331548.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $96.01             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $5249900.00        | $5807857.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-15      | 3.7500%  | 0.0000% | $22597100.00       | $22607486.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $1000.00           | $1034.73           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $45368000.00       | $45676206.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $32849600.00       | $32761186.39       | U.S. Treasuries (including strips) |
| STRIPS          | 2032-02-15      | 0.0000%  | 0.0000% | $3172350.44        | $2375665.38        | U.S. Treasuries (including strips) |
| STRIPS          | 2030-05-15      | 0.0000%  | 0.0000% | $3352349.00        | $2732442.68        | U.S. Treasuries (including strips) |
| STRIPS          | 2038-02-15      | 0.0000%  | 0.0000% | $81.92             | $44.11             | U.S. Treasuries (including strips) |
| STRIPS          | 2037-11-15      | 0.0000%  | 0.0000% | $7.11              | $3.90              | U.S. Treasuries (including strips) |
| STRIPS          | 2044-02-15      | 0.0000%  | 0.0000% | $53434.88          | $20168.25          | U.S. Treasuries (including strips) |
| STRIPS          | 2045-08-15      | 0.0000%  | 0.0000% | $12.42             | $4.33              | U.S. Treasuries (including strips) |

### Security 152: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10172445
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2041-02-01      | 5.0000%  | 0.0000% | $131808.00         | $5190.63           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-03-01      | 4.0000%  | 0.0000% | $72000.00          | $196.33            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-05-01      | 4.0000%  | 0.0000% | $150000.00         | $2295.94           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 4.0000%  | 0.0000% | $41000.00          | $4342.26           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-11-01      | 4.5000%  | 0.0000% | $400000.00         | $5000.05           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-10-01      | 4.0000%  | 0.0000% | $85000.00          | $2233.84           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-01-01      | 5.0000%  | 0.0000% | $687000.00         | $8524.61           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 4.5000%  | 0.0000% | $109999.00         | $181.78            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-05-01      | 4.0000%  | 0.0000% | $3000.00           | $6.79              | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-06-01      | 4.0000%  | 0.0000% | $79000.00          | $16577.70          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-03-01      | 5.0000%  | 0.0000% | $1399000.00        | $277615.61         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-07-01      | 3.0000%  | 0.0000% | $635557.00         | $417750.21         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-08-01      | 5.5000%  | 0.0000% | $21000.00          | $16399.62          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 3.5000%  | 0.0000% | $40000.00          | $20940.92          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-01-01      | 3.0000%  | 0.0000% | $300000.00         | $209579.20         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 7.0000%  | 0.0000% | $30532000.00       | $27226317.32       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $13510624.00       | $13086575.28       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 2.5000%  | 0.0000% | $3016000.00        | $1077129.12        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 3.0000%  | 0.0000% | $1868000.00        | $1157652.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $454000.00         | $347588.18         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 5.5000%  | 0.0000% | $11301740.00       | $9953974.29        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.0000%  | 0.0000% | $12000.00          | $10442.20          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-01-01      | 3.0000%  | 0.0000% | $375000.00         | $90089.59          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-02-01      | 5.0000%  | 0.0000% | $2425144.00        | $656545.90         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.0000%  | 0.0000% | $5000.00           | $3961.08           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 5.0000%  | 0.0000% | $400000.00         | $310129.37         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-01-01      | 4.5000%  | 0.0000% | $90000.00          | $15948.59          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $305000.00         | $235495.13         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 3.5000%  | 0.0000% | $20000.00          | $15080.19          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-05-01      | 6.5000%  | 0.0000% | $393213.00         | $27.02             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-03-01      | 4.0000%  | 0.0000% | $46000.00          | $111.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-04-01      | 4.0000%  | 0.0000% | $10000.00          | $47.02             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $37.98             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-05-01      | 5.0000%  | 0.0000% | $200000.00         | $20011.68          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-09-01      | 4.5000%  | 0.0000% | $48000.00          | $87.43             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-01-01      | 4.5000%  | 0.0000% | $65536.00          | $25.58             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-03-01      | 4.0000%  | 0.0000% | $2675000.00        | $232214.09         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-06-01      | 4.0000%  | 0.0000% | $4278840.00        | $4609.87           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-01-01      | 2.5000%  | 0.0000% | $257000.00         | $45664.78          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-07-01      | 3.5000%  | 0.0000% | $3000.00           | $126.65            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.0000%  | 0.0000% | $1140000.00        | $173542.84         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-01-01      | 4.5000%  | 0.0000% | $1700000.00        | $274240.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-06-01      | 3.0000%  | 0.0000% | $800000.00         | $201655.61         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-05-01      | 3.0000%  | 0.0000% | $1531350.00        | $215129.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 4.0000%  | 0.0000% | $500000.00         | $44516.59          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-07-01      | 2.5000%  | 0.0000% | $3000.00           | $182.53            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-10-01      | 4.0000%  | 0.0000% | $312831.00         | $29272.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-06-01      | 3.5000%  | 0.0000% | $20000.00          | $384.31            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-05-01      | 4.0000%  | 0.0000% | $17000.00          | $452.18            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-06-01      | 5.0000%  | 0.0000% | $14877280.00       | $150830.16         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-10-01      | 5.5000%  | 0.0000% | $400000.00         | $3396.02           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.0000%  | 0.0000% | $3408688.00        | $2443532.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $82000.00          | $67304.39          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 5.5000%  | 0.0000% | $2005728.00        | $1546728.25        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.0000%  | 0.0000% | $5164000.00        | $4679377.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $1315681.00        | $1336003.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-12-01      | 3.5000%  | 0.0000% | $420549.00         | $50295.99          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-08-01      | 3.0000%  | 0.0000% | $12000.00          | $3264.27           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 3.5000%  | 0.0000% | $300000.00         | $40224.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 5.0000%  | 0.0000% | $2500000.00        | $445633.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-08-01      | 3.0000%  | 0.0000% | $120000.00         | $41972.90          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 2.5000%  | 0.0000% | $67050.00          | $39482.24          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 2.5000%  | 0.0000% | $20517760.00       | $13736468.52       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $4745000.00        | $2854461.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.0000%  | 0.0000% | $15432080.00       | $9453069.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $72000.00          | $55808.41          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.0000%  | 0.0000% | $200000.00         | $131462.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $18669472.00       | $14285707.79       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $10372320.00       | $8720756.66        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $9722608.00        | $7966061.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $34967.00          | $34170.60          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 3.0000%  | 0.0000% | $7241184.00        | $1236980.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.5000%  | 0.0000% | $900000.00         | $120536.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $1275000.00        | $208484.72         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $415000.00         | $45211.59          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 4.5000%  | 0.0000% | $35000.00          | $3941.56           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 3.0000%  | 0.0000% | $1669284.00        | $724204.71         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $832310.00         | $445618.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.0000%  | 0.0000% | $30000.00          | $18591.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $5542000.00        | $3898958.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 6.0000%  | 0.0000% | $1200000.00        | $917948.72         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $1700000.00        | $1402021.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $14428160.00       | $11874769.17       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $160000.00         | $137127.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $3015140.00        | $2621191.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.0000%  | 0.0000% | $10000.00          | $9369.34           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.0000%  | 0.0000% | $79000.00          | $69303.68          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.0000%  | 0.0000% | $10000.00          | $8396.46           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $2275000.00        | $2258286.38        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 3.0000%  | 0.0000% | $10000000.00       | $3454714.38        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 5.0000%  | 0.0000% | $2000000.00        | $384794.45         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-09-01      | 2.5000%  | 0.0000% | $1059000.00        | $129241.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 3.0000%  | 0.0000% | $66100000.00       | $26446156.11       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 4.5000%  | 0.0000% | $400000.00         | $79308.19          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-07-01      | 5.0000%  | 0.0000% | $100000.00         | $28345.68          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-07-01      | 4.0000%  | 0.0000% | $48888.00          | $15699.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-05-01      | 4.0000%  | 0.0000% | $1400000.00        | $39293.61          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-02-01      | 4.0000%  | 0.0000% | $10659328.00       | $3613202.79        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 5.0000%  | 0.0000% | $40000.00          | $14825.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $75000.00          | $45369.38          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-05-01      | 3.0000%  | 0.0000% | $3000.00           | $1273.86           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $60000.00          | $37162.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-08-01      | 3.0000%  | 0.0000% | $13000.00          | $7463.19           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $674000.00         | $456540.25         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.0000%  | 0.0000% | $3485000.00        | $2293095.08        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 2.5000%  | 0.0000% | $451000.00         | $312593.14         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $3000000.00        | $2580929.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $4300000.00        | $3392342.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-02      | 4.5000%  | 0.0000% | $1660278.00        | $1257101.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 4.5000%  | 0.0000% | $115000.00         | $85590.67          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.0000%  | 0.0000% | $200000.00         | $166121.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $88818.38          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 2.5000%  | 0.0000% | $20000.00          | $14850.71          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $504000.00         | $403590.30         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1715.21           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $376000.00         | $338725.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $61130000.00       | $45791532.69       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $38000.00          | $29552.45          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $86197.72          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 4.5000%  | 0.0000% | $85000.00          | $75192.06          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $8550000.00        | $7662506.15        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.0000%  | 0.0000% | $180000.00         | $164747.98         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-05-01      | 5.5000%  | 0.0000% | $400000.00         | $344341.36         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $1279404.00        | $924486.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 6.0000%  | 0.0000% | $10679632.00       | $10202822.75       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.0000%  | 0.0000% | $14987.00          | $11817.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-12-01      | 3.5000%  | 0.0000% | $200000.00         | $57616.77          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-11-01      | 6.0000%  | 0.0000% | $9949.00           | $20.90             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $4750.57           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-08-01      | 4.0000%  | 0.0000% | $28000.00          | $1314.74           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 4.0000%  | 0.0000% | $4554456.00        | $412959.56         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-04-01      | 4.5000%  | 0.0000% | $500000.00         | $14546.85          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-05-01      | 3.5000%  | 0.0000% | $5460000.00        | $633392.26         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-05-01      | 4.0000%  | 0.0000% | $30000.00          | $4227.92           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-07-01      | 2.5000%  | 0.0000% | $17000.00          | $2310.83           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-01-01      | 3.5000%  | 0.0000% | $100000.00         | $10177.71          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-04-01      | 3.5000%  | 0.0000% | $207000.00         | $22592.24          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-02-01      | 4.0000%  | 0.0000% | $38000.00          | $4044.40           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-02-01      | 3.0000%  | 0.0000% | $20000.00          | $666.91            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 4.0000%  | 0.0000% | $11584000.00       | $1417517.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 4.0000%  | 0.0000% | $16709792.00       | $1712114.12        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $93.52             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.0000%  | 0.0000% | $160000.00         | $13810.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-07-01      | 4.5000%  | 0.0000% | $44943500.00       | $3593009.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-09-01      | 4.0000%  | 0.0000% | $1015000.00        | $114409.50         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-08-01      | 3.5000%  | 0.0000% | $220000.00         | $22458.73          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-11-01      | 3.5000%  | 0.0000% | $35000.00          | $4451.31           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 3.5000%  | 0.0000% | $31000.00          | $4301.93           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 4.5000%  | 0.0000% | $195522.00         | $25393.34          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 3.0000%  | 0.0000% | $6212344.00        | $2035591.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-02-01      | 1.5000%  | 0.0000% | $5000000.00        | $2764678.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-12-01      | 3.0000%  | 0.0000% | $320150.00         | $116947.40         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 2.0000%  | 0.0000% | $3000.00           | $1734.02           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 3.0000%  | 0.0000% | $854000.00         | $397800.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 3.5000%  | 0.0000% | $208250.00         | $81945.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-03-01      | 5.0000%  | 0.0000% | $27000.00          | $19080.81          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.5000%  | 0.0000% | $11136208.00       | $9848112.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-06-01      | 5.0000%  | 0.0000% | $5000.00           | $3929.78           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 4.0000%  | 0.0000% | $1107556.00        | $500666.52         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $7124710.00        | $4753710.70        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $329500.00         | $223591.96         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-04-01      | 2.5000%  | 0.0000% | $23000.00          | $14777.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 2.5000%  | 0.0000% | $2742004.00        | $1900196.81        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $27000.00          | $20944.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 3.5000%  | 0.0000% | $2560000.00        | $1971722.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $30000.00          | $24577.04          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 4.5000%  | 0.0000% | $38000.00          | $32169.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $7959920.00        | $6695529.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 4.0000%  | 0.0000% | $3000.00           | $2510.99           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.0000%  | 0.0000% | $4899760.00        | $3907206.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-12-01      | 5.5000%  | 0.0000% | $46000.00          | $31498.42          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 5.5000%  | 0.0000% | $12000.00          | $9939.72           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2691.09           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-05-01      | 5.5000%  | 0.0000% | $1066000.00        | $1077019.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-01-01      | 4.0000%  | 0.0000% | $43999.00          | $124.66            | Agency Mortgage-Backed Securities |

### Security 153: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 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: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10172465
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2048-08-01      | 4.5000%  | 0.0000% | $197931836.00      | $43401454.59       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.5000%  | 0.0000% | $46160000.00       | $43549027.12       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 6.0000%  | 0.0000% | $43389430.00       | $40919683.80       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $49571787.00       | $43863101.65       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-10-01      | 3.5000%  | 0.0000% | $173400000.00      | $42143710.21       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.0000%  | 0.0000% | $42351593.00       | $41887585.24       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.5000%  | 0.0000% | $50000000.00       | $39690195.35       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $40484113.00       | $34448631.45       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 4.5000%  | 0.0000% | $52120155.00       | $41534911.04       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $41494827.00       | $36561699.67       | Agency Mortgage-Backed Securities |

### Security 154: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10172475
- **C.18 - Value (incl. sponsor support):** $480000000.00
- **C.18.a - Value (excl. sponsor support):** $480000000.00
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2026-04-15      | 0.1250%  | 0.0000% | $406255500.00      | $489600016.13      | U.S. Treasuries (including strips) |

### Security 155: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10172485
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $473244473.00      | $365156363.01      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $191814254.00      | $144843637.08      | Agency Mortgage-Backed Securities |

### Security 156: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.340000%
- **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: LMRP10172495
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $51911600.00       | $50461843.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $51794100.00       | $51538242.79       | U.S. Treasuries (including strips) |

### Security 157: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 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: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10172505
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2051-10-01      | 2.5000%  | 0.0000% | $1575415.00        | $947393.88         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-09-01      | 4.5000%  | 0.0000% | $142705.00         | $109821.71         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-02-01      | 6.5000%  | 0.0000% | $4145895.00        | $3617937.22        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-04-01      | 7.0000%  | 0.0000% | $14895456.00       | $12393028.23       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-12-01      | 5.5000%  | 0.0000% | $1328941.00        | $1252987.56        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-09-01      | 5.5000%  | 0.0000% | $8601.00           | $8119.92           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2050-11-01      | 1.5000%  | 0.0000% | $25555.00          | $13763.60          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-05-01      | 7.0000%  | 0.0000% | $822809.00         | $839820.62         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2046-11-01      | 3.0000%  | 0.0000% | $86359.00          | $65514.03          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2051-01-01      | 2.0000%  | 0.0000% | $1732.00           | $986.02            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-07-01      | 6.0000%  | 0.0000% | $1424444.00        | $1046382.02        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-07-01      | 5.5000%  | 0.0000% | $5114.00           | $5011.79           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-08-01      | 6.0000%  | 0.0000% | $1584495.00        | $1341819.13        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-10-01      | 5.5000%  | 0.0000% | $5424.00           | $5399.53           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2050-06-01      | 2.5000%  | 0.0000% | $31907333.00       | $11989898.24       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2051-08-01      | 2.0000%  | 0.0000% | $3922859.00        | $2425587.36        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-06-01      | 6.5000%  | 0.0000% | $1953056.00        | $2009258.45        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2037-06-01      | 6.9390%  | 0.0000% | $2161.00           | $68.09             | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-06-01      | 2.9700%  | 0.0000% | $4142271.00        | $3872544.95        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2028-02-01      | 3.2500%  | 0.0000% | $1169258.00        | $997651.46         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-05-01      | 3.4400%  | 0.0000% | $9019000.00        | $8264516.37        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-11-01      | 7.0000%  | 0.0000% | $8999.00           | $7553.14           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-10-01      | 7.0000%  | 0.0000% | $1275986.00        | $1262396.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-03-01      | 6.0000%  | 0.0000% | $5709210.00        | $4915826.11        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-05-01      | 6.5000%  | 0.0000% | $2035576.00        | $1634974.21        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-06-01      | 5.5000%  | 0.0000% | $890878.00         | $843329.07         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $1107191.00        | $1149146.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-07-01      | 5.5000%  | 0.0000% | $7994.00           | $7744.51           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $136111.00         | $140410.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-07-01      | 6.0000%  | 0.0000% | $1613074.00        | $1646620.80        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1947727.00        | $2026329.01        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 7.0000%  | 0.0000% | $1228089.00        | $1135118.45        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-09-01      | 6.5000%  | 0.0000% | $5691.00           | $5928.06           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-11-01      | 4.5000%  | 0.0000% | $8715.00           | $8212.69           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-01-01      | 6.0000%  | 0.0000% | $151114.00         | $154288.40         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $1895801.00        | $1890680.46        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $2347202.00        | $2341622.61        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $101574.00         | $101620.10         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $9000.00           | $8977.71           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $663608.00         | $665429.00         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $1971272.00        | $2006678.67        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-10-01      | 2.4300%  | 0.0000% | $7048.00           | $6234.22           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2032-10-01      | 3.4500%  | 0.0000% | $9056.00           | $8082.75           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2032-08-01      | 1.7550%  | 0.0000% | $87436.00          | $73525.29          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-02-01      | 1.3400%  | 0.0000% | $262118.00         | $218168.57         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-07-01      | 1.8150%  | 0.0000% | $606572.00         | $518016.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-11-01      | 1.8100%  | 0.0000% | $1850000.00        | $1563873.55        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-04-01      | 2.3700%  | 0.0000% | $2463802.00        | $2179258.46        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-12-01      | 4.5900%  | 0.0000% | $4604.00           | $4523.03           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2033-04-01      | 4.3850%  | 0.0000% | $336833.00         | $330611.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-06-01      | 4.3800%  | 0.0000% | $10000.00          | $10003.22          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-07-01      | 5.2100%  | 0.0000% | $1332950.00        | $1363789.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-09-01      | 5.5000%  | 0.0000% | $8004.00           | $7637.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-10-01      | 4.5000%  | 0.0000% | $994108.00         | $819428.02         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-01-01      | 4.4700%  | 0.0000% | $1292.00           | $1299.78           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-05-01      | 2.0000%  | 0.0000% | $14676000.00       | $8662558.61        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-12-01      | 2.0000%  | 0.0000% | $407073.00         | $251146.52         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-12-01      | 5.5000%  | 0.0000% | $8795156.00        | $7529509.24        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-05-01      | 5.0000%  | 0.0000% | $1657880.00        | $1458435.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-12-01      | 7.0000%  | 0.0000% | $5770899.00        | $4833055.94        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-01-01      | 7.0000%  | 0.0000% | $5033404.00        | $4322963.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-11-01      | 4.5000%  | 0.0000% | $989000.00         | $925084.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2049-06-01      | 3.5000%  | 0.0000% | $413991.00         | $126985.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2048-11-01      | 3.0000%  | 0.0000% | $2829155.00        | $1334439.38        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-10-01      | 6.5000%  | 0.0000% | $12890087.00       | $10509691.22       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-01-01      | 7.0000%  | 0.0000% | $16731285.00       | $14672187.31       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-03-01      | 3.0000%  | 0.0000% | $1141688.00        | $918677.07         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 6.0000%  | 0.0000% | $10691758.00       | $10500009.00       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-06-01      | 6.0000%  | 0.0000% | $2235869.00        | $2072710.03        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-12-01      | 2.0000%  | 0.0000% | $13454641.00       | $7147396.70        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 7.0000%  | 0.0000% | $8838149.00        | $9140955.06        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-04-01      | 5.5000%  | 0.0000% | $300558.00         | $293143.70         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-10-01      | 6.5000%  | 0.0000% | $9163802.00        | $9165573.23        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-07-01      | 5.5000%  | 0.0000% | $598105.00         | $568480.37         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-01-01      | 6.5000%  | 0.0000% | $4796824.00        | $4683909.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $6165917.00        | $1956769.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $3970544.00        | $1865329.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $9800557.00        | $6295981.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1039316.00        | $225478.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1020642.00        | $264985.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $758986.00         | $61733.53          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-15      | 2.5000%  | 0.0000% | $807391.00         | $539422.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $2000.00           | $1021.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1073386.00        | $858471.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1021358.00        | $844937.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $914680.00         | $405189.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-01-20      | 5.9560%  | 0.0000% | $1000.00           | $922.05            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 7.5000%  | 0.0000% | $3270289.00        | $2075859.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $1012700.00        | $1065835.23        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4497704.00        | $4478131.41        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $6000.00           | $5946.18           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 7.5000%  | 0.0000% | $2923084.00        | $2055616.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $1426570.00        | $946850.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $8000.00           | $7630.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $23011.00          | $18446.70          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $25003.00          | $20807.62          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $10009.00          | $9995.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $6008.00           | $5487.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 7.0000%  | 0.0000% | $13629814.00       | $11312963.51       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1334096.00        | $1189045.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $8001.00           | $7970.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1020738.00        | $1080384.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1007998.00        | $1056866.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $5002.00           | $5140.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1087658.00        | $1025274.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1076410.00        | $513955.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $1028427.00        | $825293.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4740336.00        | $3946657.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 7.0000%  | 0.0000% | $1666374.00        | $1358450.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $23988.00          | $23309.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $29020.00          | $28676.94          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $8717973.00        | $8080653.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $9000.00           | $7832.81           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1016786.00        | $1023567.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1017670.00        | $930376.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $1138207.00        | $584319.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 7.5000%  | 0.0000% | $8001.00           | $6132.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1130601.00        | $1158026.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $8008.00           | $8517.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $8104.00           | $8408.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $8358825.00        | $8877360.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $2380491.00        | $2344061.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1498472.00        | $1560403.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $1137722.00        | $1221545.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $6001.00           | $6378.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $8002.00           | $8617.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1399818.00        | $1470549.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $958414.00         | $899772.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $9100.00           | $9230.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $12161890.00       | $11383072.11       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $18131.00          | $16518.90          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $1139899.00        | $945470.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $25906.00          | $22624.30          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $6010.00           | $6100.34           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1630160.00        | $1660988.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $7010.00           | $7407.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $26255.00          | $26624.78          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $5063.00           | $5404.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $6012.00           | $6104.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $8007.00           | $8196.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $5879652.00        | $6050754.91        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $4117233.00        | $4232021.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $5046.00           | $5185.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $5000.00           | $5132.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $10010.00          | $10197.68          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $7000.00           | $6803.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $7001.00           | $7131.43           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1947162.00        | $1981850.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $6007.00           | $6119.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 6.5000%  | 0.0000% | $3528901.00        | $2889571.36        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $9038.00           | $9280.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $2454672.00        | $2494253.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 7.5000%  | 0.0000% | $7414.00           | $7919.43           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 7.5000%  | 0.0000% | $6000.00           | $6413.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $3024.00           | $3250.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $6002.00           | $6149.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $9003.00           | $9227.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $6004.00           | $6169.78           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $6005.00           | $6175.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $4300894.00        | $4421124.36        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 3.5000%  | 0.0000% | $7799632.00        | $6893393.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1384471.00        | $1416966.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1419061.00        | $1453005.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1037867.00        | $1066737.74        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $95.84             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2028-04-15      | 1.2500%  | 0.0000% | $138100.00         | $146749.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2032-04-30      | 4.0000%  | 0.0000% | $4943500.00        | $4908400.51        | U.S. Treasuries (including strips) |
| STRIPS                                   | 2029-05-15      | 0.0000%  | 0.0000% | $67.50             | $57.63             | U.S. Treasuries (including strips) |

### Security 158: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.340000%
- **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: LMRP10172515
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2028-01-15      | 1.7500%  | 0.0000% | $2316600.00        | $3595904.80        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 0.6250%  | 0.0000% | $2817100.00        | $3781382.86        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-30      | 0.3750%  | 0.0000% | $200.00            | $196.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $418100.00         | $386099.66         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $13400.00          | $13656.28          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $847300.00         | $860918.57         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $1525100.00        | $1565587.31        | U.S. Treasuries (including strips) |

### Security 159: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.340000%
- **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: LMRP10172525
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $88038000.00       | $80711702.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $78986000.00       | $79678641.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $2213500.00        | $2274593.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $39855400.00       | $41335087.88       | U.S. Treasuries (including strips) |

### Security 160: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10174505
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-12-26      | 0.0000%  | 0.0000% | $8541000.00        | $8336101.41        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-29      | 0.0000%  | 0.0000% | $3669000.00        | $3643170.24        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-09      | 0.0000%  | 0.0000% | $4038400.00        | $3990100.74        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-16      | 0.0000%  | 0.0000% | $547200.00         | $540206.78         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $500.00            | $532.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $43074900.00       | $41936404.20       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $19000000.00       | $24472404.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-31      | 2.7500%  | 0.0000% | $43500.00          | $43615.90          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 2.6250%  | 0.0000% | $3100.00           | $3104.11           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-15      | 2.0000%  | 0.0000% | $866500.00         | $867032.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 1.8750%  | 0.0000% | $393700.00         | $386038.47         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $963200.00         | $877872.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-05-31      | 0.2500%  | 0.0000% | $581400.00         | $581890.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-07-31      | 0.2500%  | 0.0000% | $1700.00           | $1689.29           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $645300.00         | $626016.11         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $4010300.00        | $3839365.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $21688100.00       | $21709691.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $97.99             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $30745600.00       | $31047688.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $593800.00         | $615601.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $470800.00         | $486963.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $18586800.00       | $18904297.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $23384800.00       | $23269281.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $420000.00         | $434224.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $16685200.00       | $17030415.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $351900.00         | $356232.03         | U.S. Treasuries (including strips) |

### Security 161: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 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: N/A, C.5 - Other ID: LMRP10175875
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $62977662.00       | $39690898.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.4783%  | 0.0000% | $36165698.00       | $25250574.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $38223798.00       | $40058527.86       | Agency Collateralized Mortgage Obligation |

### Security 162: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 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: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: LMRP10175885
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2072-05-20      | 5.1083%  | 0.0000% | $100000000.00      | $98868420.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.5283%  | 0.0000% | $85611447.00       | $79755911.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.5283%  | 0.0000% | $100000000.00      | $95091811.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.6283%  | 0.0000% | $100000000.00      | $97349095.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.3783%  | 0.0000% | $61723007.00       | $61008582.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.6283%  | 0.0000% | $100000000.00      | $98421768.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.8383%  | 0.0000% | $100000000.00      | $99504410.75       | Agency Collateralized Mortgage Obligation |

### Security 163: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.340000%
- **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: LMRP10175895
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2052-02-15      | 0.0000%  | 0.0000% | $448042400.00      | $117255384.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $99999200.00       | $81036124.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $4698900.00        | $4532173.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-15      | 4.1250%  | 0.0000% | $215000.00         | $218927.15         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-10-15      | 2.3750%  | 0.0000% | $80900000.00       | $87541361.96       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $114648800.00      | $117416039.02      | U.S. Treasuries (including strips) |

### Security 164: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 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: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10176085
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 7.2700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2035-09-01      | 3.0000%  | 0.0000% | $127000.00         | $16681.30          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-12-01      | 4.8000%  | 0.0000% | $23596000.00       | $23565506.11       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 6.5000%  | 0.0000% | $5658536.00        | $7468.73           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-11-01      | 3.5000%  | 0.0000% | $36954624.00       | $5044603.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-04-01      | 4.0000%  | 0.0000% | $25000000.00       | $7854134.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 3.0000%  | 0.0000% | $12500000.00       | $3742491.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 6.3670%  | 0.0000% | $29305440.00       | $247795.02         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 6.0000%  | 0.0000% | $2392956.00        | $153609.53         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.5000%  | 0.0000% | $5000000.00        | $4199420.59        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 7.0000%  | 0.0000% | $3080272.00        | $1798557.04        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 4.5000%  | 0.0000% | $392371.00         | $363859.34         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 6.5000%  | 0.0000% | $21451360.00       | $19059866.37       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.5000%  | 0.0000% | $1294890.00        | $1327470.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-06-01      | 6.0000%  | 0.0000% | $1041006.00        | $900005.89         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 5.5000%  | 0.0000% | $1690750.00        | $1660415.25        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-07-01      | 6.0000%  | 0.0000% | $1050466.00        | $948202.41         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-03-01      | 4.5000%  | 0.0000% | $5752136.00        | $5620205.69        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 7.0000%  | 0.0000% | $1790446.00        | $1565970.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $1956280.00        | $1885899.09        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.5000%  | 0.0000% | $3059500.00        | $3016387.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $5727712.00        | $5290850.08        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 6.5000%  | 0.0000% | $172844.00         | $126750.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 6.5000%  | 0.0000% | $1146604.00        | $1190664.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $29171616.00       | $28984027.19       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.0000%  | 0.0000% | $1780558.00        | $1730787.74        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.0000%  | 0.0000% | $9276576.00        | $9018640.12        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-03-01      | 6.0000%  | 0.0000% | $1450888.00        | $1482162.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.5000%  | 0.0000% | $1259250.00        | $1258863.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $1753250.00        | $1754735.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $2309252.00        | $2390089.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $32842080.00       | $33133778.61       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.0000%  | 0.0000% | $2037216.00        | $1992380.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 7.0000%  | 0.0000% | $8198288.00        | $8609319.12        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $16660992.00       | $17244245.20       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.0000%  | 0.0000% | $5191984.00        | $5040413.26        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1140634.00        | $1142974.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $1319118.00        | $1363687.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $1245774.00        | $1279955.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $1818900.00        | $1890490.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $9845248.00        | $10178323.68       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $5804190.00        | $5644886.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 7.0000%  | 0.0000% | $3672560.00        | $3869618.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 4.0000%  | 0.0000% | $3656084.00        | $1194849.70        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-08-01      | 3.5000%  | 0.0000% | $52663104.00       | $15426668.71       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2061-09-01      | 5.0000%  | 0.0000% | $23318176.00       | $15429213.78       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-11-01      | 3.5000%  | 0.0000% | $679225.00         | $115187.14         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-11-01      | 3.5000%  | 0.0000% | $493030.00         | $144054.26         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-11-01      | 4.5000%  | 0.0000% | $28000.00          | $10458.41          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 4.5000%  | 0.0000% | $555062.00         | $44029.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.5000%  | 0.0000% | $3000000.00        | $956857.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-08-01      | 2.4850%  | 0.0000% | $11468800.00       | $11060207.12       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.0000%  | 0.0000% | $646127.00         | $62803.01          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-01-01      | 4.5000%  | 0.0000% | $2328144.00        | $230299.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-04-01      | 2.0000%  | 0.0000% | $1964434.00        | $812623.63         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 4.5000%  | 0.0000% | $1052486.00        | $444901.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 8.0000%  | 0.0000% | $1104548.00        | $958219.88         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-11-01      | 1.5000%  | 0.0000% | $19710336.00       | $8913670.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.5000%  | 0.0000% | $10375920.00       | $9644050.04        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-05-01      | 6.0000%  | 0.0000% | $1282038.00        | $1298123.25        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $439683.00         | $326123.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $7914000.00        | $6345496.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $1010832.00        | $891397.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $300000.00         | $219197.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 3.0000%  | 0.0000% | $8000.00           | $6539.90           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $5220400.00        | $4624643.59        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 6.0000%  | 0.0000% | $1101664.00        | $965577.83         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.0000%  | 0.0000% | $5634320.00        | $4932645.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $2097524.00        | $1602237.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $221091.00         | $205084.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-01-01      | 4.4000%  | 0.0000% | $12779300.00       | $12646324.28       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 4.5000%  | 0.0000% | $19235000.00       | $4676732.10        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.5000%  | 0.0000% | $43000000.00       | $11779486.28       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 3.0000%  | 0.0000% | $221250.00         | $100115.54         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 2.5000%  | 0.0000% | $1838600.00        | $917711.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-06-01      | 2.0000%  | 0.0000% | $88169728.00       | $48346298.75       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 3.0000%  | 0.0000% | $6671264.00        | $4518030.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 2.0000%  | 0.0000% | $1140000.00        | $712224.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-07-01      | 2.5000%  | 0.0000% | $80836096.00       | $48530446.38       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $387700000.00      | $250525436.15      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-02-01      | 2.0000%  | 0.0000% | $75066752.00       | $47917737.63       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 2.0000%  | 0.0000% | $1429522.00        | $824257.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $100001280.00      | $80606686.24       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $121000.00         | $94467.86          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $396000.00         | $296194.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $800982.00         | $686479.02         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 4.5000%  | 0.0000% | $5000000.00        | $4043306.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 4.0000%  | 0.0000% | $12518528.00       | $10873708.36       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.0000%  | 0.0000% | $52000000.00       | $46580157.89       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $26000000.00       | $22908980.71       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 7.0000%  | 0.0000% | $1773400.00        | $1626119.81        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.5000%  | 0.0000% | $14836864.00       | $13106068.96       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.5000%  | 0.0000% | $150280704.00      | $142109265.83      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-03-01      | 6.5000%  | 0.0000% | $1076492.00        | $1055540.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.5000%  | 0.0000% | $9813664.00        | $7893534.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $100000000.00      | $95046096.68       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $16030000.00       | $15165766.95       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-10-01      | 6.5000%  | 0.0000% | $2663904.00        | $2740746.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $5019168.00        | $4678504.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.5000%  | 0.0000% | $41543360.00       | $42163623.32       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 3.5000%  | 0.0000% | $13988944.00       | $12912221.19       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-03-01      | 6.0000%  | 0.0000% | $12179456.00       | $12271069.76       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-11-01      | 5.5000%  | 0.0000% | $26663488.00       | $25815554.66       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $35111872.00       | $35555583.30       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $560000.00         | $562891.16         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $48253632.00       | $47644796.53       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 5.0000%  | 0.0000% | $19851936.00       | $19431468.00       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 2.5000%  | 0.0000% | $92509056.00       | $75918286.61       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-12-01      | 3.5000%  | 0.0000% | $100000.00         | $20903.68          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-04-01      | 4.0000%  | 0.0000% | $2100000.00        | $693282.25         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 2.0000%  | 0.0000% | $4400000.00        | $2475436.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.5000%  | 0.0000% | $5050000.00        | $2514426.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 3.0000%  | 0.0000% | $1074166.00        | $632816.53         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-01-01      | 1.5000%  | 0.0000% | $2525000.00        | $1576333.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $100000.00         | $60563.19          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-04-01      | 2.5000%  | 0.0000% | $1052860.00        | $637810.47         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 4.0000%  | 0.0000% | $32017.00          | $21579.54          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $153000.00         | $107584.87         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.5000%  | 0.0000% | $25104864.00       | $15650422.87       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $200000.00         | $151364.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $200000.00         | $138189.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $16103456.00       | $11950927.75       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $96300.00          | $77982.85          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $3800000.00        | $2733776.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 4.5000%  | 0.0000% | $860769.00         | $680072.13         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 3.0000%  | 0.0000% | $262000.00         | $147342.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 4.5000%  | 0.0000% | $15000000.00       | $12585745.70       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $1504736.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 4.5000%  | 0.0000% | $9027664.00        | $7996681.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 4.0000%  | 0.0000% | $18271104.00       | $15704313.21       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-03-01      | 6.5000%  | 0.0000% | $19584672.00       | $16636058.61       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.5000%  | 0.0000% | $30871680.00       | $27193951.29       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $13059000.00       | $12712986.58       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.5000%  | 0.0000% | $9646640.00        | $8719740.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 5.5000%  | 0.0000% | $17435168.00       | $16775949.71       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $37417960.00       | $34496733.70       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.5000%  | 0.0000% | $49519168.00       | $48923072.91       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.0000%  | 0.0000% | $24047744.00       | $23400923.77       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-05-01      | 5.5000%  | 0.0000% | $3407948.00        | $3472578.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-05-01      | 5.5000%  | 0.0000% | $12989264.00       | $13233586.29       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-03-01      | 5.0000%  | 0.0000% | $4759296.00        | $4780916.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 7.0000%  | 0.0000% | $1208454.00        | $1080728.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-01-01      | 5.5000%  | 0.0000% | $306351103.00      | $1860040.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-07-01      | 7.5820%  | 0.0000% | $26286560.00       | $173935.61         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 6.0000%  | 0.0000% | $3287600.00        | $174957.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-12-01      | 5.5000%  | 0.0000% | $384983038.00      | $2668025.58        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-05-01      | 5.0000%  | 0.0000% | $432550.00         | $11691.52          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-01-01      | 4.5000%  | 0.0000% | $120029.00         | $7524.09           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-09-01      | 4.5000%  | 0.0000% | $300000.00         | $24819.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-02-01      | 3.5000%  | 0.0000% | $250047000.00      | $41669884.38       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-02-01      | 3.0000%  | 0.0000% | $895000.00         | $67506.47          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-06-01      | 4.0000%  | 0.0000% | $80000.00          | $9036.00           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $37253888.00       | $32076636.25       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 4.0000%  | 0.0000% | $2032296.00        | $1632643.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 4.5000%  | 0.0000% | $773705.00         | $599388.74         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $50592320.00       | $41346508.69       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-08-01      | 4.5000%  | 0.0000% | $3002204.00        | $2672501.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-05-01      | 5.5000%  | 0.0000% | $2331264.00        | $2337512.09        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $39330816.00       | $39583173.23       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-02-01      | 5.5000%  | 0.0000% | $148000000.00      | $3234945.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0060%  | 0.0000% | $3818440.00        | $3895324.93        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 6.3820%  | 0.0000% | $9269728.00        | $7423674.66        | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2025-06-06

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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