# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001145549-25-046149
**Filing Date:** 2025-7
**Character Count:** 445650
**Document Hash:** 3b87d186d41ad88f745129f9cff29b95
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046149.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046149

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**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:** 251110792

**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):** 2025-06-30

**Registrant Full Name:** Master Portfolio Trust

**CIK Number of Registrant:** 0001140869

**LEI of Registrant:** 549300I1QJ6KR2C8FZ09

**Name of Series:** Government Portfolio

**LEI of Series:** 5493001CSMCYHP65OO69

**EDGAR Series Identifier:** S000025611

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 30 days

- **WAL:** 108 days

- **Total Value of Portfolio Securities:** $28835036906.44

- **Amortized Cost of Portfolio Securities:** $28832344806.35

- **Cash:** $981255173.51

- **Total Other Assets:** $57679085.91

- **Total Liabilities:** $852220648.85

- **Net Assets of Series:** $29019058416.92

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $19791666850.61           | $20444323108.95            | 68.8600%                  | 71.1300%                   |
| 2025-06-03 | $19792215140.20           | $20444880444.36            | 68.5200%                  | 70.7800%                   |
| 2025-06-04 | $19969351011.99           | $20622025361.99            | 68.7100%                  | 70.9600%                   |
| 2025-06-05 | $19420776683.34           | $20073460079.18            | 68.1100%                  | 70.4000%                   |
| 2025-06-06 | $20093561703.67           | $20321272237.00            | 69.8500%                  | 70.6400%                   |
| 2025-06-09 | $20290698192.48           | $20568417771.65            | 68.7600%                  | 69.7000%                   |
| 2025-06-10 | $20381004085.28           | $20658732710.28            | 68.5000%                  | 69.4400%                   |
| 2025-06-11 | $20612023349.36           | $20869760775.22            | 68.7300%                  | 69.5900%                   |
| 2025-06-12 | $20533647883.64           | $21516394396.15            | 68.5100%                  | 71.7900%                   |
| 2025-06-13 | $20085933778.81           | $21392967301.32            | 67.2700%                  | 71.6500%                   |
| 2025-06-16 | $20189831931.38           | $21496895103.05            | 67.4000%                  | 71.7600%                   |
| 2025-06-17 | $20150411998.96           | $21327504819.79            | 67.4800%                  | 71.4200%                   |
| 2025-06-18 | $20689298406.71           | $21540733694.21            | 69.2500%                  | 72.1000%                   |
| 2025-06-20 | $20096303030.18           | $20887968151.42            | 67.2500%                  | 69.9000%                   |
| 2025-06-23 | $20414820206.52           | $21285990883.91            | 67.6000%                  | 70.4900%                   |
| 2025-06-24 | $20185358135.00           | $21056579568.54            | 67.3500%                  | 70.2600%                   |
| 2025-06-25 | $20757310544.24           | $21628582733.93            | 67.9600%                  | 70.8100%                   |
| 2025-06-26 | $21319631881.61           | $21969626961.33            | 68.2800%                  | 70.3600%                   |
| 2025-06-27 | $20487340936.40           | $21337494792.79            | 66.7300%                  | 69.5000%                   |
| 2025-06-30 | $19678625527.54           | $20665712348.93            | 65.8800%                  | 69.1800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 0.0000%             |
| 2025-06-03 | 0.0000%             |
| 2025-06-04 | 0.0000%             |
| 2025-06-05 | 0.0000%             |
| 2025-06-06 | 0.0000%             |
| 2025-06-09 | 0.0000%             |
| 2025-06-10 | 0.0000%             |
| 2025-06-11 | 0.0000%             |
| 2025-06-12 | 0.0000%             |
| 2025-06-13 | 0.0000%             |
| 2025-06-16 | 0.0000%             |
| 2025-06-17 | 0.0000%             |
| 2025-06-18 | 0.0000%             |
| 2025-06-20 | 0.0000%             |
| 2025-06-23 | 0.0000%             |
| 2025-06-24 | 0.0000%             |
| 2025-06-25 | 0.0000%             |
| 2025-06-26 | 0.0000%             |
| 2025-06-27 | 0.0000%             |
| 2025-06-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 0.0000                      |
|  |  |
| 2025-06-03 | 0.0000                      |
|  |  |
| 2025-06-04 | 0.0000                      |
|  |  |
| 2025-06-05 | 0.0000                      |
|  |  |
| 2025-06-06 | 0.0000                      |
|  |  |
| 2025-06-09 | 0.0000                      |
|  |  |
| 2025-06-10 | 0.0000                      |
|  |  |
| 2025-06-11 | 0.0000                      |
|  |  |
| 2025-06-12 | 0.0000                      |
|  |  |
| 2025-06-13 | 0.0000                      |
|  |  |
| 2025-06-16 | 0.0000                      |
|  |  |
| 2025-06-17 | 0.0000                      |
|  |  |
| 2025-06-18 | 0.0000                      |
|  |  |
| 2025-06-20 | 0.0000                      |
|  |  |
| 2025-06-23 | 0.0000                      |
|  |  |
| 2025-06-24 | 0.0000                      |
|  |  |
| 2025-06-25 | 0.0000                      |
|  |  |
| 2025-06-26 | 0.0000                      |
|  |  |
| 2025-06-27 | 0.0000                      |
|  |  |
| 2025-06-30 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $29019058416.92

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2414601.42

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.0000          |
|  |  |
| 2025-06-03 | 0.0000          |
|  |  |
| 2025-06-04 | 0.0000          |
|  |  |
| 2025-06-05 | 0.0000          |
|  |  |
| 2025-06-06 | 0.0000          |
|  |  |
| 2025-06-09 | 0.0000          |
|  |  |
| 2025-06-10 | 0.0000          |
|  |  |
| 2025-06-11 | 0.0000          |
|  |  |
| 2025-06-12 | 0.0000          |
|  |  |
| 2025-06-13 | 0.0000          |
|  |  |
| 2025-06-16 | 0.0000          |
|  |  |
| 2025-06-17 | 0.0000          |
|  |  |
| 2025-06-18 | 0.0000          |
|  |  |
| 2025-06-20 | 0.0000          |
|  |  |
| 2025-06-23 | 0.0000          |
|  |  |
| 2025-06-24 | 0.0000          |
|  |  |
| 2025-06-25 | 0.0000          |
|  |  |
| 2025-06-26 | 0.0000          |
|  |  |
| 2025-06-27 | 0.0000          |
|  |  |
| 2025-06-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $0.00                   |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $0.00                     | $0.00                   |
| 2025-06-30 | $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   |
|:---|:---|
| 2025-06-02 | 0.0000%           |
| 2025-06-03 | 0.0000%           |
| 2025-06-04 | 0.0000%           |
| 2025-06-05 | 0.0000%           |
| 2025-06-06 | 0.0000%           |
| 2025-06-09 | 0.0000%           |
| 2025-06-10 | 0.0000%           |
| 2025-06-11 | 0.0000%           |
| 2025-06-12 | 0.0000%           |
| 2025-06-13 | 0.0000%           |
| 2025-06-16 | 0.0000%           |
| 2025-06-17 | 0.0000%           |
| 2025-06-18 | 0.0000%           |
| 2025-06-20 | 0.0000%           |
| 2025-06-23 | 0.0000%           |
| 2025-06-24 | 0.0000%           |
| 2025-06-25 | 0.0000%           |
| 2025-06-26 | 0.0000%           |
| 2025-06-27 | 0.0000%           |
| 2025-06-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AKXQ4, C.4 - ISIN: US3130AKXQ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37646250.70
- **C.18.a - Value (excl. sponsor support):** $37646250.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALGR9, C.4 - ISIN: US3130ALGR94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24468425.50
- **C.18.a - Value (excl. sponsor support):** $24468425.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130APQG3, C.4 - ISIN: US3130APQG34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19760079.60
- **C.18.a - Value (excl. sponsor support):** $19760079.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ATUC9, C.4 - ISIN: US3130ATUC95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $32070722.25
- **C.18.a - Value (excl. sponsor support):** $32070722.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AV6J6, C.4 - ISIN: US3130AV6J64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10023488.80
- **C.18.a - Value (excl. sponsor support):** $10023488.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $12050331.86
- **C.18.a - Value (excl. sponsor support):** $12050331.86
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $18198826.95
- **C.18.a - Value (excl. sponsor support):** $18198826.95
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $11057388.87
- **C.18.a - Value (excl. sponsor support):** $11057388.87
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $75051477.00
- **C.18.a - Value (excl. sponsor support):** $75051477.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $100076874.00
- **C.18.a - Value (excl. sponsor support):** $100076874.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $200195606.66
- **C.18.a - Value (excl. sponsor support):** $200195606.66
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $100001985.00
- **C.18.a - Value (excl. sponsor support):** $100001985.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $81046225.08
- **C.18.a - Value (excl. sponsor support):** $81046225.08
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $130062722.40
- **C.18.a - Value (excl. sponsor support):** $130062722.40
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $75041523.00
- **C.18.a - Value (excl. sponsor support):** $75041523.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $63523056.22
- **C.18.a - Value (excl. sponsor support):** $63523056.22
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $6833859.02
- **C.18.a - Value (excl. sponsor support):** $6833859.02
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $100026280.00
- **C.18.a - Value (excl. sponsor support):** $100026280.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $100031062.00
- **C.18.a - Value (excl. sponsor support):** $100031062.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $147761952.45
- **C.18.a - Value (excl. sponsor support):** $147761952.45
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $150065037.00
- **C.18.a - Value (excl. sponsor support):** $150065037.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $149715444.22
- **C.18.a - Value (excl. sponsor support):** $149715444.22
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: 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: 3130B6W36, C.4 - ISIN: US3130B6W360, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $235008128.65
- **C.18.a - Value (excl. sponsor support):** $235008128.65
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WT9, C.4 - ISIN: US3130B6WT91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313JL3, C.4 - ISIN: US313313JL39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174554042.25
- **C.18.a - Value (excl. sponsor support):** $174554042.25
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: FEDERAL 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: 313313KG2, C.4 - ISIN: US313313KG25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99507667.00
- **C.18.a - Value (excl. sponsor support):** $99507667.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 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: 313313KR8, C.4 - ISIN: US313313KR89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79521733.60
- **C.18.a - Value (excl. sponsor support):** $79521733.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **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? Yes, C.23 Categorized at Level 3? No

### Security 28: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KW7, C.4 - ISIN: US313313KW74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18676588.53
- **C.18.a - Value (excl. sponsor support):** $18676588.53
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LA4, C.4 - ISIN: US313313LA46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24824166.75
- **C.18.a - Value (excl. sponsor support):** $24824166.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LE6, C.4 - ISIN: US313313LE67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19850666.60
- **C.18.a - Value (excl. sponsor support):** $19850666.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385HZ2, C.4 - ISIN: US313385HZ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $77900614.74
- **C.18.a - Value (excl. sponsor support):** $77900614.74
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 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: 313385MB9, C.4 - ISIN: US313385MB96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $168096347.77
- **C.18.a - Value (excl. sponsor support):** $168096347.77
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385MT0, C.4 - ISIN: US313385MT05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133439549.85
- **C.18.a - Value (excl. sponsor support):** $133439549.85
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NA0, C.4 - ISIN: US313385NA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59258400.00
- **C.18.a - Value (excl. sponsor support):** $59258400.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131830192.80
- **C.18.a - Value (excl. sponsor support):** $131830192.80
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133041599.55
- **C.18.a - Value (excl. sponsor support):** $133041599.55
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $17012340.98
- **C.18.a - Value (excl. sponsor support):** $17012340.98
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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):** $155090947.80
- **C.18.a - Value (excl. sponsor support):** $155090947.80
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: 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):** $125013358.75
- **C.18.a - Value (excl. sponsor support):** $125013358.75
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: 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):** $5792997.72
- **C.18.a - Value (excl. sponsor support):** $5792997.72
- **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 41: 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):** $29700826.96
- **C.18.a - Value (excl. sponsor support):** $29700826.96
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $30019312.20
- **C.18.a - Value (excl. sponsor support):** $30019312.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $75010911.00
- **C.18.a - Value (excl. sponsor support):** $75010911.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: 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):** $50007427.50
- **C.18.a - Value (excl. sponsor support):** $50007427.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 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):** $43518924.24
- **C.18.a - Value (excl. sponsor support):** $43518924.24
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $25019975.25
- **C.18.a - Value (excl. sponsor support):** $25019975.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $25008191.00
- **C.18.a - Value (excl. sponsor support):** $25008191.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: 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):** $47748248.28
- **C.18.a - Value (excl. sponsor support):** $47748248.28
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $43678331.09
- **C.18.a - Value (excl. sponsor support):** $43678331.09
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: 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):** $44998626.60
- **C.18.a - Value (excl. sponsor support):** $44998626.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $40007518.80
- **C.18.a - Value (excl. sponsor support):** $40007518.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $32768473.25
- **C.18.a - Value (excl. sponsor support):** $32768473.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $147538475.38
- **C.18.a - Value (excl. sponsor support):** $147538475.38
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: 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):** $60023715.60
- **C.18.a - Value (excl. sponsor support):** $60023715.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBQ3, C.4 - ISIN: US3133ERBQ30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88947347.25
- **C.18.a - Value (excl. sponsor support):** $88947347.25
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERC74, C.4 - ISIN: US3133ERC748, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2331933.60
- **C.18.a - Value (excl. sponsor support):** $2331933.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $369961772.68
- **C.18.a - Value (excl. sponsor support):** $369961772.68
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $78822132.33
- **C.18.a - Value (excl. sponsor support):** $78822132.33
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **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):** $39986604.80
- **C.18.a - Value (excl. sponsor support):** $39986604.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 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):** $200062844.00
- **C.18.a - Value (excl. sponsor support):** $200062844.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4233120.94
- **C.18.a - Value (excl. sponsor support):** $4233120.94
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: 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):** $27817369.33
- **C.18.a - Value (excl. sponsor support):** $27817369.33
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $15007685.85
- **C.18.a - Value (excl. sponsor support):** $15007685.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: 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):** $24993188.75
- **C.18.a - Value (excl. sponsor support):** $24993188.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $50028332.50
- **C.18.a - Value (excl. sponsor support):** $50028332.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $9286396.05
- **C.18.a - Value (excl. sponsor support):** $9286396.05
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $48296901.35
- **C.18.a - Value (excl. sponsor support):** $48296901.35
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $72022781.52
- **C.18.a - Value (excl. sponsor support):** $72022781.52
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: 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):** $149678433.54
- **C.18.a - Value (excl. sponsor support):** $149678433.54
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3150174.32
- **C.18.a - Value (excl. sponsor support):** $3150174.32
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $50018240.00
- **C.18.a - Value (excl. sponsor support):** $50018240.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: 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):** $70007485.10
- **C.18.a - Value (excl. sponsor support):** $70007485.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $73452728.36
- **C.18.a - Value (excl. sponsor support):** $73452728.36
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $120029338.80
- **C.18.a - Value (excl. sponsor support):** $120029338.80
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $17793730.21
- **C.18.a - Value (excl. sponsor support):** $17793730.21
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $7806770.87
- **C.18.a - Value (excl. sponsor support):** $7806770.87
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2502445.20
- **C.18.a - Value (excl. sponsor support):** $2502445.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ERX55, C.4 - ISIN: US3133ERX553, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59699086.85
- **C.18.a - Value (excl. sponsor support):** $59699086.85
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: 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):** $6359174.71
- **C.18.a - Value (excl. sponsor support):** $6359174.71
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $7005942.86
- **C.18.a - Value (excl. sponsor support):** $7005942.86
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: 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):** $69965492.10
- **C.18.a - Value (excl. sponsor support):** $69965492.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ETAC1, C.4 - ISIN: US3133ETAC19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14999918.85
- **C.18.a - Value (excl. sponsor support):** $14999918.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $49999851.50
- **C.18.a - Value (excl. sponsor support):** $49999851.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $30011249.10
- **C.18.a - Value (excl. sponsor support):** $30011249.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $90032319.90
- **C.18.a - Value (excl. sponsor support):** $90032319.90
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: 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):** $85008427.75
- **C.18.a - Value (excl. sponsor support):** $85008427.75
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 87: 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):** $34999646.85
- **C.18.a - Value (excl. sponsor support):** $34999646.85
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $70018679.50
- **C.18.a - Value (excl. sponsor support):** $70018679.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJB4, C.4 - ISIN: US3133ETJB45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149675439.25
- **C.18.a - Value (excl. sponsor support):** $149675439.25
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999416.75
- **C.18.a - Value (excl. sponsor support):** $24999416.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKP1, C.4 - ISIN: US3133ETKP12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997657.00
- **C.18.a - Value (excl. sponsor support):** $99997657.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLC9, C.4 - ISIN: US3133ETLC99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199999398.00
- **C.18.a - Value (excl. sponsor support):** $199999398.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **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 93: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLJ4, C.4 - ISIN: US3133ETLJ43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80001171.20
- **C.18.a - Value (excl. sponsor support):** $80001171.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **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 94: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74999241.00
- **C.18.a - Value (excl. sponsor support):** $74999241.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: 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):** $57221159.59
- **C.18.a - Value (excl. sponsor support):** $57221159.59
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.5900%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 0.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GXHL1, C.4 - ISIN: US3134GXHL12, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $120644106.31
- **C.18.a - Value (excl. sponsor support):** $120644106.31
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 0.7000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: 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):** $4794955.40
- **C.18.a - Value (excl. sponsor support):** $4794955.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.390000%
- **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):** $148316134.21
- **C.18.a - Value (excl. sponsor support):** $148316134.21
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.390000%
- **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):** $94365953.42
- **C.18.a - Value (excl. sponsor support):** $94365953.42
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.390000%
- **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):** $97480321.88
- **C.18.a - Value (excl. sponsor support):** $97480321.88
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.390000%
- **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):** $75098283.90
- **C.18.a - Value (excl. sponsor support):** $75098283.90
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.390000%
- **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):** $73044290.56
- **C.18.a - Value (excl. sponsor support):** $73044290.56
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: 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):** $20965102.52
- **C.18.a - Value (excl. sponsor support):** $20965102.52
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: 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):** $52912294.82
- **C.18.a - Value (excl. sponsor support):** $52912294.82
- **C.19 - Percentage of Net Assets:** 0.1800%
- **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 105: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.390000%
- **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):** $75051114.75
- **C.18.a - Value (excl. sponsor support):** $75051114.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.390000%
- **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):** $317277184.60
- **C.18.a - Value (excl. sponsor support):** $317277184.60
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.390000%
- **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):** $87540468.45
- **C.18.a - Value (excl. sponsor support):** $87540468.45
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.390000%
- **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):** $68964619.24
- **C.18.a - Value (excl. sponsor support):** $68964619.24
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.390000%
- **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):** $306988355.70
- **C.18.a - Value (excl. sponsor support):** $306988355.70
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.390000%
- **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):** $87932016.30
- **C.18.a - Value (excl. sponsor support):** $87932016.30
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: 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):** $73145106.89
- **C.18.a - Value (excl. sponsor support):** $73145106.89
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 112: 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):** $3245758.39
- **C.18.a - Value (excl. sponsor support):** $3245758.39
- **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 113: 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):** $87541640.25
- **C.18.a - Value (excl. sponsor support):** $87541640.25
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 114: 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):** $514320216.80
- **C.18.a - Value (excl. sponsor support):** $514320216.80
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 115: 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):** $149965075.50
- **C.18.a - Value (excl. sponsor support):** $149965075.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 116: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149724000.00
- **C.18.a - Value (excl. sponsor support):** $149724000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 118: 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):** $149635825.50
- **C.18.a - Value (excl. sponsor support):** $149635825.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 119: 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):** $119612666.40
- **C.18.a - Value (excl. sponsor support):** $119612666.40
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 120: 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):** $99586319.00
- **C.18.a - Value (excl. sponsor support):** $99586319.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 121: 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):** $124067305.00
- **C.18.a - Value (excl. sponsor support):** $124067305.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 122: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $90680512.69
- **C.18.a - Value (excl. sponsor support):** $90680512.69
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $244776875.00
- **C.18.a - Value (excl. sponsor support):** $244776875.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200513743.29
- **C.18.a - Value (excl. sponsor support):** $200513743.29
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $294598903.50
- **C.18.a - Value (excl. sponsor support):** $294598903.50
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: 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):** $74769426.75
- **C.18.a - Value (excl. sponsor support):** $74769426.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 2.0000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 127: 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):** $160478170.41
- **C.18.a - Value (excl. sponsor support):** $160478170.41
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 128: 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):** $96379145.33
- **C.18.a - Value (excl. sponsor support):** $96379145.33
- **C.19 - Percentage of Net Assets:** 0.3300%
- **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 129: 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):** $414122446.27
- **C.18.a - Value (excl. sponsor support):** $414122446.27
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 130: 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):** $52785795.87
- **C.18.a - Value (excl. sponsor support):** $52785795.87
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 131: 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):** $138917344.10
- **C.18.a - Value (excl. sponsor support):** $138917344.10
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: 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):** $129719159.99
- **C.18.a - Value (excl. sponsor support):** $129719159.99
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: 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):** $274542761.05
- **C.18.a - Value (excl. sponsor support):** $274542761.05
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 134: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $144465976.19
- **C.18.a - Value (excl. sponsor support):** $144465976.19
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: 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):** $323197916.42
- **C.18.a - Value (excl. sponsor support):** $323197916.42
- **C.19 - Percentage of Net Assets:** 1.1100%
- **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 136: 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):** $55112256.10
- **C.18.a - Value (excl. sponsor support):** $55112256.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 137: 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):** $83475711.35
- **C.18.a - Value (excl. sponsor support):** $83475711.35
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: 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):** $397883887.29
- **C.18.a - Value (excl. sponsor support):** $397883887.29
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: 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):** $26648959.05
- **C.18.a - Value (excl. sponsor support):** $26648959.05
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 140: 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):** $181032451.10
- **C.18.a - Value (excl. sponsor support):** $181032451.10
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 141: 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):** $44120312.72
- **C.18.a - Value (excl. sponsor support):** $44120312.72
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **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 142: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $77481250.00
- **C.18.a - Value (excl. sponsor support):** $77481250.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.422000%
- **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):** $150150837.00
- **C.18.a - Value (excl. sponsor support):** $150150837.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 144: 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:** 0.6900%
- **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% | $132000.00         | $115423.33         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2032-06-08      | 4.4500%  | 0.0000% | $3445000.00        | $3417386.41        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2026-01-09      | 4.5650%  | 0.0000% | $179192000.00      | $181025333.43      | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2029-03-12      | 4.5200%  | 0.0000% | $3855000.00        | $3902647.80        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2030-09-24      | 4.9900%  | 0.0000% | $12200000.00       | $12341235.33       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2029-03-26      | 4.7300%  | 0.0000% | $3162000.00        | $3198095.99        | Agency Debentures and Agency Strips |

### Security 145: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.310000%
- **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: LMRP10187335
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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? 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 | 2027-11-30      | 3.8750%  | 0.0000% | $154154500.00      | $155131258.37      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $48159500.00       | $48868775.59       | U.S. Treasuries (including strips) |

### Security 146: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10189075
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac              | 2025-12-11      | 0.0000%  | 0.0000% | $12593000.00       | $12347688.36       | Agency Mortgage-Backed Securities   |
| FANNIEMAE STRIPS         | 2026-01-15      | 0.0000%  | 0.0000% | $771000.00         | $753707.24         | Agency Debentures and Agency Strips |
| FANNIEMAE STRIPS         | 2030-05-15      | 0.0000%  | 0.0000% | $978000.00         | $802898.88         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2036-01-11      | 2.6900%  | 0.0000% | $9395000.00        | $7830150.53        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2032-07-12      | 3.3300%  | 0.0000% | $125000.00         | $120370.62         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2032-03-16      | 2.3800%  | 0.0000% | $53873000.00       | $48593691.42       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2039-08-08      | 3.3300%  | 0.0000% | $5000.00           | $4251.52           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2031-03-26      | 3.2200%  | 0.0000% | $33000.00          | $31768.07          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-08-02      | 2.5900%  | 0.0000% | $15000.00          | $14768.07          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-12-22      | 3.7500%  | 0.0000% | $50000.00          | $49917.67          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2026-05-28      | 4.7500%  | 0.0000% | $1000000.00        | $1010093.22        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2031-05-02      | 4.7500%  | 0.0000% | $29500000.00       | $30818348.44       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2026-05-08      | 4.7500%  | 0.0000% | $1282000.00        | $1297814.89        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2026-06-12      | 4.8750%  | 0.0000% | $2500000.00        | $2525593.75        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-09-20      | 3.5000%  | 0.0000% | $20000.00          | $20035.64          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-02-26      | 4.0000%  | 0.0000% | $31500000.00       | $31680726.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2030-06-10      | 4.0000%  | 0.0000% | $3260000.00        | $3272776.66        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2030-06-17      | 4.0000%  | 0.0000% | $13268000.00       | $13344137.68       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2029-12-24      | 4.8400%  | 0.0000% | $13525000.00       | $13523453.64       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2028-06-30      | 4.3000%  | 0.0000% | $36000000.00       | $35957880.00       | Agency Debentures and Agency Strips |

### Security 147: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10190115
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT BANK | 2025-08-12      | 0.5700%  | 0.0000% | $25000000.00       | $24936125.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2030-03-26      | 4.6500%  | 0.0000% | $13748000.00       | $13893614.23       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2029-03-26      | 4.7300%  | 0.0000% | $12528000.00       | $12671014.08       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2030-04-08      | 4.8400%  | 0.0000% | $25751000.00       | $26012512.85       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2026-06-09      | 4.2600%  | 0.0000% | $215000.00         | $215330.88         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2029-12-24      | 4.8400%  | 0.0000% | $24275000.00       | $24272224.56       | Agency Debentures and Agency Strips |

### Security 148: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10195815
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $78286559.00       | $65879557.32       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $24700974.00       | $21003073.07       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.5000%  | 0.0000% | $87900959.00       | $76237830.17       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 6.0000%  | 0.0000% | $83620840.00       | $68212262.68       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 6.0000%  | 0.0000% | $105724822.00      | $83136075.11       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $71405824.00       | $67752158.31       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $61443250.00       | $62961631.93       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $79095768.00       | $78402889.39       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $90163456.00       | $88414522.79       | Agency Mortgage-Backed Securities |

### Security 149: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10197325
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                               | 2033-11-01      | 5.5000%  | 0.0000% | $203493.00         | $1132.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-03-15      | 6.0000%  | 0.0000% | $102681.00         | $893.92            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2049-07-01      | 4.0000%  | 0.0000% | $16000.00          | $3028.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $61509120.00       | $42066990.88       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2026-01-01      | 3.5000%  | 0.0000% | $250000.00         | $740.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1899586.00        | $686930.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-15      | 6.0000%  | 0.0000% | $2704360.00        | $13723.91          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2041-11-01      | 4.6800%  | 0.0000% | $900000.00         | $676365.82         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2044-10-01      | 4.0000%  | 0.0000% | $5354576.00        | $987147.37         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2034-11-01      | 4.0000%  | 0.0000% | $2742644.00        | $239125.60         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2035-11-01      | 6.4050%  | 0.0000% | $899999.00         | $2451.01           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $6625952.00        | $4981473.73        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-09-01      | 5.0000%  | 0.0000% | $39237.00          | $38117.76          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-03-01      | 6.5000%  | 0.0000% | $1153254.00        | $1184653.23        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $1163422.00        | $1166345.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-04-01      | 2.0000%  | 0.0000% | $1732282.00        | $1272993.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-04-01      | 5.0000%  | 0.0000% | $549056.00         | $517464.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $93670.00          | $70609.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.5000%  | 0.0000% | $1464310.00        | $648358.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $3000000.00        | $721375.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-03-20      | 6.8720%  | 0.0000% | $2154096.00        | $2279867.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1276462.00        | $1291480.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $36883712.00       | $37799674.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $5210560.00        | $5349057.26        | Agency Mortgage-Backed Securities |

### Security 150: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.390000%
- **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: LMRP10202905
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2038-02-01      | 7.0000%  | 0.0000% | $400000.00         | $4328.83           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 4.5000%  | 0.0000% | $122000.00         | $6142.82           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-10-01      | 6.0000%  | 0.0000% | $345000.00         | $1053.69           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 4.0000%  | 0.0000% | $375000.00         | $55982.99          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-05-01      | 8.0000%  | 0.0000% | $6182000.00        | $2384.20           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $9000.00           | $743.08            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-11-01      | 3.0000%  | 0.0000% | $1445000.00        | $122254.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 4.0000%  | 0.0000% | $266000.00         | $44197.40          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 4.0000%  | 0.0000% | $8000.00           | $1550.78           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $616626.00         | $424391.30         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $19000.00          | $11798.78          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 3.0000%  | 0.0000% | $374000.00         | $141605.02         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $181000.00         | $119265.47         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-04-01      | 3.5000%  | 0.0000% | $9426496.00        | $1440228.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $1996000.00        | $1554501.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-11-01      | 6.0000%  | 0.0000% | $18970722.00       | $13683105.68       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-01-01      | 1.5000%  | 0.0000% | $1032764.00        | $517574.42         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 5.5000%  | 0.0000% | $51261931.00       | $402232.05         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $73470.34          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 4.0000%  | 0.0000% | $322920.00         | $295724.69         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.5000%  | 0.0000% | $8509000.00        | $7978414.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $1663950.00        | $1659609.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.0000%  | 0.0000% | $1714038.00        | $1667407.54        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 5.5000%  | 0.0000% | $14431000.00       | $14019833.46       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $991453.33         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 6.5000%  | 0.0000% | $166000.00         | $154639.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $104413.00         | $98030.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $9862456.00        | $10057556.81       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $15133962.00       | $15225922.36       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1071350.00        | $1073797.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1042073.00        | $1083011.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1183450.00        | $1193656.73        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1593740.00        | $1650316.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $2337276.00        | $2363125.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 4.0000%  | 0.0000% | $440000.00         | $87871.46          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.0000%  | 0.0000% | $452815.00         | $280547.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 4.5000%  | 0.0000% | $108000.00         | $70631.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $43118.00          | $31361.23          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $504888.00         | $363364.08         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $1287000.00        | $1117730.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 5.0000%  | 0.0000% | $21294261.00       | $20414713.67       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.0000%  | 0.0000% | $38512464.00       | $38005258.32       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-09-01      | 3.5000%  | 0.0000% | $18068949.00       | $3535628.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $10356887.00       | $8036798.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.0000%  | 0.0000% | $1400000.00        | $1184992.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.0000%  | 0.0000% | $605000.00         | $447175.99         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-02-01      | 6.0000%  | 0.0000% | $1800000.00        | $20348.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-05-01      | 6.0000%  | 0.0000% | $30274727.00       | $29917306.70       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-04-01      | 6.5000%  | 0.0000% | $6169820.00        | $6008610.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 3.5000%  | 0.0000% | $15038499.00       | $13472383.63       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 6.5000%  | 0.0000% | $2764521.00        | $2885966.71        | Agency Mortgage-Backed Securities |

### Security 151: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.400000%
- **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: LMRP10209285
- **C.18 - Value (incl. sponsor support):** $129556000.00
- **C.18.a - Value (excl. sponsor support):** $129556000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2025-07-31      | 0.2500%  | 0.0000% | $132489000.00      | $132147166.72      | U.S. Treasuries (including strips) |

### Security 152: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: LMRP10209295
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2027-12-31      | 3.8750%  | 0.0000% | $815300.00         | $818136.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $32379700.00       | $32372187.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $166911700.00      | $170512750.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $284500.00         | $296948.71         | U.S. Treasuries (including strips) |

### Security 153: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.380000%
- **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: LMRP10209305
- **C.18 - Value (incl. sponsor support):** $310000000.00
- **C.18.a - Value (excl. sponsor support):** $310000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           | 2028-04-15      | 3.6250%  | 0.0000% | $2206800.00        | $4680461.82        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2027-07-15      | 0.3750%  | 0.0000% | $26225800.00       | $33960935.36       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2028-01-15      | 0.5000%  | 0.0000% | $612300.00         | $782490.21         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.20             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2025-07-31      | 0.2500%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2030-07-15      | 0.1250%  | 0.0000% | $3287300.00        | $3859955.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND          | 2025-10-31      | 0.2500%  | 0.0000% | $3145900.00        | $3105032.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $85.73             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2025-11-30      | 0.3750%  | 0.0000% | $100.00            | $98.41             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2025-11-30      | 0.3750%  | 0.0000% | $32342700.00       | $31829013.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-01-31      | 0.7500%  | 0.0000% | $416800.00         | $387696.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2026-05-31      | 0.7500%  | 0.0000% | $2511300.00        | $2438680.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-08-31      | 3.1250%  | 0.0000% | $29744300.00       | $29305245.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-08-31      | 3.1250%  | 0.0000% | $16209300.00       | $16169523.25       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2027-10-15      | 1.6250%  | 0.0000% | $737700.00         | $810595.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2033-02-15      | 3.5000%  | 0.0000% | $71300.00          | $69540.42          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2033-05-15      | 3.3750%  | 0.0000% | $8900.00           | $8506.40           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2028-10-15      | 2.3750%  | 0.0000% | $15201600.00       | $16575448.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-06-30      | 4.2500%  | 0.0000% | $28862600.00       | $29376527.46       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2034-07-15      | 1.8750%  | 0.0000% | $847300.00         | $874051.91         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2034-08-15      | 3.8750%  | 0.0000% | $800.00            | $791.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY FLOATING RATE NOTE | 2026-10-31      | 4.4450%  | 0.0000% | $5200.00           | $5244.46           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2029-10-15      | 1.6250%  | 0.0000% | $1525100.00        | $1577933.51        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2029-10-15      | 1.6250%  | 0.0000% | $200.00            | $206.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2030-01-31      | 4.2500%  | 0.0000% | $17999700.00       | $18653332.05       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2035-01-15      | 2.1250%  | 0.0000% | $261100.00         | $272088.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-02-28      | 4.1250%  | 0.0000% | $71094000.00       | $72418927.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-04-15      | 3.7500%  | 0.0000% | $48661800.00       | $49075857.66       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |

### Security 154: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.390000%
- **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: LMRP10210035
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2030-08-01      | 4.5000%  | 0.0000% | $145000.00         | $2809.62           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-02-01      | 4.0000%  | 0.0000% | $150000.00         | $407.35            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-05-01      | 5.5000%  | 0.0000% | $1600000.00        | $6904.63           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-09-01      | 5.0000%  | 0.0000% | $3786976.00        | $37045.11          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 3.5000%  | 0.0000% | $1550000.00        | $229971.45         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-01-01      | 3.5000%  | 0.0000% | $16000.00          | $391.70            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 3.0000%  | 0.0000% | $5000.00           | $976.46            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-05-01      | 4.0000%  | 0.0000% | $81919.00          | $54.57             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-01-01      | 4.0000%  | 0.0000% | $163840.00         | $120.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $6030000.00        | $650091.71         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 3.0000%  | 0.0000% | $44000.00          | $7786.56           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-04-01      | 4.5000%  | 0.0000% | $2000.00           | $218.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 4.0000%  | 0.0000% | $11584000.00       | $1426680.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-07-01      | 3.0000%  | 0.0000% | $300000.00         | $32312.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 3.0000%  | 0.0000% | $1000000.00        | $171025.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-11-01      | 4.5000%  | 0.0000% | $2000.00           | $66.13             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-11-01      | 3.5000%  | 0.0000% | $46000.00          | $6235.90           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-04-01      | 3.0000%  | 0.0000% | $22000.00          | $3414.35           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 3.0000%  | 0.0000% | $3000000.00        | $540374.33         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-03-01      | 3.5000%  | 0.0000% | $10000.00          | $2189.94           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $246.09            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-05-01      | 3.5000%  | 0.0000% | $10000.00          | $955.96            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 3.5000%  | 0.0000% | $145000.00         | $10674.35          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 3.0000%  | 0.0000% | $66100000.00       | $26087472.24       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 4.0000%  | 0.0000% | $2000.00           | $274.90            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 3.5000%  | 0.0000% | $13000.00          | $5752.80           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.0000%  | 0.0000% | $141000.00         | $83567.24          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 2.0000%  | 0.0000% | $500000.00         | $217791.76         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $32000.00          | $20896.50          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $625000.00         | $435101.01         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.5000%  | 0.0000% | $15000.00          | $11685.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $45000.00          | $29798.56          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-05-01      | 5.5000%  | 0.0000% | $47000.00          | $8798.41           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $16000.00          | $12873.02          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-08-01      | 4.5000%  | 0.0000% | $192000.00         | $4527.11           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $136.23            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 4.5000%  | 0.0000% | $96000.00          | $8563.84           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 4.0000%  | 0.0000% | $1108556.00        | $498274.75         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $30000.00          | $24715.19          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $301700.00         | $235550.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1555.58           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 2.5000%  | 0.0000% | $45086720.00       | $31541650.48       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-06-01      | 4.5000%  | 0.0000% | $5000000.00        | $461253.84         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1351.58           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 4.5000%  | 0.0000% | $9000.00           | $7352.45           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $300000.00         | $231384.04         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 2.5000%  | 0.0000% | $1650000.00        | $1208592.99        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.0000%  | 0.0000% | $6000.00           | $4755.95           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1222.08           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $27000.00          | $21062.93          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 6.0000%  | 0.0000% | $14000.00          | $8444.54           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 5.5000%  | 0.0000% | $5310000.00        | $4644104.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.0000%  | 0.0000% | $201000.00         | $132398.53         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.0000%  | 0.0000% | $1491000.00        | $1335572.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.5000%  | 0.0000% | $11136208.00       | $9871911.00        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2025-10-01      | 4.0000%  | 0.0000% | $458748.00         | $75.61             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-11-01      | 5.0000%  | 0.0000% | $1280812.00        | $27459.76          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-12-01      | 4.0000%  | 0.0000% | $21000.00          | $2930.41           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-02-01      | 3.0000%  | 0.0000% | $207000.00         | $35228.30          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $14000.00          | $9962.47           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 7.0000%  | 0.0000% | $12804608.00       | $9347761.26        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.0000%  | 0.0000% | $2410000.00        | $2139532.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-07-01      | 2.5000%  | 0.0000% | $307000.00         | $118065.14         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.5000%  | 0.0000% | $16036864.00       | $14795340.05       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.5000%  | 0.0000% | $145000.00         | $131318.16         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $5263592.00        | $4065030.17        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $9681000.00        | $8011670.12        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $15974.00          | $12849.34          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.0000%  | 0.0000% | $1217300.00        | $1185009.43        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.0000%  | 0.0000% | $135000.00         | $79432.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1388.79           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $9845056.00        | $7608724.63        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $87916.97          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $110000.00         | $97767.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 2.5000%  | 0.0000% | $109000.00         | $92522.38          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.5000%  | 0.0000% | $17761376.00       | $16649789.40       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 4.5000%  | 0.0000% | $37000.00          | $32049.96          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 2.5000%  | 0.0000% | $20517760.00       | $13440266.71       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-11-01      | 2.5000%  | 0.0000% | $11000.00          | $5996.91           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-09-01      | 4.5000%  | 0.0000% | $287000.00         | $38028.66          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-02-01      | 2.5000%  | 0.0000% | $47212.00          | $8479.99           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 4.5000%  | 0.0000% | $74000.00          | $6063.30           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 5.0000%  | 0.0000% | $30000.00          | $24864.89          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 4.0000%  | 0.0000% | $2563308.00        | $2337482.25        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.0000%  | 0.0000% | $30000.00          | $23134.80          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-10-01      | 4.5000%  | 0.0000% | $50000.00          | $9239.38           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-08-01      | 5.0000%  | 0.0000% | $5009.00           | $163.44            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-06-01      | 5.5000%  | 0.0000% | $2089136.00        | $30289.23          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.5000%  | 0.0000% | $1524500.00        | $268534.67         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.0000%  | 0.0000% | $425000.00         | $400517.61         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-10-01      | 5.0000%  | 0.0000% | $8000.00           | $4626.52           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-12-01      | 4.5000%  | 0.0000% | $5000.00           | $2598.74           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-10-01      | 5.0000%  | 0.0000% | $14996.00          | $1248.21           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $9880000.00        | $8885623.82        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $376000.00         | $339240.99         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-01-01      | 6.0000%  | 0.0000% | $14999.00          | $163.87            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-05-01      | 5.0000%  | 0.0000% | $18000.00          | $13084.33          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 2.5000%  | 0.0000% | $264000.00         | $191358.69         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-05-01      | 3.5000%  | 0.0000% | $390000.00         | $43430.06          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-03-01      | 5.5000%  | 0.0000% | $161313.00         | $4466.30           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-05-01      | 3.0000%  | 0.0000% | $125000.00         | $18088.64          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-02-01      | 4.5000%  | 0.0000% | $765000.00         | $37439.00          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-06-01      | 5.5000%  | 0.0000% | $21000000.00       | $174481.73         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-09-01      | 5.5000%  | 0.0000% | $821562.00         | $6791.71           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 5.5000%  | 0.0000% | $793990.00         | $9162.71           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 6.0000%  | 0.0000% | $2155128.00        | $27670.96          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-06-01      | 5.0000%  | 0.0000% | $976000.00         | $82219.57          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-06-01      | 4.5000%  | 0.0000% | $393215.00         | $67.29             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 4.5000%  | 0.0000% | $90000.00          | $128.34            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-04-01      | 3.5000%  | 0.0000% | $40000.00          | $7237.50           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-03-01      | 3.5000%  | 0.0000% | $1000.00           | $88.99             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-01-01      | 5.0000%  | 0.0000% | $300000.00         | $27236.09          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-12-01      | 5.0000%  | 0.0000% | $32000.00          | $21864.21          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-05-01      | 6.0000%  | 0.0000% | $17000.00          | $11829.98          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 5.0000%  | 0.0000% | $324000.00         | $291902.59         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 3.5000%  | 0.0000% | $2380644.00        | $2071259.40        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 3.5000%  | 0.0000% | $479533.00         | $252894.31         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 3.0000%  | 0.0000% | $1868000.00        | $1170369.94        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $1345000.00        | $1201778.10        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 2.5000%  | 0.0000% | $527000.00         | $363366.50         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.0000%  | 0.0000% | $1811496.00        | $1543934.30        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.0000%  | 0.0000% | $2633000.00        | $2495860.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $38.26             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-05-01      | 4.5000%  | 0.0000% | $1218000.00        | $145086.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-07-01      | 4.0000%  | 0.0000% | $1118118.00        | $149780.61         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 6.0000%  | 0.0000% | $39978.00          | $133.19            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $158155.00         | $141741.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 6.0000%  | 0.0000% | $3900000.00        | $3563308.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $1316048.00        | $1355696.53        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-12-01      | 3.5000%  | 0.0000% | $420549.00         | $51079.64          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 4.0000%  | 0.0000% | $26000.00          | $4292.30           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.0000%  | 0.0000% | $2581932.00        | $1669067.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.0000%  | 0.0000% | $29000.00          | $18258.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-11-01      | 4.0000%  | 0.0000% | $975000.00         | $101372.66         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.5000%  | 0.0000% | $1400000.00        | $736587.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.5000%  | 0.0000% | $54777024.00       | $36958524.95       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $60138304.00       | $47004933.19       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-10-01      | 4.0000%  | 0.0000% | $38153.00          | $12130.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $6730000.00        | $3338448.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $57961.00          | $37835.79          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.5000%  | 0.0000% | $4357928.00        | $2877882.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2375.64           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-11-01      | 2.5000%  | 0.0000% | $35000.00          | $21294.78          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-02-01      | 4.0000%  | 0.0000% | $22000.00          | $14627.09          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 3.0000%  | 0.0000% | $150000.00         | $102459.76         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 5.5000%  | 0.0000% | $12000.00          | $8542.45           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.0000%  | 0.0000% | $18000.00          | $15207.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-05-01      | 6.0000%  | 0.0000% | $3543984.00        | $2945347.32        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $701000.00         | $519457.97         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $1197962.00        | $918180.64         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 7.0000%  | 0.0000% | $16278000.00       | $14040396.37       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 3.5000%  | 0.0000% | $50000.00          | $41007.97          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $8719000.00        | $7024266.53        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-06-01      | 4.0000%  | 0.0000% | $804808.00         | $85167.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 3.0000%  | 0.0000% | $398759.00         | $218128.52         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-04-01      | 5.0000%  | 0.0000% | $14000.00          | $10720.59          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-02-01      | 5.0000%  | 0.0000% | $8000.00           | $5719.54           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-12-01      | 6.0000%  | 0.0000% | $75000.00          | $44234.68          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 5.5000%  | 0.0000% | $12000.00          | $9738.79           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-06-01      | 5.5000%  | 0.0000% | $1065999.00        | $1075481.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 3.5000%  | 0.0000% | $200311.00         | $15698.54          | Agency Mortgage-Backed Securities |

### Security 155: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: LMRP10210055
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2028-05-31      | 1.2500%  | 0.0000% | $69242100.00       | $64601119.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $66760000.00       | $62080492.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $59030800.00       | $59307683.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $17698500.00       | $18010796.32       | U.S. Treasuries (including strips) |

### Security 156: FED RESERVE BANK

- **C.1 - Title:** FED RESERVE BANK 4.250000%
- **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: LMRP10210075
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.4500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2040-02-15      | 4.6250%  | 0.0000% | $590262400.00      | $599452743.07      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $420456300.00      | $400665316.85      | U.S. Treasuries (including strips) |

### Security 157: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10210095
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2025-10-15      | 0.1250%  | 0.0000% | $16568600.00       | $20400000.00       | U.S. Treasuries (including strips) |

### Security 158: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.390000%
- **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: LMRP10211285
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2057-09-01      | 4.0000%  | 0.0000% | $103828923.00      | $37109934.33       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2058-05-01      | 4.0000%  | 0.0000% | $120000000.00      | $36548207.53       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-07-01      | 3.5000%  | 0.0000% | $110000000.00      | $33279837.03       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $50000000.00       | $37112748.99       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.5000%  | 0.0000% | $46682689.00       | $34299575.60       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $45000000.00       | $34719003.88       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $25239259.00       | $22182225.20       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $564245.00         | $470445.37         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-11-01      | 4.5000%  | 0.0000% | $127899292.00      | $33786164.86       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 6.5000%  | 0.0000% | $40305674.00       | $34099921.83       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.0000%  | 0.0000% | $39500000.00       | $36447026.39       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.0000%  | 0.0000% | $40828776.00       | $34420983.01       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $32452025.00       | $33523926.19       | Agency Mortgage-Backed Securities |

### Security 159: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.400000%
- **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: LMRP10212015
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.9300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   | 2047-02-01      | 3.0000%  | 0.0000% | $31000.00          | $6482.34           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-10-01      | 3.5000%  | 0.0000% | $731000.00         | $146824.75         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 2.5000%  | 0.0000% | $500000.00         | $201367.64         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.0000%  | 0.0000% | $79000.00          | $50396.29          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-06-01      | 6.0000%  | 0.0000% | $427275.00         | $4508.55           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 3.5000%  | 0.0000% | $15000.00          | $9077.13           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.0000%  | 0.0000% | $969000.00         | $773110.69         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-04-01      | 2.5000%  | 0.0000% | $500000.00         | $347087.87         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 3.5000%  | 0.0000% | $102000.00         | $80290.68          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-01-01      | 2.0000%  | 0.0000% | $1120000.00        | $488877.96         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 6.5000%  | 0.0000% | $1300000.00        | $998807.98         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.0000%  | 0.0000% | $260000.00         | $214851.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-01-01      | 2.0000%  | 0.0000% | $1600000.00        | $1124901.55        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.5000%  | 0.0000% | $950000.00         | $690505.47         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 3.0000%  | 0.0000% | $3000.00           | $1917.91           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-03-01      | 2.5000%  | 0.0000% | $280706.00         | $176551.54         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.5000%  | 0.0000% | $510000.00         | $269399.55         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.0000%  | 0.0000% | $1300000.00        | $1173515.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-11-01      | 6.0000%  | 0.0000% | $1038410.00        | $520209.03         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.0000%  | 0.0000% | $308660041.00      | $222339069.48      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.5000%  | 0.0000% | $119717997.00      | $112435122.03      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-07-01      | 6.5000%  | 0.0000% | $1253654.00        | $31097.45          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-05-01      | 4.5000%  | 0.0000% | $1000000.00        | $5784.81           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-08-01      | 4.5000%  | 0.0000% | $1000000.00        | $13373.63          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-12-01      | 3.5000%  | 0.0000% | $565297.00         | $359264.19         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-06-01      | 3.0000%  | 0.0000% | $142888.00         | $33170.44          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-12-01      | 2.5000%  | 0.0000% | $1613000.00        | $562718.85         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 6.5000%  | 0.0000% | $227357.00         | $203917.02         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-09-01      | 6.0000%  | 0.0000% | $2013335.00        | $148520.70         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $300000.00         | $250905.18         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.0000%  | 0.0000% | $325000.00         | $265345.22         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 2.5000%  | 0.0000% | $200000.00         | $123925.56         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 7.0000%  | 0.0000% | $1254531.00        | $852145.70         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 4.5000%  | 0.0000% | $5017596.00        | $4634108.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $2164650.00        | $2201218.84        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $1021122.00        | $1026733.64        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $1882680.00        | $1484011.94        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.5000%  | 0.0000% | $2590880.00        | $2642425.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $290498.00         | $284291.18         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.5000%  | 0.0000% | $10813522.00       | $7289801.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-02-01      | 5.5000%  | 0.0000% | $935286.00         | $919404.84         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-05-01      | 1.5000%  | 0.0000% | $100000.00         | $59493.97          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-09-01      | 6.0000%  | 0.0000% | $1221041.00        | $698822.71         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-11-01      | 5.0000%  | 0.0000% | $1041631.00        | $905421.77         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-12-01      | 5.0000%  | 0.0000% | $1534226.00        | $1511461.74        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 6.0000%  | 0.0000% | $1327010.00        | $1342803.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 5.5000%  | 0.0000% | $1518176.00        | $1530602.37        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 5.5000%  | 0.0000% | $1306437.00        | $1268385.90        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.5000%  | 0.0000% | $1800000.00        | $1663050.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $6700639.00        | $6261642.96        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $2101512.00        | $1862147.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-09-01      | 3.0000%  | 0.0000% | $2749336.00        | $1576386.45        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $1244773.00        | $1283727.64        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $4196782.00        | $3682021.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $195121031.00      | $191667867.21      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-07-01      | 5.0000%  | 0.0000% | $200000.00         | $3660.95           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-05-01      | 4.5000%  | 0.0000% | $110000.00         | $1266.62           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-06-01      | 4.5000%  | 0.0000% | $194117.00         | $10535.12          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-04-01      | 7.0000%  | 0.0000% | $812358.00         | $2615.98           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-03-01      | 2.5000%  | 0.0000% | $5000000.00        | $1998324.86        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-04-01      | 2.0000%  | 0.0000% | $783285.00         | $507869.16         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-07-01      | 1.5000%  | 0.0000% | $538319.00         | $352403.05         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $1575000.00        | $1081851.17        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-04-01      | 4.0000%  | 0.0000% | $541028.00         | $399619.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $1200000.00        | $989626.95         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 4.5000%  | 0.0000% | $1006280.00        | $889715.48         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-02-01      | 3.0000%  | 0.0000% | $481000.00         | $145182.72         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.0000%  | 0.0000% | $611879.00         | $412896.14         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $16057278.00       | $11102376.71       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.5000%  | 0.0000% | $7430000.00        | $5822959.98        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 3.5000%  | 0.0000% | $1202000.00        | $907928.78         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 4.0000%  | 0.0000% | $826110.00         | $750379.45         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 7.5000%  | 0.0000% | $541254.00         | $572079.48         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 5.5000%  | 0.0000% | $521066.00         | $514618.63         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.5000%  | 0.0000% | $100000.00         | $66977.53          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 5.5000%  | 0.0000% | $76758.00          | $63081.10          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 5.5000%  | 0.0000% | $1582426.00        | $1605930.25        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 6.0000%  | 0.0000% | $1047112.00        | $1074766.85        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-12-01      | 4.5000%  | 0.0000% | $1661811.00        | $1397272.95        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-12-01      | 3.0000%  | 0.0000% | $105709.00         | $94647.50          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-03-01      | 5.0000%  | 0.0000% | $1923362.00        | $1923724.54        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 5.0000%  | 0.0000% | $437633.00         | $306769.36         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 6.0000%  | 0.0000% | $1159752.00        | $1200967.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 6.0000%  | 0.0000% | $100000.00         | $102663.32         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $1910736.00        | $1801022.18        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 4.5000%  | 0.0000% | $3237987.00        | $3090913.94        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.0000%  | 0.0000% | $1075523.00        | $1054970.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $1304548.00        | $1362156.32        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $23814535.00       | $23735083.25       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $4002023.00        | $3897346.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $2973103.00        | $3109001.15        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $1223704.00        | $1277049.39        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $1263933.00        | $1320780.95        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1558857.00        | $1628186.39        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $4414790.00        | $4528864.41        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $1965279.00        | $1974617.99        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 4.5000%  | 0.0000% | $113643.00         | $108749.77         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $10184658.00       | $10603863.17       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $4714291.00        | $4736871.95        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.0000%  | 0.0000% | $2375590.00        | $2334653.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $3029980.00        | $3089998.05        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1257697.00        | $1324263.54        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $1102426.00        | $1120581.36        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $1496900.00        | $1515998.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $5332350.00        | $5480564.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $7593740.00        | $7792409.95        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $1112925.00        | $1125542.85        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $1137896.00        | $1151957.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $2341579.00        | $2427728.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.0000%  | 0.0000% | $1100386.00        | $1087510.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $1395991.00        | $1408192.74        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $4451358.00        | $4656802.02        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $4560557.00        | $4695468.92        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $3160522.00        | $3257522.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.5000%  | 0.0000% | $4886588.00        | $4904754.16        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.5000%  | 0.0000% | $8019220.00        | $8044693.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $77421324.00       | $77516195.87       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 3.5000%  | 0.0000% | $4130097.00        | $3694846.74        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.5000%  | 0.0000% | $11944848.00       | $12241826.58       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $1950000.00        | $1936342.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.0000%  | 0.0000% | $36179873.00       | $36961079.99       | Agency Mortgage-Backed Securities |

### Security 160: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10212025
- **C.18 - Value (incl. sponsor support):** $195000000.00
- **C.18.a - Value (excl. sponsor support):** $195000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2038-02-15      | 4.3750%  | 0.0000% | $10058400.00       | $10174811.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $94918400.00       | $92544063.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $35521600.00       | $33015455.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $67933600.00       | $63189982.51       | U.S. Treasuries (including strips) |

### Security 161: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10212035
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 4.3100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2027-07-31      | 0.3750%  | 0.0000% | $3000000.00        | $2801249.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $48999995.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $48999995.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $48999995.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $50699235.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-16      | 3.7500%  | 0.0000% | $18866200.00       | $19130038.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $50699235.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $10762300.00       | $10860660.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50456966.98       | U.S. Treasuries (including strips) |

### Security 162: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.380000%
- **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: LMRP10212045
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                      | 2042-11-15      | 0.0000%  | 0.0000% | $4069500.00        | $1737839.28        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-31      | 0.5000%  | 0.0000% | $190013000.00      | $177568404.30      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2052-02-15      | 0.1250%  | 0.0000% | $400.00            | $243.45            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2033-01-15      | 1.1250%  | 0.0000% | $23896000.00       | $24643347.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2025-11-30      | 4.8750%  | 0.0000% | $49900.00          | $50206.73          | U.S. Treasuries (including strips) |

### Security 163: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: LMRP10212055
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2064-02-16      | 4.0000%  | 0.0000% | $100000000.00      | $78227746.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $98000000.00       | $75115442.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $111501000.00      | $85234023.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4018%  | 0.0000% | $100000000.00      | $88616094.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.5019%  | 0.0000% | $54820861.00       | $50558463.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.1518%  | 0.0000% | $4399850.00        | $4327090.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 5.0000%  | 0.0000% | $75000000.00       | $75337483.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $100000000.00      | $86306576.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.9818%  | 0.0000% | $100000000.00      | $86277081.43       | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.400000%
- **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: LMRP10212065
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2038-08-20      | 6.0000%  | 0.0000% | $1455812.00        | $13337.72          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2036-06-01      | 6.0000%  | 0.0000% | $26000.00          | $221.37            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2031-06-01      | 4.5000%  | 0.0000% | $99912.00          | $3379.75           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2039-05-01      | 4.5000%  | 0.0000% | $423876.00         | $1875.81           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2041-05-01      | 4.5000%  | 0.0000% | $754992.00         | $22693.77          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2028-09-01      | 2.5000%  | 0.0000% | $7400000.00        | $402331.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-15      | 2.5000%  | 0.0000% | $2967600.00        | $415392.39         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2035-07-01      | 3.0000%  | 0.0000% | $100000.00         | $12965.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $670107.00         | $47638.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $29026.00          | $2114.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.0000%  | 0.0000% | $471849.00         | $2692.93           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2044-04-01      | 4.5000%  | 0.0000% | $20951.00          | $1562.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $14478100.00       | $1832099.13        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2031-10-01      | 2.5000%  | 0.0000% | $61601.00          | $8645.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $16510000.00       | $246221.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-20      | 3.5000%  | 0.0000% | $300000.00         | $3192.15           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2033-03-01      | 3.0000%  | 0.0000% | $19580.00          | $2548.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-15      | 4.5000%  | 0.0000% | $3033580.00        | $159655.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $211253.00         | $16759.64          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2045-02-01      | 4.0000%  | 0.0000% | $71790.00          | $10052.63          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-10-01      | 4.0000%  | 0.0000% | $99000.00          | $13948.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 4.0000%  | 0.0000% | $631000.00         | $258205.03         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-01-01      | 4.0000%  | 0.0000% | $6980.00           | $1353.06           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-01-01      | 4.0000%  | 0.0000% | $2307.00           | $157.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $27975552.00       | $18170776.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $2009828.00        | $1316858.21        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-09-01      | 4.5000%  | 0.0000% | $2215000.00        | $1738722.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2030-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $90017.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-15      | 5.0000%  | 0.0000% | $2000000.00        | $45887.62          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-10-01      | 6.5000%  | 0.0000% | $214494.00         | $200517.57         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-01-01      | 5.0000%  | 0.0000% | $2574152.00        | $344696.97         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2041-05-01      | 2.5000%  | 0.0000% | $100000.00         | $62877.72          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-08-01      | 4.5000%  | 0.0000% | $1000000.00        | $824259.25         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-07-01      | 4.0000%  | 0.0000% | $30001.00          | $26497.75          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-06-01      | 5.5000%  | 0.0000% | $11000.00          | $9185.84           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-03-01      | 2.0000%  | 0.0000% | $600000.00         | $395219.50         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2032-01-01      | 7.0000%  | 0.0000% | $971678.00         | $2434.13           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $2923000.00        | $1763080.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-12-01      | 2.0000%  | 0.0000% | $111000.00         | $73738.97          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-06-01      | 4.0000%  | 0.0000% | $14027.00          | $9179.20           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-05-01      | 4.5000%  | 0.0000% | $130000.00         | $18840.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $511690752.00      | $365114768.75      | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-08-01      | 3.5000%  | 0.0000% | $11000.00          | $9448.98           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-02-01      | 3.0000%  | 0.0000% | $425000.00         | $141854.89         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2034-04-01      | 5.5000%  | 0.0000% | $500000.00         | $4995.82           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-12-01      | 6.0000%  | 0.0000% | $32583936.00       | $30082773.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 5.5000%  | 0.0000% | $2032504.00        | $191682.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $96609.00          | $92117.82          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2034-01-01      | 3.0000%  | 0.0000% | $100000.00         | $15048.57          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2042-05-01      | 4.5000%  | 0.0000% | $1443994.00        | $151596.51         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2049-03-01      | 4.5000%  | 0.0000% | $476000.00         | $66483.17          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 2.0000%  | 0.0000% | $263606.00         | $197704.91         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2049-08-01      | 4.0000%  | 0.0000% | $547000.00         | $87921.14          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-01-01      | 6.0000%  | 0.0000% | $11163696.00       | $8295667.35        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $1041900.00        | $879568.48         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $322296.00         | $304210.45         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2042-02-01      | 2.0000%  | 0.0000% | $100000.00         | $66642.50          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-09-01      | 2.0000%  | 0.0000% | $177242.00         | $118956.54         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-06-01      | 6.0000%  | 0.0000% | $2009716.00        | $1887299.25        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2045-05-01      | 4.0000%  | 0.0000% | $367253.00         | $69304.38          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-11-01      | 7.0000%  | 0.0000% | $1334298.00        | $1411460.21        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $1718750.00        | $1799956.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-01-01      | 7.0000%  | 0.0000% | $1124814.00        | $1187828.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $1876652.00        | $1914225.85        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-07-01      | 3.0000%  | 0.0000% | $228000.00         | $149832.03         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-10-01      | 3.0000%  | 0.0000% | $546000.00         | $177251.94         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-08-01      | 4.0000%  | 0.0000% | $92000.00          | $8080.90           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2033-09-01      | 3.5000%  | 0.0000% | $3300000.00        | $792101.22         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-10-01      | 4.0000%  | 0.0000% | $49546.00          | $22006.71          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-04-01      | 6.5000%  | 0.0000% | $1681122.00        | $1563886.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-08-01      | 6.5000%  | 0.0000% | $235200.00         | $185268.60         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-06-01      | 6.0000%  | 0.0000% | $1051900.00        | $718092.25         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-12-01      | 3.0000%  | 0.0000% | $50000.00          | $13840.51          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-04-01      | 5.0000%  | 0.0000% | $1848036.00        | $1791569.27        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-01-01      | 6.5000%  | 0.0000% | $4630696.00        | $4018656.05        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2038-03-01      | 2.5000%  | 0.0000% | $84624.00          | $22084.85          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-10-01      | 2.5000%  | 0.0000% | $3000000.00        | $1183315.27        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-02-01      | 2.5000%  | 0.0000% | $1131718.00        | $812640.50         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-02-01      | 5.5000%  | 0.0000% | $693104.00         | $608803.03         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-05-01      | 6.5000%  | 0.0000% | $7082200.00        | $7319734.71        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-01-01      | 2.5000%  | 0.0000% | $6700000.00        | $814771.90         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-11-01      | 4.0000%  | 0.0000% | $38572160.00       | $34790532.83       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-05-01      | 6.5000%  | 0.0000% | $4632952.00        | $4729424.78        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $1193346.00        | $1158110.05        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 4.0000%  | 0.0000% | $3006140.00        | $2789191.61        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $1474386.00        | $1502872.50        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $1208424.00        | $1216651.62        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-01-01      | 3.5000%  | 0.0000% | $15970032.00       | $14617821.14       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 3.5000%  | 0.0000% | $243517.00         | $215860.88         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-09-01      | 4.0000%  | 0.0000% | $29442464.00       | $27328318.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-15      | 3.0000%  | 0.0000% | $1148648.00        | $86967.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $43626300.00       | $40950273.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-15      | 3.5000%  | 0.0000% | $121619.00         | $10860.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-10-15      | 5.0900%  | 0.0000% | $2691.00           | $2703.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1042066.00        | $1049220.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1774902.00        | $1833262.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1001206.00        | $1030648.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1952634.00        | $2045226.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3983480.00        | $3985884.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1110772.00        | $1160719.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2065812.00        | $2124911.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $6332080.00        | $6392966.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $287034.00         | $86797.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-15      | 6.0000%  | 0.0000% | $484599.00         | $3457.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-15      | 9.0000%  | 0.0000% | $1359870.00        | $766.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 6.0000%  | 0.0000% | $8960128.00        | $20510.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-02-15      | 5.0000%  | 0.0000% | $57000.00          | $751.97            | Agency Mortgage-Backed Securities |

### Security 165: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.410000%
- **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: LMRP10213015
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2048-04-20      | 4.5000%  | 0.0000% | $28617851.00       | $6133721.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.4519%  | 0.0000% | $100000000.00      | $65904174.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.5019%  | 0.0000% | $33139861.00       | $32962104.79       | Agency Collateralized Mortgage Obligation |

### Security 166: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.400000%
- **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: LMRP10213025
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.4500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                               | 2042-11-01      | 4.0000%  | 0.0000% | $7775483.00        | $881242.61         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2042-10-01      | 3.0000%  | 0.0000% | $9629600.00        | $1327941.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2045-07-01      | 4.0000%  | 0.0000% | $18443500.00       | $2470844.31        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2047-11-01      | 4.5000%  | 0.0000% | $583000.00         | $87181.74          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-11-01      | 1.5000%  | 0.0000% | $100000000.00      | $54769959.62       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-03-01      | 1.5000%  | 0.0000% | $29437300.00       | $16905084.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $4421991.00        | $2300392.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $394900.00         | $208042.65         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-06-01      | 2.5000%  | 0.0000% | $12174600.00       | $2732609.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $153314.00         | $118340.72         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-07-01      | 5.5000%  | 0.0000% | $3922200.00        | $3342592.51        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-12-01      | 4.5000%  | 0.0000% | $7594560.00        | $917686.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-15      | 3.0000%  | 0.0000% | $85000.00          | $44435.11          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-03-01      | 4.0000%  | 0.0000% | $102112256.00      | $15215341.69       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $10295100.00       | $7092411.23        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-06-01      | 5.0000%  | 0.0000% | $1670400.00        | $1608184.33        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2042-07-01      | 4.0000%  | 0.0000% | $6600000.00        | $922046.27         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-09-01      | 2.5000%  | 0.0000% | $1106200.00        | $551338.84         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-09-01      | 5.0000%  | 0.0000% | $1342151.00        | $1310516.87        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-09-01      | 5.0000%  | 0.0000% | $1124972.00        | $1096417.88        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-12-01      | 6.0000%  | 0.0000% | $98400.00          | $94954.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $105000000.00      | $102591522.69      | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-04-01      | 6.0000%  | 0.0000% | $1122461.00        | $1090147.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $1091900.00        | $1066185.96        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-01-01      | 5.0000%  | 0.0000% | $2456200.00        | $2393623.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1287600.00        | $1022201.69        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-09-01      | 5.0000%  | 0.0000% | $1079482.00        | $1047799.25        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-06-01      | 5.0000%  | 0.0000% | $1168279.00        | $1138171.54        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $9401670.00        | $9349408.39        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-10-01      | 4.5000%  | 0.0000% | $2134536.00        | $1983825.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-08-01      | 4.5000%  | 0.0000% | $493400.00         | $196431.68         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-01-01      | 6.5000%  | 0.0000% | $18011504.00       | $17637668.56       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-12-01      | 5.5000%  | 0.0000% | $364500.00         | $348428.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-04-15      | 5.2700%  | 0.0000% | $13499200.00       | $13614012.16       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2030-01-01      | 4.5500%  | 0.0000% | $7984299.00        | $8030729.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $22600.00          | $12724.63          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-10-01      | 5.0000%  | 0.0000% | $1520100.00        | $1486471.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-05-01      | 6.0000%  | 0.0000% | $1120100.00        | $1128504.23        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-10-01      | 5.5000%  | 0.0000% | $2747333.00        | $2767463.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $17400.00          | $17054.68          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2030-03-01      | 3.0000%  | 0.0000% | $129736.00         | $19296.50          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-03-01      | 4.5000%  | 0.0000% | $9539925.00        | $1046123.30        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $420000.00         | $307244.94         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-08-01      | 6.0000%  | 0.0000% | $80000.00          | $67490.00          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-06-01      | 6.5000%  | 0.0000% | $34705600.00       | $31414467.97       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $27900.00          | $27508.56          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 6.5000%  | 0.0000% | $457600.00         | $450212.73         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-02-01      | 4.5000%  | 0.0000% | $5943823.00        | $811615.83         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-06-01      | 5.5000%  | 0.0000% | $916786.00         | $902236.37         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-10-01      | 6.0000%  | 0.0000% | $1025651.00        | $1014691.52        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $11125876.00       | $8392987.22        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-10-01      | 7.0000%  | 0.0000% | $5101201.00        | $4999378.16        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-10-01      | 5.0000%  | 0.0000% | $2618300.00        | $2540906.39        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 6.5000%  | 0.0000% | $38699630.00       | $38289906.03       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-03-01      | 5.0000%  | 0.0000% | $973800.00         | $942051.34         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-05-01      | 6.5000%  | 0.0000% | $3009251.00        | $2903463.90        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-05-01      | 5.5000%  | 0.0000% | $4066750.00        | $3939319.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2036-07-01      | 6.6580%  | 0.0000% | $6808800.00        | $726070.52         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2026-10-01      | 2.4700%  | 0.0000% | $16639680.00       | $16283087.03       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2044-10-01      | 4.0000%  | 0.0000% | $2958733.00        | $601055.71         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-04-01      | 5.5000%  | 0.0000% | $19850.00          | $19679.95          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-04-01      | 5.5000%  | 0.0000% | $1539626.00        | $1523931.67        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-10-01      | 5.0000%  | 0.0000% | $1800800.00        | $1762212.64        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1971200.00        | $1914404.31        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-09-01      | 6.5000%  | 0.0000% | $47147619.00       | $45697054.26       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-10-01      | 5.5000%  | 0.0000% | $2414100.00        | $2328231.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-12-01      | 5.0000%  | 0.0000% | $1179800.00        | $1150904.45        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-01-01      | 6.0000%  | 0.0000% | $4008975.00        | $3904891.56        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-01-01      | 6.5000%  | 0.0000% | $6617437.00        | $6506834.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-01-01      | 5.5000%  | 0.0000% | $2037335.00        | $2017277.91        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $5717511.00        | $5520723.63        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-02-01      | 4.5000%  | 0.0000% | $360505.00         | $343977.81         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $10295.00          | $10166.17          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-02-01      | 5.0000%  | 0.0000% | $1291300.00        | $1273669.54        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-03-01      | 6.5000%  | 0.0000% | $21495300.00       | $21533896.66       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-03-01      | 5.5000%  | 0.0000% | $559900.00         | $560930.78         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-03-01      | 5.5000%  | 0.0000% | $1352822.00        | $1359254.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $5409400.00        | $5144006.34        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $2329350.00        | $2349773.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $15653105.00       | $15805360.40       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-05-01      | 5.0000%  | 0.0000% | $1118000.00        | $1102426.49        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $34331.00          | $34474.02          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $12686944.00       | $12606165.07       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-05-01      | 5.0000%  | 0.0000% | $1121500.00        | $1103138.23        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $6177408.00        | $6073158.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $3488800.00        | $3446113.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $4252400.00        | $4187341.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $2391571.00        | $2362938.58        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $277039.00         | $278668.42         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2046-09-01      | 7.1870%  | 0.0000% | $7478300.00        | $811015.62         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-05-01      | 5.3400%  | 0.0000% | $19000.00          | $18585.14          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2039-11-01      | 5.0000%  | 0.0000% | $352592.00         | $344823.15         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2032-06-01      | 4.4600%  | 0.0000% | $20891500.00       | $20972951.32       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-02-01      | 5.0000%  | 0.0000% | $12290503.00       | $9789109.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-08-01      | 6.0000%  | 0.0000% | $15432600.00       | $14947742.24       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-09-01      | 5.5000%  | 0.0000% | $2754968.00        | $2714482.43        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-03-01      | 5.0000%  | 0.0000% | $40259792.00       | $37930821.87       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-01-01      | 6.0000%  | 0.0000% | $1239103.00        | $1247112.51        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $80576900.00       | $78482825.38       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 5.0000%  | 0.0000% | $13735350.00       | $13581223.18       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-08-01      | 2.5000%  | 0.0000% | $179000.00         | $107293.44         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-04-01      | 5.5000%  | 0.0000% | $3673549.00        | $2363236.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-07-01      | 2.0000%  | 0.0000% | $17700.00          | $12109.42          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $20718500.00       | $20868161.42       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $77340900.00       | $77758934.28       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2042-12-01      | 4.5000%  | 0.0000% | $6160000.00        | $706075.96         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2042-10-01      | 3.5000%  | 0.0000% | $15319100.00       | $1888892.92        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2029-07-01      | 3.0000%  | 0.0000% | $6206527.00        | $672744.56         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $4969900.00        | $4896156.15        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-12-01      | 5.0000%  | 0.0000% | $14436992.00       | $13974333.10       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $10704547.00       | $10487111.62       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $11034435.00       | $10987505.35       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $2166700.00        | $2179931.06        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $4389737.00        | $4421213.85        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 5.0000%  | 0.0000% | $1078008.00        | $1065393.99        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 5.0000%  | 0.0000% | $24400.00          | $24114.49          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 5.5000%  | 0.0000% | $29151445.00       | $28835619.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-15      | 5.1200%  | 0.0000% | $24957400.00       | $25123352.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-05-15      | 5.2400%  | 0.0000% | $15800000.00       | $15889153.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $1101451.00        | $1096950.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $11977085.00       | $11628936.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $17793100.00       | $17213359.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $189400.00         | $184638.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $52855.00          | $51618.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $17835200.00       | $17864299.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $20848500.00       | $20462176.56       | Agency Mortgage-Backed Securities |

### Security 167: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.380000%
- **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: LMRP10213035
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY NOTE/BOND | 2026-02-15      | 1.6250%  | 0.0000% | $1300.00           | $1287.20           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-11-15      | 2.2500%  | 0.0000% | $467400.00         | $452943.55         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-02-28      | 2.5000%  | 0.0000% | $46800.00          | $46666.48          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-08-31      | 1.3750%  | 0.0000% | $615200.00         | $599862.09         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-12-31      | 1.7500%  | 0.0000% | $961700.00         | $932183.50         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-01-31      | 1.5000%  | 0.0000% | $6500200.00        | $6307134.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-03-31      | 0.6250%  | 0.0000% | $891000.00         | $844875.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-05-15      | 0.6250%  | 0.0000% | $210400.00         | $180781.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-07-31      | 1.0000%  | 0.0000% | $39712000.00       | $36736723.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-07-31      | 0.6250%  | 0.0000% | $23481800.00       | $22707059.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-07-15      | 3.0000%  | 0.0000% | $900400.00         | $912042.09         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-09-15      | 3.5000%  | 0.0000% | $3122800.00        | $3149417.59        | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2025-10-30      | 0.0000%  | 0.0000% | $32856100.00       | $32391186.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-12-31      | 4.2500%  | 0.0000% | $476400.00         | $479044.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2025-08-14      | 0.0000%  | 0.0000% | $12833700.00       | $12764654.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-12-15      | 4.0000%  | 0.0000% | $18713400.00       | $18864779.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2025-07-29      | 0.0000%  | 0.0000% | $5110400.00        | $5093632.78        | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2025-11-13      | 0.0000%  | 0.0000% | $815000.00         | $802292.52         | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2025-12-18      | 0.0000%  | 0.0000% | $61942000.00       | $60733511.58       | U.S. Treasuries (including strips) |

### Security 168: MIZUHO SECURITIES US LLC

- **C.1 - Title:** MIZUHO SECURITIES US LLC 4.380000%
- **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: LMRP10213045
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2028-11-15      | 3.1250%  | 0.0000% | $94435400.00       | $92969975.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $1000.00           | $960.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $13366600.00       | $12535798.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $4958000.00        | $4790148.96        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $7560300.00        | $7584424.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $42494700.00       | $41445993.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $18618900.00       | $19194484.67       | U.S. Treasuries (including strips) |

### Security 169: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 4.400000%
- **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: LMRP10213055
- **C.18 - Value (incl. sponsor support):** $1229000000.00
- **C.18.a - Value (excl. sponsor support):** $1229000000.00
- **C.19 - Percentage of Net Assets:** 4.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2052-05-15      | 2.8750%  | 0.0000% | $65337400.00       | $45761703.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $350000000.00      | $254083718.00      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $135451500.00      | $115488690.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $117000000.00      | $95048789.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $375000000.00      | $370341802.50      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $145634400.00      | $139275332.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $232424200.00      | $233580143.20      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 4.390000%
- **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: LMRP10213065
- **C.18 - Value (incl. sponsor support):** $990000000.00
- **C.18.a - Value (excl. sponsor support):** $990000000.00
- **C.19 - Percentage of Net Assets:** 3.4100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2041-02-15      | 2.1250%  | 0.0000% | $1526300.00        | $2190274.49        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $50000000.00       | $51563749.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $200000000.00      | $162406250.00      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $35000000.00       | $36018965.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $744818300.00      | $757620795.55      | U.S. Treasuries (including strips) |

### Security 171: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10213075
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   | 2051-02-01      | 1.5000%  | 0.0000% | $58910000.00       | $32022188.78       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $45512487.00       | $36165569.91       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $39599000.00       | $34716925.07       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.5000%  | 0.0000% | $35301369.00       | $34247101.23       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 5.0000%  | 0.0000% | $38436802.00       | $35308202.44       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $12545702.00       | $12379329.48       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 3.0000%  | 0.0000% | $50000000.00       | $32882522.61       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 6.5000%  | 0.0000% | $39220515.00       | $31637940.61       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $24054361.00       | $22646080.08       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 5.5000%  | 0.0000% | $34666131.00       | $33994140.12       | Agency Mortgage-Backed Securities |

### Security 172: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.390000%
- **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: LMRP10213085
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                               | 2037-06-01      | 6.5820%  | 0.0000% | $1169.00           | $36.64             | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-06-01      | 2.9700%  | 0.0000% | $4142242.00        | $3905481.80        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2050-11-01      | 1.5000%  | 0.0000% | $25554.00          | $13927.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $3970544.00        | $1879090.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-12-01      | 2.0000%  | 0.0000% | $13454641.00       | $7215543.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $9800557.00        | $6326984.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-12-01      | 2.0000%  | 0.0000% | $407074.00         | $254080.47         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-09-01      | 4.5000%  | 0.0000% | $142705.00         | $109491.47         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2033-02-15      | 3.5000%  | 0.0000% | $1600.00           | $1560.51           | U.S. Treasuries (including strips) |
| Fannie Mae                               | 2048-11-01      | 3.0000%  | 0.0000% | $2829154.00        | $1347100.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 7.0000%  | 0.0000% | $1666374.00        | $1333244.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-11-01      | 2.5000%  | 0.0000% | $420763.00         | $280347.29         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $851.42            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $811.54            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2029-01-31      | 4.0000%  | 0.0000% | $20100.00          | $20600.46          | U.S. Treasuries (including strips) |
| Freddie Mac                              | 2053-07-01      | 6.0000%  | 0.0000% | $1424444.00        | $1012879.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-10-01      | 6.5000%  | 0.0000% | $12890087.00       | $10472766.40       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2049-06-01      | 3.5000%  | 0.0000% | $413992.00         | $127762.42         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-12-01      | 7.0000%  | 0.0000% | $5770899.00        | $4811642.25        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2028-02-01      | 3.2500%  | 0.0000% | $1169258.00        | $1000970.89        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-10-01      | 2.4300%  | 0.0000% | $7048.00           | $6274.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-06-01      | 4.3800%  | 0.0000% | $10000.00          | $10067.98          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2051-01-01      | 2.0000%  | 0.0000% | $1733.00           | $999.19            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.89           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-12-01      | 1.2700%  | 0.0000% | $5000000.00        | $3862340.31        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1017670.00        | $934872.82         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-05-01      | 2.0000%  | 0.0000% | $14676000.00       | $8763690.90        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2050-06-01      | 2.5000%  | 0.0000% | $31907334.00       | $12115831.49       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2032-01-31      | 4.3750%  | 0.0000% | $100600.00         | $104658.35         | U.S. Treasuries (including strips) |
| Fannie Mae                               | 2032-08-01      | 1.7546%  | 0.0000% | $87436.00          | $74440.23          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-02-01      | 1.3400%  | 0.0000% | $262118.00         | $219766.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-11-01      | 1.8100%  | 0.0000% | $1850000.00        | $1586445.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-12-01      | 5.5000%  | 0.0000% | $29148098.00       | $27862931.65       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-05-01      | 3.4400%  | 0.0000% | $9019000.00        | $8307109.05        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-01-01      | 6.5000%  | 0.0000% | $4796824.00        | $4609347.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $758984.00         | $62494.40          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $1137722.00        | $1227299.04        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-09-01      | 5.5000%  | 0.0000% | $8004.00           | $7687.50           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-10-01      | 6.5000%  | 0.0000% | $9163802.00        | $9117069.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1073386.00        | $868301.68         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $1012700.00        | $1071080.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4497704.00        | $4496851.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1007998.00        | $1060097.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1087658.00        | $1030443.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1076410.00        | $514402.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4740336.00        | $3966451.42        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-04-01      | 7.0000%  | 0.0000% | $14895456.00       | $12146479.61       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2032-10-01      | 3.4500%  | 0.0000% | $9056.00           | $8155.63           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2028-04-15      | 3.7500%  | 0.0000% | $1469700.00        | $1482205.51        | U.S. Treasuries (including strips) |
| Freddie Mac                              | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $756.62            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2051-12-01      | 2.5000%  | 0.0000% | $18921482.00       | $13082754.19       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $831.25            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $751.65            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-12-01      | 5.5000%  | 0.0000% | $1270832.00        | $1075877.40        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $454.45            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1048.22           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-07-01      | 5.5000%  | 0.0000% | $5114.00           | $5033.96           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.64           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-08-01      | 6.0000%  | 0.0000% | $1584495.00        | $1344692.26        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $925.42            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-10-01      | 6.0000%  | 0.0000% | $49971949.00       | $43526246.61       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-06-01      | 6.5000%  | 0.0000% | $1953056.00        | $2020344.38        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $867.47            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-06-01      | 5.5000%  | 0.0000% | $890878.00         | $850100.87         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $1107191.00        | $1154577.02        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $980.16            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $863.39            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-07-01      | 6.0000%  | 0.0000% | $1613074.00        | $1656561.45        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1947727.00        | $2040951.12        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $920.77            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 7.0000%  | 0.0000% | $1228089.00        | $1002687.82        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.96           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.02           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $995.94            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $882.37            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-02-01      | 6.5000%  | 0.0000% | $5505.00           | $5594.71           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.73           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $1895801.00        | $1906970.24        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $2347202.00        | $2361563.75        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $101574.00         | $102636.00         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $663608.00         | $670839.67         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-07-01      | 7.0000%  | 0.0000% | $1008.00           | $1069.61           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-06-01      | 2.9600%  | 0.0000% | $5773785.00        | $4892211.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $775.23            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-12-01      | 4.5900%  | 0.0000% | $4607.00           | $4554.41           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-07-01      | 5.2100%  | 0.0000% | $1332950.00        | $1368271.77        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-10-01      | 4.5000%  | 0.0000% | $994108.00         | $828811.65         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $897.32            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $105979.00         | $73756.78          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-11-01      | 4.5000%  | 0.0000% | $219112.00         | $207328.72         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.03           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $30932986.00       | $31954712.83       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-01-01      | 7.0000%  | 0.0000% | $16731285.00       | $14512062.60       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $954.26            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-04-01      | 6.0000%  | 0.0000% | $475200.00         | $446859.56         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-07-01      | 5.5000%  | 0.0000% | $598105.00         | $572613.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-10-20      | 7.2840%  | 0.0000% | $55068.00          | $50692.71          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1020642.00        | $268307.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-15      | 2.5000%  | 0.0000% | $807391.00         | $545947.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $2000.00           | $1037.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $914680.00         | $409444.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-01-20      | 5.8380%  | 0.0000% | $1000.00           | $929.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 7.0000%  | 0.0000% | $13629814.00       | $11354071.91       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1020738.00        | $1085679.88        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $3024.00           | $3267.25           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2949044.00        | $3048171.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $11557295.00       | $12001457.25       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1384471.00        | $1419525.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1419061.00        | $1455647.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1037867.00        | $1071256.87        | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.390000%
- **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: LMRP10213095
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2040-02-15      | 2.1250%  | 0.0000% | $197000000.00      | $289112416.73      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $16620200.00       | $16887619.02       | U.S. Treasuries (including strips) |

### Security 174: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.390000%
- **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: LMRP10213105
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   | 2052-08-01      | 4.5000%  | 0.0000% | $25021706.00       | $19380000.19       | Agency Mortgage-Backed Securities |

### Security 175: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 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: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10213115
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2028-04-30      | 1.2500%  | 0.0000% | $109009900.00      | $102000019.58      | U.S. Treasuries (including strips) |

### Security 176: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 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: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10213145
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2048-10-20      | 4.7321%  | 0.0000% | $23500000.00       | $10035265.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 4.0000%  | 0.0000% | $47000000.00       | $31667383.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $51699594.00       | $34158483.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.0518%  | 0.0000% | $1000.00           | $699.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.2819%  | 0.0000% | $50000000.00       | $29138167.94       | Agency Collateralized Mortgage Obligation |

### Security 177: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 4.400000%
- **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: LMRP10214015
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $152195773.00      | $35945477.20       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-01-01      | 3.5000%  | 0.0000% | $66007914.00       | $23075843.93       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $125021312.00      | $28795042.69       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-07-01      | 3.5000%  | 0.0000% | $1800000.00        | $544579.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.0000%  | 0.0000% | $28435216.00       | $23692646.51       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $61061760.00       | $26168674.22       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $46171237.00       | $36912643.15       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 6.5000%  | 0.0000% | $32467071.00       | $27257366.31       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-07-01      | 4.0000%  | 0.0000% | $967000.00         | $665886.53         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 2.5000%  | 0.0000% | $1550000.00        | $893689.43         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-10-01      | 3.5000%  | 0.0000% | $144570880.00      | $22959489.78       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 6.5000%  | 0.0000% | $1100000.00        | $1028945.85        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 3.0000%  | 0.0000% | $51424521.00       | $36966632.74       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $1001478.00        | $720824.60         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 6.0000%  | 0.0000% | $932602.00         | $745075.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 7.0000%  | 0.0000% | $959199.00         | $1011214.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $1534944.00        | $964692.90         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $34530304.00       | $29822218.11       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 5.5000%  | 0.0000% | $751548.00         | $709284.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-07-01      | 3.5000%  | 0.0000% | $236996864.00      | $35264655.34       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-02-01      | 3.0000%  | 0.0000% | $7452816.00        | $1101468.04        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-02-01      | 3.5000%  | 0.0000% | $5107860.00        | $1025967.74        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.5000%  | 0.0000% | $1181848.00        | $973283.37         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $1137186.00        | $1155457.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.5000%  | 0.0000% | $1027689.00        | $976015.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $1048971.00        | $1064851.95        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $793754.00         | $809195.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1053850.00        | $1078695.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.5000%  | 0.0000% | $623401.00         | $635641.63         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 3.5000%  | 0.0000% | $250130688.00      | $38105894.98       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 3.5000%  | 0.0000% | $174946560.00      | $33632717.78       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.0000%  | 0.0000% | $59769664.00       | $32654688.81       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.0000%  | 0.0000% | $53670144.00       | $30775864.78       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $42979767.00       | $37414796.81       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $32320536.00       | $28553096.00       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.5000%  | 0.0000% | $30608123.00       | $25005022.67       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 6.0000%  | 0.0000% | $28214845.00       | $27982391.55       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $32318091.00       | $32805805.86       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $34450372.00       | $33797161.80       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.0000%  | 0.0000% | $3405285.00        | $3101731.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $809629.00         | $645749.12         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $10831174.00       | $10736292.96       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $332668.00         | $332701.54         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.5000%  | 0.0000% | $1014206.00        | $1052387.73        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.0000%  | 0.0000% | $612812.00         | $628140.49         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1020650.00        | $1060088.17        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.0000%  | 0.0000% | $1001177.00        | $984024.93         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $1062350.00        | $1104837.74        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $1076406.00        | $1094174.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.0000%  | 0.0000% | $1120240.00        | $1105856.99        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $27021407.00       | $28461113.02       | Agency Mortgage-Backed Securities |

### Security 178: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.400000%
- **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: LMRP10214025
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.4500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   | 2037-02-01      | 5.5000%  | 0.0000% | $108776160.00      | $749771.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 5.5000%  | 0.0000% | $319554560.00      | $4201523.64        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-01-01      | 6.9900%  | 0.0000% | $780000.00         | $6418.47           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-01-01      | 4.5000%  | 0.0000% | $35944640.00       | $1006963.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-12-01      | 4.5000%  | 0.0000% | $3200000.00        | $580054.33         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $255070.06         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-06-01      | 7.3750%  | 0.0000% | $1099990.00        | $5107.52           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-05-01      | 3.5000%  | 0.0000% | $435393.00         | $51636.78          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-03-01      | 2.5000%  | 0.0000% | $8160736.00        | $1875690.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 3.0000%  | 0.0000% | $1700000.00        | $608950.63         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $1597000.00        | $1181278.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $397700.00         | $316354.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $41738304.00       | $36632326.08       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $218000.00         | $159019.33         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-07-01      | 2.5000%  | 0.0000% | $2275000.00        | $1609755.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.5000%  | 0.0000% | $7817912.00        | $5827392.58        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-09-01      | 5.5000%  | 0.0000% | $739000.00         | $475622.84         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $112561152.00      | $84341482.01       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 4.5000%  | 0.0000% | $24028096.00       | $21681250.95       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $749456.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2061-01-01      | 2.5000%  | 0.0000% | $119070336.00      | $56845095.87       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-07-01      | 4.0000%  | 0.0000% | $5495816.00        | $1984688.72        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.0000%  | 0.0000% | $5140248.00        | $3849347.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $200000.00         | $150741.63         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $180000.00         | $154756.04         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-01-01      | 4.5000%  | 0.0000% | $25092720.00       | $2422594.03        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-04-01      | 3.5000%  | 0.0000% | $1598710.00        | $55221.88          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-12-01      | 5.0000%  | 0.0000% | $706000.00         | $82024.99          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-08-01      | 3.5000%  | 0.0000% | $10545680.00       | $1717378.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-12-01      | 3.0600%  | 0.0000% | $5000000.00        | $4890925.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-08-01      | 7.1180%  | 0.0000% | $600000.00         | $5037.62           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.5000%  | 0.0000% | $18700768.00       | $12373771.86       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 6.0000%  | 0.0000% | $1458700.00        | $1486263.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $378324.00         | $363423.14         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.5000%  | 0.0000% | $855926.00         | $743525.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.5000%  | 0.0000% | $1217156.00        | $1111084.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.0000%  | 0.0000% | $3432850.00        | $3355839.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.5000%  | 0.0000% | $2877832.00        | $2741899.15        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $6059264.00        | $5987777.82        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $3209468.00        | $3302238.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 4.5000%  | 0.0000% | $41460.00          | $39687.89          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $3566500.00        | $3730774.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $1051464.00        | $1100371.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 7.0000%  | 0.0000% | $8237696.00        | $8722888.58        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $9141168.00        | $9481286.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $19394656.00       | $19807031.63       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-09-01      | 1.7481%  | 0.0000% | $33596928.00       | $27871091.00       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.5100%  | 0.0000% | $180000.00         | $139585.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 5.0000%  | 0.0000% | $634248.00         | $553292.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-08-01      | 5.5000%  | 0.0000% | $2457188.00        | $2215581.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 2.5000%  | 0.0000% | $4212744.00        | $2893824.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 4.0000%  | 0.0000% | $1179770.00        | $925909.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.6000%  | 0.0000% | $90000.00          | $63056.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 6.5000%  | 0.0000% | $3502892.00        | $3277010.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 6.5000%  | 0.0000% | $1884550.00        | $1680496.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $3150250.00        | $1732309.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $1371550.00        | $1344796.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.5000%  | 0.0000% | $1674566.00        | $1638488.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $8967088.00        | $7760171.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $174200000.00      | $90674360.55       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 2.5000%  | 0.0000% | $9282210.00        | $6269029.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 2.5000%  | 0.0000% | $951686.00         | $691204.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $109497344.00      | $85764610.60       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.5000%  | 0.0000% | $28000.00          | $26317.61          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $195000.00         | $183583.58         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 4.5000%  | 0.0000% | $92136576.00       | $87305366.75       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-03-01      | 6.0000%  | 0.0000% | $28220064.00       | $25966230.86       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $45317888.00       | $40642259.33       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $110376192.00      | $114793900.96      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 1.5000%  | 0.0000% | $3685000.00        | $1923993.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $841739.00         | $595708.57         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 4.5000%  | 0.0000% | $200000.00         | $160351.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 4.0000%  | 0.0000% | $37870500.00       | $30558658.25       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 4.5000%  | 0.0000% | $860769.00         | $682282.58         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $17095104.00       | $12894858.11       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 1.5000%  | 0.0000% | $73686.00          | $54730.04          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 6.0000%  | 0.0000% | $2805408.00        | $2369060.04        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.5000%  | 0.0000% | $18665632.00       | $13683568.49       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.0000%  | 0.0000% | $47662144.00       | $42496825.59       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 7.0000%  | 0.0000% | $24002520.00       | $21836922.37       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 2.5000%  | 0.0000% | $6005424.00        | $5060978.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 3.5000%  | 0.0000% | $6772352.00        | $5867580.81        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 6.0000%  | 0.0000% | $4212970.00        | $304454.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-07-01      | 3.5000%  | 0.0000% | $528797.00         | $134417.49         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 4.0000%  | 0.0000% | $80788480.00       | $68266997.04       | Agency Mortgage-Backed Securities |

### Security 179: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10214035
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2031-06-30      | 4.2500%  | 0.0000% | $40154000.00       | $40800077.86       | U.S. Treasuries (including strips) |

### Security 180: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.390000%
- **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: LMRP10214045
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                               | 2039-10-01      | 5.0000%  | 0.0000% | $285000.00         | $12158.05          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-10-01      | 6.5000%  | 0.0000% | $5225000.00        | $38221.20          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-11-01      | 6.5000%  | 0.0000% | $3406052.00        | $44572.72          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 4.5000%  | 0.0000% | $368000.00         | $34566.30          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-02-01      | 4.5000%  | 0.0000% | $115000.00         | $10074.75          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $347994.00         | $12582.87          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 4.5000%  | 0.0000% | $1627600.00        | $116511.55         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.0000%  | 0.0000% | $720000.00         | $51557.79          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 4.5000%  | 0.0000% | $1450001.00        | $90805.87          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-03-01      | 4.0000%  | 0.0000% | $1700000.00        | $202599.08         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-11-01      | 3.5000%  | 0.0000% | $6109580.00        | $692276.61         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-09-01      | 3.5000%  | 0.0000% | $734488.00         | $63857.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $4155000.00        | $243584.10         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-06-01      | 3.0000%  | 0.0000% | $6000000.00        | $694736.25         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-08-01      | 3.5000%  | 0.0000% | $137000.00         | $19652.80          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-01-20      | 4.5000%  | 0.0000% | $425000.00         | $32560.06          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-07-01      | 4.0000%  | 0.0000% | $280356.00         | $46049.18          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-09-20      | 4.0000%  | 0.0000% | $2794504.00        | $161825.43         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-01-20      | 3.0000%  | 0.0000% | $1590000.00        | $142928.34         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-10-01      | 3.0000%  | 0.0000% | $250000.00         | $39150.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $2111892.00        | $199441.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-20      | 4.5000%  | 0.0000% | $449522.00         | $35895.46          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $496688.00         | $68864.94          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-05-20      | 5.5000%  | 0.0000% | $99000.00          | $9463.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $5055910.00        | $135556.73         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $784000.00         | $63114.79          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $100.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-15      | 4.5000%  | 0.0000% | $104388.00         | $10959.31          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-11-01      | 3.0000%  | 0.0000% | $225816.00         | $44884.19          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $48314.00          | $6889.24           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-02-01      | 3.5000%  | 0.0000% | $114234.00         | $16373.20          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-10-01      | 3.5000%  | 0.0000% | $100981.00         | $16070.60          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-12-01      | 4.0000%  | 0.0000% | $8295000.00        | $1143878.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $12417137.00       | $1511465.95        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $200099.00         | $11064.36          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-07-01      | 4.5000%  | 0.0000% | $5245366.00        | $420956.24         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $153112022.00      | $15773633.71       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-06-01      | 3.5000%  | 0.0000% | $425000.00         | $53223.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $597241.00         | $48623.91          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-10-01      | 3.5000%  | 0.0000% | $674993.00         | $85141.66          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-10-01      | 3.0000%  | 0.0000% | $710000.00         | $107075.43         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-10-01      | 3.0000%  | 0.0000% | $555810.00         | $160981.11         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2034-05-01      | 5.0000%  | 0.0000% | $6346263.00        | $180201.70         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-02-01      | 2.5000%  | 0.0000% | $906880.00         | $224416.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $306832.00         | $40357.23          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-02-01      | 4.5000%  | 0.0000% | $663996.00         | $44239.14          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $9997360.00        | $1687347.04        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-05-01      | 3.5000%  | 0.0000% | $2998990.00        | $674600.33         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $51860.00          | $14368.55          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $253205.00         | $52357.53          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 5.0000%  | 0.0000% | $897776.00         | $146803.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-15      | 4.0000%  | 0.0000% | $2374000.00        | $283167.32         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-05-01      | 2.5000%  | 0.0000% | $220208.00         | $122991.46         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-03-01      | 2.0000%  | 0.0000% | $38000.00          | $21542.76          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-05-01      | 2.0000%  | 0.0000% | $894859.00         | $532274.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $38491.00          | $21024.03          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-09-01      | 2.5000%  | 0.0000% | $87000.00          | $53212.12          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $375000.00         | $239222.87         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-07-01      | 2.0000%  | 0.0000% | $618568.00         | $378832.70         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-12-01      | 2.5000%  | 0.0000% | $1465680.00        | $942892.93         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-07-01      | 2.0000%  | 0.0000% | $478676.00         | $293202.00         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 3.5000%  | 0.0000% | $20000.00          | $7934.73           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-01-01      | 2.0000%  | 0.0000% | $1542482.00        | $1000430.37        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $148000.00         | $96908.56          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $213998.00         | $144294.82         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.5000%  | 0.0000% | $23000.00          | $16087.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $25000.00          | $16253.16          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $29708.00          | $20639.37          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.0000%  | 0.0000% | $58239.00          | $44866.10          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 2.5000%  | 0.0000% | $471000.00         | $262457.85         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-09-01      | 4.5000%  | 0.0000% | $35000.00          | $27474.16          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.5000%  | 0.0000% | $26999.00          | $20863.24          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $10000.00          | $7801.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $424201.00         | $262800.05         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 6.5000%  | 0.0000% | $247830.00         | $172099.21         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 5.0000%  | 0.0000% | $344000.00         | $280616.73         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-09-01      | 6.5000%  | 0.0000% | $13820016.00       | $440882.17         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-09-01      | 4.0000%  | 0.0000% | $204000.00         | $15859.12          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 4.0000%  | 0.0000% | $180760.00         | $131042.09         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-10-01      | 2.5000%  | 0.0000% | $47999.00          | $30414.78          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 4.5000%  | 0.0000% | $130000.00         | $110530.14         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $65316996.00       | $49623707.84       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $133043.00         | $81826.04          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $6113792.00        | $3760193.02        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-12-01      | 3.5000%  | 0.0000% | $186000.00         | $46453.57          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-11-01      | 2.5000%  | 0.0000% | $364085.00         | $189622.29         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-12-01      | 3.0000%  | 0.0000% | $514000.00         | $151439.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $2927280.00        | $2261184.98        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 5.5000%  | 0.0000% | $401006.00         | $332596.65         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-07-01      | 2.5000%  | 0.0000% | $98000.00          | $59631.50          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $2671908.00        | $2057609.54        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 3.0000%  | 0.0000% | $4006890.00        | $2969816.52        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 4.5000%  | 0.0000% | $915000.00         | $763870.82         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 4.0000%  | 0.0000% | $10000.00          | $8317.32           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $308000.00         | $245537.88         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $272100.00         | $203101.24         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 7.0000%  | 0.0000% | $1030418.00        | $1103147.21        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 6.5000%  | 0.0000% | $1134362.00        | $880440.72         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-03-01      | 3.0000%  | 0.0000% | $2234558.00        | $911475.98         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.0000%  | 0.0000% | $563388.00         | $352270.77         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-08-01      | 2.5000%  | 0.0000% | $7216359.00        | $2727441.50        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 3.0000%  | 0.0000% | $15000.00          | $9547.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1024.00           | $826.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 3.0000%  | 0.0000% | $200000.00         | $138034.70         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-08-01      | 5.5000%  | 0.0000% | $2134209.00        | $1817167.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1000.00           | $560.84            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-01-01      | 4.0000%  | 0.0000% | $2151652.00        | $901509.10         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-10-01      | 5.5000%  | 0.0000% | $405052.00         | $369406.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-06-01      | 3.0000%  | 0.0000% | $100000.00         | $72230.43          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-03-01      | 6.0000%  | 0.0000% | $1489580.00        | $1101578.17        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 5.0000%  | 0.0000% | $99103.00          | $88236.55          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 5.5000%  | 0.0000% | $58998.00          | $47119.39          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-04-01      | 2.5000%  | 0.0000% | $791560.00         | $506370.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $38586553.00       | $31295123.67       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-10-01      | 5.5000%  | 0.0000% | $745045.00         | $584828.53         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-12-01      | 5.5000%  | 0.0000% | $2535124.00        | $2216867.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $337568.00         | $290886.39         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-12-01      | 6.0000%  | 0.0000% | $700000.00         | $548609.25         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 5.5000%  | 0.0000% | $368161.00         | $99696.52          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $75861.17          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-01-01      | 2.2600%  | 0.0000% | $2000000.00        | $1513602.99        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-01-01      | 6.0000%  | 0.0000% | $91656.00          | $92267.40          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $1796164.00        | $1337063.13        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $25432.00          | $16605.36          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 3.0000%  | 0.0000% | $977999.00         | $616898.34         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.9400%  | 0.0000% | $302830.00         | $218598.81         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $676291.00         | $395755.05         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-02-01      | 2.0000%  | 0.0000% | $876202.00         | $575541.04         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 4.0000%  | 0.0000% | $1301000.00        | $939532.97         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $492958.00         | $460206.76         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2044-05-01      | 4.5000%  | 0.0000% | $4862395.00        | $236295.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $11757700.00       | $7488018.90        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-12-01      | 3.5000%  | 0.0000% | $2302400.00        | $664070.18         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-02-01      | 5.5000%  | 0.0000% | $34607.00          | $26820.48          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 2.5000%  | 0.0000% | $200000.00         | $115027.72         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.0000%  | 0.0000% | $260573.00         | $217955.85         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $87916.97          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $500000.00         | $344936.99         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-09-01      | 6.8900%  | 0.0000% | $177000.00         | $34596.22          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-08-01      | 4.5000%  | 0.0000% | $296000.00         | $48688.57          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 6.0000%  | 0.0000% | $197277.00         | $149492.35         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 5.0000%  | 0.0000% | $100000.00         | $81181.30          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $24867000.00       | $515205.45         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $8016.00           | $7963.12           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-05-01      | 3.0000%  | 0.0000% | $4787090.00        | $2008192.19        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-02-01      | 4.0000%  | 0.0000% | $493334.00         | $153676.27         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-06-01      | 6.0000%  | 0.0000% | $1220057.00        | $1011688.80        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-12-01      | 4.5000%  | 0.0000% | $360793.00         | $286989.68         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $200000.00         | $155000.25         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-03-01      | 6.5000%  | 0.0000% | $2888636.00        | $2251190.74        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-08-01      | 4.5000%  | 0.0000% | $3999600.00        | $16526.19          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $1091236.00        | $1090119.77        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $3435672.00        | $3438452.13        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-02-01      | 4.0000%  | 0.0000% | $77436.00          | $16551.93          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-01-01      | 4.5000%  | 0.0000% | $1167477.00        | $282260.46         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 3.0000%  | 0.0000% | $9000.00           | $6704.74           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-10-01      | 5.5000%  | 0.0000% | $36000.00          | $33744.66          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 4.5000%  | 0.0000% | $1365340.00        | $1281216.92        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2417547.00        | $2398896.18        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-06-01      | 5.5000%  | 0.0000% | $200000.00         | $172290.80         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 5.5000%  | 0.0000% | $150000.00         | $144072.03         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2030-05-01      | 4.3000%  | 0.0000% | $1000.00           | $998.16            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-09-01      | 2.0000%  | 0.0000% | $443536.00         | $236606.49         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.0000%  | 0.0000% | $8002.00           | $6252.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1178428.00        | $1138968.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $19285024.00       | $19137348.41       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2035-03-01      | 4.2360%  | 0.0000% | $1000.00           | $23.49             | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2037-06-01      | 5.0000%  | 0.0000% | $1504442.00        | $15959.48          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-11-01      | 4.0000%  | 0.0000% | $1335000.00        | $107244.68         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2044-04-01      | 4.5000%  | 0.0000% | $182973.00         | $27965.28          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-04-01      | 5.5000%  | 0.0000% | $99657.00          | $92345.74          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2038-09-01      | 7.0000%  | 0.0000% | $2122167.00        | $26609.66          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-05-01      | 3.0000%  | 0.0000% | $1714410.00        | $236729.84         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-01-01      | 5.0000%  | 0.0000% | $1360000.00        | $123470.28         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2048-11-01      | 4.5000%  | 0.0000% | $107000.00         | $75847.09          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2037-04-01      | 2.5000%  | 0.0000% | $157000.00         | $97893.41          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-10-01      | 2.5000%  | 0.0000% | $2184000.00        | $1004019.10        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-01      | 3.0000%  | 0.0000% | $900845.00         | $493730.26         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-03-01      | 4.0000%  | 0.0000% | $4868352.00        | $998676.58         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 2.5000%  | 0.0000% | $200000.00         | $138836.18         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $2151843.00        | $1589584.32        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-06-01      | 2.5000%  | 0.0000% | $420237.00         | $293146.26         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 3.5000%  | 0.0000% | $54000.00          | $41405.79          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $83016.39          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 2.5000%  | 0.0000% | $200000.00         | $143357.90         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-06-01      | 5.0000%  | 0.0000% | $738480.00         | $620778.35         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-04-01      | 5.5000%  | 0.0000% | $500000.00         | $455384.24         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-01-01      | 6.5000%  | 0.0000% | $208230.00         | $187767.85         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.5000%  | 0.0000% | $1072020.00        | $946438.02         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $715440.00         | $668200.66         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-03-01      | 5.0000%  | 0.0000% | $244032.00         | $217272.65         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 4.0000%  | 0.0000% | $9000.00           | $8204.01           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 5.5000%  | 0.0000% | $465000.00         | $442074.17         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 7.5000%  | 0.0000% | $270649.00         | $249826.61         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-09-01      | 5.0000%  | 0.0000% | $676681.00         | $591245.92         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 5.5000%  | 0.0000% | $829360.00         | $747704.34         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2042-08-01      | 4.5000%  | 0.0000% | $880476.00         | $39587.13          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-06-01      | 4.0000%  | 0.0000% | $1973000.00        | $262448.65         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-10-01      | 2.5000%  | 0.0000% | $2303713.00        | $1145958.28        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $167262.00         | $94805.80          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-03-01      | 2.5000%  | 0.0000% | $1438433.00        | $939930.25         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 4.5000%  | 0.0000% | $62433.00          | $44220.68          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 2.5000%  | 0.0000% | $3691672.00        | $2717522.05        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $60684.00          | $48800.40          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 6.0000%  | 0.0000% | $1106500.00        | $810052.61         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-09-01      | 5.0000%  | 0.0000% | $65195.00          | $45116.12          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-09-01      | 5.5000%  | 0.0000% | $650369.00         | $635403.31         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-10-01      | 4.5000%  | 0.0000% | $1042050.00        | $710946.23         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 6.0000%  | 0.0000% | $1112266.00        | $981619.03         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 5.5000%  | 0.0000% | $1026816.00        | $859965.13         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-07-01      | 5.5000%  | 0.0000% | $3076688.00        | $3027563.16        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 6.5000%  | 0.0000% | $12000.00          | $8075.91           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-12-01      | 6.5000%  | 0.0000% | $1878727.00        | $1428036.30        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $998000.00         | $938865.49         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $1252797.00        | $1188966.66        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $1702275.00        | $1740537.87        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 7.0000%  | 0.0000% | $2653122.00        | $2614996.47        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $1505538.00        | $1392271.51        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 6.5000%  | 0.0000% | $359021.00         | $372683.87         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $1178502.00        | $1180605.28        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $3306511.00        | $3319934.73        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-12-01      | 2.5000%  | 0.0000% | $1491990.00        | $792442.14         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-02-01      | 2.0000%  | 0.0000% | $1052552.00        | $587739.02         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $386669.00         | $232174.43         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-03-01      | 2.0000%  | 0.0000% | $1373071.00        | $848830.28         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $99000.00          | $80360.05          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-07-01      | 2.5000%  | 0.0000% | $500000.00         | $56339.24          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-06-01      | 6.0000%  | 0.0000% | $1957097.00        | $1906822.56        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-03-25      | 3.0000%  | 0.0000% | $8557840.00        | $7059838.61        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2041-08-15      | 3.5000%  | 0.0000% | $5000000.00        | $2602398.07        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2045-05-15      | 3.0000%  | 0.0000% | $154374.00         | $132017.82         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2029-07-01      | 5.8600%  | 0.0000% | $1000000.00        | $788307.41         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-03-01      | 7.0000%  | 0.0000% | $1220191.00        | $39274.98          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.5000%  | 0.0000% | $250000.00         | $33662.38          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.5000%  | 0.0000% | $250000.00         | $31232.48          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2038-02-01      | 3.5600%  | 0.0000% | $459633.00         | $361209.10         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2027-06-01      | 3.0000%  | 0.0000% | $398868.00         | $11969.71          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-01-01      | 3.0000%  | 0.0000% | $225000.00         | $49332.15          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-03-01      | 2.5000%  | 0.0000% | $102916.00         | $28070.10          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-03-01      | 3.0000%  | 0.0000% | $1550000.00        | $276382.37         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-02-01      | 4.0000%  | 0.0000% | $1811630.00        | $205336.72         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-06-01      | 4.0000%  | 0.0000% | $273000.00         | $50692.11          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-10-01      | 5.0000%  | 0.0000% | $1695535.00        | $416761.22         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-06-01      | 4.5000%  | 0.0000% | $8000000.00        | $1130565.23        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2035-11-01      | 6.3350%  | 0.0000% | $11216.00          | $90.97             | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-09-01      | 6.5000%  | 0.0000% | $3172547.00        | $1683575.07        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 7.5000%  | 0.0000% | $1423666.00        | $1516177.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 5.0000%  | 0.0000% | $53152.00          | $51386.72          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $513645.00         | $512524.59         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $2575397.00        | $2633669.35        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $2018627.00        | $2030047.53        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $1389412.00        | $962624.07         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $908.53            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $36070.00          | $37333.84          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1133218.00        | $1183247.46        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 7.0000%  | 0.0000% | $1463547.00        | $1571322.78        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 7.0000%  | 0.0000% | $355048.00         | $376671.81         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-11-01      | 5.0000%  | 0.0000% | $214884.00         | $209229.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.5000%  | 0.0000% | $9222.00           | $8185.64           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 6.0000%  | 0.0000% | $6563674.00        | $6720062.28        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $3306229.00        | $3377816.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $237770.00         | $248428.37         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $4552.00           | $4720.65           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $1408095.00        | $1435896.75        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $1215999.00        | $1220631.14        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $2326417.00        | $2399128.56        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.0000%  | 0.0000% | $1121818.00        | $1101676.51        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $2399073.00        | $2472610.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $1425137.00        | $1462101.30        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1032746.00        | $1038147.39        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $1039270.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.80           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $230887.00         | $232905.08         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $23004872.00       | $23577654.96       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-11-01      | 4.0000%  | 0.0000% | $184943.00         | $82424.99          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-07-01      | 3.5000%  | 0.0000% | $640000.00         | $202550.23         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-07-01      | 5.0000%  | 0.0000% | $4161701.00        | $1235450.26        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2035-03-01      | 2.8100%  | 0.0000% | $2138198.00        | $1842894.92        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-05-01      | 3.5000%  | 0.0000% | $1110000.00        | $91152.10          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-04-01      | 4.5000%  | 0.0000% | $650000.00         | $194986.78         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-11-01      | 5.0000%  | 0.0000% | $1043000.00        | $226022.80         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 4.8980%  | 0.0000% | $2540256.00        | $2448298.61        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-04-01      | 6.8950%  | 0.0000% | $11355575.00       | $11314040.63       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-01-01      | 5.0000%  | 0.0000% | $2002501.00        | $609854.74         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-10-01      | 3.0000%  | 0.0000% | $100000.00         | $34008.23          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $2600000.00        | $1540558.30        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $55416.84          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-03-01      | 2.5000%  | 0.0000% | $226043.00         | $137359.63         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 2.5900%  | 0.0000% | $1113.00           | $772.00            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-10-01      | 4.1200%  | 0.0000% | $1134166.00        | $1110149.91        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-08-01      | 2.5000%  | 0.0000% | $494379.00         | $285725.96         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-10-01      | 3.5000%  | 0.0000% | $3562453.00        | $2117423.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.0000%  | 0.0000% | $918608.00         | $821671.45         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.5000%  | 0.0000% | $1828807.00        | $1892886.97        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $1533296.00        | $1331338.20        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.5000%  | 0.0000% | $1001633.00        | $711779.38         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 2.5000%  | 0.0000% | $102717.00         | $71148.93          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $73000.00          | $52070.57          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 4.0000%  | 0.0000% | $100000.00         | $70717.63          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.5000%  | 0.0000% | $1424393.00        | $877448.13         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 5.0000%  | 0.0000% | $1777000.00        | $1203720.85        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.5000%  | 0.0000% | $176895.00         | $134829.30         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.5000%  | 0.0000% | $1188354.00        | $986833.10         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $132900.91         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 6.0000%  | 0.0000% | $336257.00         | $185141.94         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 6.5000%  | 0.0000% | $1175066.00        | $1200660.68        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 7.0000%  | 0.0000% | $1319549.00        | $1427524.51        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 7.0000%  | 0.0000% | $1365584.00        | $1401684.48        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 6.0000%  | 0.0000% | $167011.00         | $164384.34         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 6.5000%  | 0.0000% | $2024909.00        | $1381197.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-04-01      | 4.4000%  | 0.0000% | $198454.00         | $198778.36         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-09-01      | 5.2500%  | 0.0000% | $5266930.00        | $5470039.50        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-02-01      | 3.5000%  | 0.0000% | $2916200.00        | $1039024.61        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-09-01      | 4.5000%  | 0.0000% | $81000.00          | $18036.62          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-10-01      | 3.5000%  | 0.0000% | $225000.00         | $59509.52          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-02-01      | 3.0000%  | 0.0000% | $150000.00         | $58536.57          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-09-01      | 2.0000%  | 0.0000% | $1370000.00        | $691542.59         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-11-01      | 2.5000%  | 0.0000% | $1868465.00        | $1020589.58        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $23480.00          | $15570.35          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.0000%  | 0.0000% | $2841904.00        | $1865684.66        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.0000%  | 0.0000% | $2479372.00        | $1596054.92        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $1149000.00        | $784102.98         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 5.0000%  | 0.0000% | $2751924.00        | $1908892.23        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $57600.00          | $41617.79          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-09-01      | 4.5000%  | 0.0000% | $825800.00         | $629700.18         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $2088676.00        | $1767740.38        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $586611.00         | $452920.75         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $19629632.00       | $16568725.99       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-11-01      | 5.5000%  | 0.0000% | $140050.00         | $127750.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $258000.00         | $192994.77         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 3.0000%  | 0.0000% | $1682256.00        | $1397165.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 6.0000%  | 0.0000% | $163053.00         | $166109.03         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2029-09-01      | 6.0000%  | 0.0000% | $748339.00         | $36202.06          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-06-01      | 5.5000%  | 0.0000% | $1191056.00        | $315746.69         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-11-01      | 4.5000%  | 0.0000% | $5000000.00        | $966262.13         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-02-01      | 4.0000%  | 0.0000% | $2301740.00        | $745950.86         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-12-01      | 2.5000%  | 0.0000% | $283000.00         | $132292.62         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 2.5000%  | 0.0000% | $299993.00         | $178553.25         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.5000%  | 0.0000% | $100000.00         | $67426.41          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 3.5000%  | 0.0000% | $58001.00          | $37639.04          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.5000%  | 0.0000% | $355000.00         | $242978.70         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $212482.00         | $137620.50         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 4.0000%  | 0.0000% | $47997.00          | $32210.81          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 3.5000%  | 0.0000% | $110000.00         | $80719.46          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.0000%  | 0.0000% | $55000.00          | $43267.19          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 2.5000%  | 0.0000% | $330000.00         | $228605.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 4.5000%  | 0.0000% | $2498340.00        | $1988944.81        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 4.0000%  | 0.0000% | $230000.00         | $178212.63         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 2.5000%  | 0.0000% | $264165.00         | $191025.62         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 6.0000%  | 0.0000% | $1960000.00        | $1515760.41        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $511150.00         | $421954.48         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $613634.00         | $452498.99         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-08-01      | 4.0000%  | 0.0000% | $1061448.00        | $895527.50         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 3.5000%  | 0.0000% | $1911230.00        | $1595354.90        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 6.5000%  | 0.0000% | $23393097.00       | $23094879.35       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $2144484.00        | $2187343.01        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-08-01      | 6.5000%  | 0.0000% | $4034700.00        | $30877.71          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2027-08-01      | 6.0000%  | 0.0000% | $3300000.00        | $10152.80          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-10-01      | 3.0000%  | 0.0000% | $356000.00         | $49747.79          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 5.5000%  | 0.0000% | $1995017.00        | $1753600.46        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 6.0000%  | 0.0000% | $2480740.00        | $1966692.49        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-11-01      | 4.0000%  | 0.0000% | $30000.00          | $19961.61          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 7.0000%  | 0.0000% | $835409.00         | $333097.80         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 4.5000%  | 0.0000% | $61000.00          | $57324.28          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $12515.00          | $12394.88          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $679173.00         | $673223.45         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 6.5000%  | 0.0000% | $2468188.00        | $2570217.00        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 6.0000%  | 0.0000% | $1168692.00        | $907870.75         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $509356.00         | $519727.05         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.5000%  | 0.0000% | $323496.00         | $336669.54         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 6.0000%  | 0.0000% | $1085466.00        | $1065273.92        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $2487334.00        | $2528973.45        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 4.5000%  | 0.0000% | $503635.00         | $482425.60         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 5.5000%  | 0.0000% | $3431561.00        | $3460727.03        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $3073864.00        | $2963109.22        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 4.5000%  | 0.0000% | $224630.00         | $215186.17         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1908243.00        | $2011955.25        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 7.0000%  | 0.0000% | $23678.00          | $25240.65          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $1522023.00        | $1531339.80        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $79587.00          | $81369.58          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $160032.00         | $161955.12         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 5.0000%  | 0.0000% | $1014024.00        | $997001.96         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $178671.00         | $175893.17         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1301450.00        | $1304763.15        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.5000%  | 0.0000% | $1013542.00        | $1059080.91        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.0000%  | 0.0000% | $527677.00         | $538249.23         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $3731772.00        | $3619220.93        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $360513.00         | $362557.12         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $3802516.00        | $3720183.43        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.0000%  | 0.0000% | $1162710.00        | $1146609.62        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.0000%  | 0.0000% | $54000.00          | $53073.11          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $4357042.00        | $4383992.75        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.24           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1058.11           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1798016.00        | $1765387.51        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-10-01      | 5.5000%  | 0.0000% | $3058302.00        | $3057750.07        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.5000%  | 0.0000% | $18134342.00       | $18460324.53       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $1487500.00        | $1514460.87        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.5000%  | 0.0000% | $2204933.00        | $2258399.65        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-06-01      | 6.0000%  | 0.0000% | $829082.00         | $831828.34         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-09-20      | 5.5000%  | 0.0000% | $581655.00         | $46608.98          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $7786100.00        | $1151992.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 5.5000%  | 0.0000% | $111000.00         | $9073.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-20      | 6.5000%  | 0.0000% | $180000.00         | $30636.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $1170968.00        | $96006.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $946787.00         | $103207.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 6.0000%  | 0.0000% | $1403000.00        | $195283.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $35999.00          | $13564.13          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-10-20      | 6.5000%  | 0.0000% | $62000.00          | $11055.55          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $189500.00         | $32188.45          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 6.0000%  | 0.0000% | $138000.00         | $30204.84          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 4.5000%  | 0.0000% | $1394734.00        | $845623.24         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $174860.00         | $155250.49         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-03-15      | 4.7400%  | 0.0000% | $1669599.00        | $1624381.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-15      | 3.0000%  | 0.0000% | $88171.00          | $41385.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $1053896.00        | $181091.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1079000.00        | $703379.13         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-09-15      | 3.5000%  | 0.0000% | $1965000.00        | $394688.88         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-15      | 3.5000%  | 0.0000% | $2248040.00        | $243683.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $3891360.00        | $4125154.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000638.00        | $1029289.07        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1157098.00        | $1141236.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $5913456.00        | $6109012.16        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $605171.00         | $607890.14         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2703611.00        | $2741679.15        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1109226.00        | $1124875.07        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $611637.00         | $637347.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $350642.00         | $361929.25         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $46672.00          | $49043.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $6038792.00        | $5887886.11        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1529702.00        | $1616138.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1037056.00        | $1094264.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $4469294.00        | $4507485.25        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $629474.00         | $645679.33         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1333658.00        | $1368444.32        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $4015016.00        | $4118135.69        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $3387306.00        | $3495694.57        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1542262.00        | $1608520.78        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $5211922.00        | $5356241.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $467793.00         | $481447.68         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2223496.00        | $2282929.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2725328.00        | $2748459.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3978660.00        | $4012773.06        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $7689960.00        | $7910396.17        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $5726.00           | $5883.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2214476.00        | $2312043.34        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2189588.00        | $2295163.61        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $6996.00           | $7014.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $1023.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $510423.00         | $526534.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $511117.00         | $524791.58         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2565632.00        | $2627306.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $284724.00         | $292048.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $2223629.00        | $2325340.21        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $32508.00          | $33916.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $736056.00         | $759711.70         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-01-20      | 6.6250%  | 0.0000% | $929532.00         | $25525.99          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $34484671.00       | $20115065.29       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $13433184.00       | $3849143.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-15      | 6.0000%  | 0.0000% | $301368.00         | $299587.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-02-15      | 5.0000%  | 0.0000% | $58535666.00       | $968994.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.6018%  | 0.0000% | $47346515.00       | $20294459.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.2519%  | 0.0000% | $1000.00           | $943.31            | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2025-07-08

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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