# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-25-309402
**Filing Date:** 2025-12
**Character Count:** 446757
**Document Hash:** f22709180f19ce606af9791d37adfe22
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-309402.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001193125-25-309402

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**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:** 251552468

**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):** 2025-11-30

**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:** 38 days

- **WAL:** 116 days

- **Total Value of Portfolio Securities:** $29960374191.46

- **Amortized Cost of Portfolio Securities:** $29954678041.72

- **Cash:** $588110688.29

- **Total Other Assets:** $92309189.64

- **Total Liabilities:** $501761457.23

- **Net Assets of Series:** $30133336462.42

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $23481544351.44           | $25570879570.63            | 64.6200%                  | 70.3700%                   |
| 2025-11-04 | $21471766770.99           | $23561304958.29            | 62.3700%                  | 68.4400%                   |
| 2025-11-05 | $21608968285.99           | $23499346635.91            | 62.8800%                  | 68.3800%                   |
| 2025-11-06 | $20735820770.36           | $22292760116.12            | 62.5300%                  | 67.2300%                   |
| 2025-11-07 | $20048742278.00           | $21732680673.74            | 61.4900%                  | 66.6600%                   |
| 2025-11-10 | $20437153330.20           | $21990504299.45            | 62.2300%                  | 66.9600%                   |
| 2025-11-11 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2025-11-12 | $20204399845.88           | $21757901543.44            | 61.9600%                  | 66.7300%                   |
| 2025-11-13 | $20720214191.62           | $22073866617.48            | 62.7400%                  | 66.8400%                   |
| 2025-11-14 | $19549918458.10           | $21066437739.14            | 61.1600%                  | 65.9000%                   |
| 2025-11-17 | $20621743525.09           | $22302217641.88            | 62.4600%                  | 67.5500%                   |
| 2025-11-18 | $19532930132.39           | $21213550134.45            | 60.9500%                  | 66.2000%                   |
| 2025-11-19 | $19112253143.15           | $20793019030.52            | 60.4300%                  | 65.7500%                   |
| 2025-11-20 | $18616375186.41           | $19912895959.06            | 60.1100%                  | 64.3000%                   |
| 2025-11-21 | $18423692767.29           | $19724968937.81            | 59.7100%                  | 63.9200%                   |
| 2025-11-24 | $19059591564.98           | $20361006392.72            | 60.2900%                  | 64.4100%                   |
| 2025-11-25 | $18662583742.08           | $19884137227.04            | 60.4800%                  | 64.4400%                   |
| 2025-11-26 | $19354646252.88           | $20886227287.78            | 61.3200%                  | 66.1700%                   |
| 2025-11-28 | $18447457210.69           | $20154438903.98            | 60.2200%                  | 65.7900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 0.0000%             |
| 2025-11-04 | 0.0000%             |
| 2025-11-05 | 0.0000%             |
| 2025-11-06 | 0.0000%             |
| 2025-11-07 | 0.0000%             |
| 2025-11-10 | 0.0000%             |
| 2025-11-11 | 0.0000%             |
| 2025-11-12 | 0.0000%             |
| 2025-11-13 | 0.0000%             |
| 2025-11-14 | 0.0000%             |
| 2025-11-17 | 0.0000%             |
| 2025-11-18 | 0.0000%             |
| 2025-11-19 | 0.0000%             |
| 2025-11-20 | 0.0000%             |
| 2025-11-21 | 0.0000%             |
| 2025-11-24 | 0.0000%             |
| 2025-11-25 | 0.0000%             |
| 2025-11-26 | 0.0000%             |
| 2025-11-28 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 0.0000                      |
|  |  |
| 2025-11-04 | 0.0000                      |
|  |  |
| 2025-11-05 | 0.0000                      |
|  |  |
| 2025-11-06 | 0.0000                      |
|  |  |
| 2025-11-07 | 0.0000                      |
|  |  |
| 2025-11-10 | 0.0000                      |
|  |  |
| 2025-11-11 | 0.0000                      |
|  |  |
| 2025-11-12 | 0.0000                      |
|  |  |
| 2025-11-13 | 0.0000                      |
|  |  |
| 2025-11-14 | 0.0000                      |
|  |  |
| 2025-11-17 | 0.0000                      |
|  |  |
| 2025-11-18 | 0.0000                      |
|  |  |
| 2025-11-19 | 0.0000                      |
|  |  |
| 2025-11-20 | 0.0000                      |
|  |  |
| 2025-11-21 | 0.0000                      |
|  |  |
| 2025-11-24 | 0.0000                      |
|  |  |
| 2025-11-25 | 0.0000                      |
|  |  |
| 2025-11-26 | 0.0000                      |
|  |  |
| 2025-11-28 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $30133336462.42

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2643031.86

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.0000          |
|  |  |
| 2025-11-04 | 0.0000          |
|  |  |
| 2025-11-05 | 0.0000          |
|  |  |
| 2025-11-06 | 0.0000          |
|  |  |
| 2025-11-07 | 0.0000          |
|  |  |
| 2025-11-10 | 0.0000          |
|  |  |
| 2025-11-11 | 0.0000          |
|  |  |
| 2025-11-12 | 0.0000          |
|  |  |
| 2025-11-13 | 0.0000          |
|  |  |
| 2025-11-14 | 0.0000          |
|  |  |
| 2025-11-17 | 0.0000          |
|  |  |
| 2025-11-18 | 0.0000          |
|  |  |
| 2025-11-19 | 0.0000          |
|  |  |
| 2025-11-20 | 0.0000          |
|  |  |
| 2025-11-21 | 0.0000          |
|  |  |
| 2025-11-24 | 0.0000          |
|  |  |
| 2025-11-25 | 0.0000          |
|  |  |
| 2025-11-26 | 0.0000          |
|  |  |
| 2025-11-28 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $0.00                     | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $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   |
|:---|:---|
| 2025-11-03 | 0.0000%           |
| 2025-11-04 | 0.0000%           |
| 2025-11-05 | 0.0000%           |
| 2025-11-06 | 0.0000%           |
| 2025-11-07 | 0.0000%           |
| 2025-11-10 | 0.0000%           |
| 2025-11-11 | 0.0000%           |
| 2025-11-12 | 0.0000%           |
| 2025-11-13 | 0.0000%           |
| 2025-11-14 | 0.0000%           |
| 2025-11-17 | 0.0000%           |
| 2025-11-18 | 0.0000%           |
| 2025-11-19 | 0.0000%           |
| 2025-11-20 | 0.0000%           |
| 2025-11-21 | 0.0000%           |
| 2025-11-24 | 0.0000%           |
| 2025-11-25 | 0.0000%           |
| 2025-11-26 | 0.0000%           |
| 2025-11-28 | 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):** $38234717.77
- **C.18.a - Value (excl. sponsor support):** $38234717.77
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALGR9, C.4 - ISIN: US3130ALGR94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24818829.75
- **C.18.a - Value (excl. sponsor support):** $24818829.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 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):** $32050357.36
- **C.18.a - Value (excl. sponsor support):** $32050357.36
- **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 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: 3130AV6J6, C.4 - ISIN: US3130AV6J64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10017619.10
- **C.18.a - Value (excl. sponsor support):** $10017619.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **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):** $75002765.25
- **C.18.a - Value (excl. sponsor support):** $75002765.25
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **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):** $100011068.00
- **C.18.a - Value (excl. sponsor support):** $100011068.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B12Y2, C.4 - ISIN: US3130B12Y28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50011001.50
- **C.18.a - Value (excl. sponsor support):** $50011001.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **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):** $81014224.41
- **C.18.a - Value (excl. sponsor support):** $81014224.41
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.050000%
- **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):** $130016898.70
- **C.18.a - Value (excl. sponsor support):** $130016898.70
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **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):** $75030834.75
- **C.18.a - Value (excl. sponsor support):** $75030834.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **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):** $6832107.94
- **C.18.a - Value (excl. sponsor support):** $6832107.94
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **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):** $100015021.00
- **C.18.a - Value (excl. sponsor support):** $100015021.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **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):** $100024788.00
- **C.18.a - Value (excl. sponsor support):** $100024788.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **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):** $147777610.16
- **C.18.a - Value (excl. sponsor support):** $147777610.16
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **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):** $150038259.00
- **C.18.a - Value (excl. sponsor support):** $150038259.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **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):** $164678191.81
- **C.18.a - Value (excl. sponsor support):** $164678191.81
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7MS0, C.4 - ISIN: US3130B7MS02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199991582.00
- **C.18.a - Value (excl. sponsor support):** $199991582.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7P99, C.4 - ISIN: US3130B7P990, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99994979.00
- **C.18.a - Value (excl. sponsor support):** $99994979.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000482.00
- **C.18.a - Value (excl. sponsor support):** $100000482.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **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 20: 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: 313313SB5, C.4 - ISIN: US313313SB55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39782500.00
- **C.18.a - Value (excl. sponsor support):** $39782500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 21: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SJ8, C.4 - ISIN: US313313SJ81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49692882.00
- **C.18.a - Value (excl. sponsor support):** $49692882.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SK5, C.4 - ISIN: US313313SK54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69562985.80
- **C.18.a - Value (excl. sponsor support):** $69562985.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UD8, C.4 - ISIN: US313313UD83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $158299022.40
- **C.18.a - Value (excl. sponsor support):** $158299022.40
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 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: 313313WL8, C.4 - ISIN: US313313WL81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43943023.06
- **C.18.a - Value (excl. sponsor support):** $43943023.06
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78685500.00
- **C.18.a - Value (excl. sponsor support):** $78685500.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QC3, C.4 - ISIN: US313385QC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99930972.00
- **C.18.a - Value (excl. sponsor support):** $99930972.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98794987.83
- **C.18.a - Value (excl. sponsor support):** $98794987.83
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RE8, C.4 - ISIN: US313385RE80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99674583.00
- **C.18.a - Value (excl. sponsor support):** $99674583.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $667638712.30
- **C.18.a - Value (excl. sponsor support):** $667638712.30
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184087204.45
- **C.18.a - Value (excl. sponsor support):** $184087204.45
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $167514705.22
- **C.18.a - Value (excl. sponsor support):** $167514705.22
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40243078.13
- **C.18.a - Value (excl. sponsor support):** $40243078.13
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385TF3, C.4 - ISIN: US313385TF38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97673229.42
- **C.18.a - Value (excl. sponsor support):** $97673229.42
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **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 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: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197853334.00
- **C.18.a - Value (excl. sponsor support):** $197853334.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53381759.94
- **C.18.a - Value (excl. sponsor support):** $53381759.94
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **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 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: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20148111.68
- **C.18.a - Value (excl. sponsor support):** $20148111.68
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VJ2, C.4 - ISIN: US313385VJ22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $173325671.67
- **C.18.a - Value (excl. sponsor support):** $173325671.67
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **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 38: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WV4, C.4 - ISIN: US313385WV41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118706254.02
- **C.18.a - Value (excl. sponsor support):** $118706254.02
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **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 39: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397TF8, C.4 - ISIN: US313397TF83, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $22932880.98
- **C.18.a - Value (excl. sponsor support):** $22932880.98
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **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 40: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.880000%
- **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):** $155019680.35
- **C.18.a - Value (excl. sponsor support):** $155019680.35
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 41: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.000000%
- **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):** $125004506.25
- **C.18.a - Value (excl. sponsor support):** $125004506.25
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 7.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 42: 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):** $5790197.48
- **C.18.a - Value (excl. sponsor support):** $5790197.48
- **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 43: 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):** $29669254.54
- **C.18.a - Value (excl. sponsor support):** $29669254.54
- **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 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 45: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2H3, C.4 - ISIN: US3133ER2H31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47788070.52
- **C.18.a - Value (excl. sponsor support):** $47788070.52
- **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 46: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $72668577.51
- **C.18.a - Value (excl. sponsor support):** $72668577.51
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.000000%
- **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):** $44999767.35
- **C.18.a - Value (excl. sponsor support):** $44999767.35
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 7.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $110040372.20
- **C.18.a - Value (excl. sponsor support):** $110040372.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $32775130.80
- **C.18.a - Value (excl. sponsor support):** $32775130.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $147515517.00
- **C.18.a - Value (excl. sponsor support):** $147515517.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.050000%
- **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):** $2331111.50
- **C.18.a - Value (excl. sponsor support):** $2331111.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $369948383.20
- **C.18.a - Value (excl. sponsor support):** $369948383.20
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 53: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $78794339.54
- **C.18.a - Value (excl. sponsor support):** $78794339.54
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $4231930.95
- **C.18.a - Value (excl. sponsor support):** $4231930.95
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.000000%
- **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):** $27803156.81
- **C.18.a - Value (excl. sponsor support):** $27803156.81
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 7.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $15005703.30
- **C.18.a - Value (excl. sponsor support):** $15005703.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.000000%
- **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):** $24995475.75
- **C.18.a - Value (excl. sponsor support):** $24995475.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 7.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.050000%
- **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):** $50011090.50
- **C.18.a - Value (excl. sponsor support):** $50011090.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $9283632.75
- **C.18.a - Value (excl. sponsor support):** $9283632.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $48275453.54
- **C.18.a - Value (excl. sponsor support):** $48275453.54
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $3149097.95
- **C.18.a - Value (excl. sponsor support):** $3149097.95
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $50010613.50
- **C.18.a - Value (excl. sponsor support):** $50010613.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $73470370.62
- **C.18.a - Value (excl. sponsor support):** $73470370.62
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $120029908.80
- **C.18.a - Value (excl. sponsor support):** $120029908.80
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $17793391.49
- **C.18.a - Value (excl. sponsor support):** $17793391.49
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $7803896.33
- **C.18.a - Value (excl. sponsor support):** $7803896.33
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $2501552.58
- **C.18.a - Value (excl. sponsor support):** $2501552.58
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.880000%
- **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):** $59688686.32
- **C.18.a - Value (excl. sponsor support):** $59688686.32
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 69: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88232620.96
- **C.18.a - Value (excl. sponsor support):** $88232620.96
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.000000%
- **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):** $6352940.79
- **C.18.a - Value (excl. sponsor support):** $6352940.79
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 7.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $7003693.69
- **C.18.a - Value (excl. sponsor support):** $7003693.69
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.880000%
- **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):** $69976867.10
- **C.18.a - Value (excl. sponsor support):** $69976867.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75439996.38
- **C.18.a - Value (excl. sponsor support):** $75439996.38
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 7.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $49999014.00
- **C.18.a - Value (excl. sponsor support):** $49999014.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.050000%
- **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):** $30006395.10
- **C.18.a - Value (excl. sponsor support):** $30006395.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $90024945.30
- **C.18.a - Value (excl. sponsor support):** $90024945.30
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFZ5, C.4 - ISIN: US3133ETFZ58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35003606.40
- **C.18.a - Value (excl. sponsor support):** $35003606.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $70012082.00
- **C.18.a - Value (excl. sponsor support):** $70012082.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.000000%
- **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):** $149679366.85
- **C.18.a - Value (excl. sponsor support):** $149679366.85
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 7.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.880000%
- **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):** $24999787.00
- **C.18.a - Value (excl. sponsor support):** $24999787.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.000000%
- **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):** $100013930.00
- **C.18.a - Value (excl. sponsor support):** $100013930.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 7.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.000000%
- **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):** $199995064.00
- **C.18.a - Value (excl. sponsor support):** $199995064.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 7.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **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):** $80001176.00
- **C.18.a - Value (excl. sponsor support):** $80001176.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.000000%
- **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):** $74998639.50
- **C.18.a - Value (excl. sponsor support):** $74998639.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 7.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 85: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999724.60
- **C.18.a - Value (excl. sponsor support):** $9999724.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSH1, C.4 - ISIN: US3133ETSH14, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164993860.35
- **C.18.a - Value (excl. sponsor support):** $164993860.35
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSZ1, C.4 - ISIN: US3133ETSZ12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44998474.95
- **C.18.a - Value (excl. sponsor support):** $44998474.95
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64999335.70
- **C.18.a - Value (excl. sponsor support):** $64999335.70
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUH8, C.4 - ISIN: US3133ETUH85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55006872.80
- **C.18.a - Value (excl. sponsor support):** $55006872.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUJ4, C.4 - ISIN: US3133ETUJ42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130013631.80
- **C.18.a - Value (excl. sponsor support):** $130013631.80
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVR5, C.4 - ISIN: US3133ETVR58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154993149.00
- **C.18.a - Value (excl. sponsor support):** $154993149.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWH6, C.4 - ISIN: US3133ETWH67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999769.00
- **C.18.a - Value (excl. sponsor support):** $24999769.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69997706.10
- **C.18.a - Value (excl. sponsor support):** $69997706.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWL7, C.4 - ISIN: US3133ETWL79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74998017.75
- **C.18.a - Value (excl. sponsor support):** $74998017.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXD4, C.4 - ISIN: US3133ETXD45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64996027.85
- **C.18.a - Value (excl. sponsor support):** $64996027.85
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $122462693.13
- **C.18.a - Value (excl. sponsor support):** $122462693.13
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 0.7000%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $148294758.12
- **C.18.a - Value (excl. sponsor support):** $148294758.12
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.050000%
- **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):** $94324814.10
- **C.18.a - Value (excl. sponsor support):** $94324814.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 99: 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: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $97433917.60
- **C.18.a - Value (excl. sponsor support):** $97433917.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 100: 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: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $75068237.09
- **C.18.a - Value (excl. sponsor support):** $75068237.09
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 101: 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: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $73028345.90
- **C.18.a - Value (excl. sponsor support):** $73028345.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 102: 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: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $179090131.87
- **C.18.a - Value (excl. sponsor support):** $179090131.87
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 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: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $150304099.50
- **C.18.a - Value (excl. sponsor support):** $150304099.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: 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: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $124994985.00
- **C.18.a - Value (excl. sponsor support):** $124994985.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: 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: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $225360234.00
- **C.18.a - Value (excl. sponsor support):** $225360234.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: 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: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $535063140.70
- **C.18.a - Value (excl. sponsor support):** $535063140.70
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589RM7, C.4 - ISIN: US313589RM76, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $17065983.99
- **C.18.a - Value (excl. sponsor support):** $17065983.99
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589SL8, C.4 - ISIN: US313589SL84, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $99365625.00
- **C.18.a - Value (excl. sponsor support):** $99365625.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.050000%
- **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):** $75029426.25
- **C.18.a - Value (excl. sponsor support):** $75029426.25
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 110: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.050000%
- **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):** $217184176.01
- **C.18.a - Value (excl. sponsor support):** $217184176.01
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 111: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.050000%
- **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):** $87484805.41
- **C.18.a - Value (excl. sponsor support):** $87484805.41
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 112: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.050000%
- **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):** $68941751.33
- **C.18.a - Value (excl. sponsor support):** $68941751.33
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 113: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.050000%
- **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):** $306933518.07
- **C.18.a - Value (excl. sponsor support):** $306933518.07
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 114: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.050000%
- **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):** $184722044.31
- **C.18.a - Value (excl. sponsor support):** $184722044.31
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $362018789.22
- **C.18.a - Value (excl. sponsor support):** $362018789.22
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch, 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: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $406620054.24
- **C.18.a - Value (excl. sponsor support):** $406620054.24
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397697940.52
- **C.18.a - Value (excl. sponsor support):** $397697940.52
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+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: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99103900.00
- **C.18.a - Value (excl. sponsor support):** $99103900.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+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: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $239428195.20
- **C.18.a - Value (excl. sponsor support):** $239428195.20
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, 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: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $620556225.08
- **C.18.a - Value (excl. sponsor support):** $620556225.08
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198943298.00
- **C.18.a - Value (excl. sponsor support):** $198943298.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $407527757.40
- **C.18.a - Value (excl. sponsor support):** $407527757.40
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **C.10 - Ratings:** 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: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197368280.00
- **C.18.a - Value (excl. sponsor support):** $197368280.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98543585.00
- **C.18.a - Value (excl. sponsor support):** $98543585.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148800966.00
- **C.18.a - Value (excl. sponsor support):** $148800966.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **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 126: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $125800280.53
- **C.18.a - Value (excl. sponsor support):** $125800280.53
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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 127: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54008762.50
- **C.18.a - Value (excl. sponsor support):** $54008762.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34617509.15
- **C.18.a - Value (excl. sponsor support):** $34617509.15
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98832961.00
- **C.18.a - Value (excl. sponsor support):** $98832961.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $103411457.10
- **C.18.a - Value (excl. sponsor support):** $103411457.10
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 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):** $162291035.00
- **C.18.a - Value (excl. sponsor support):** $162291035.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 132: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $315604225.17
- **C.18.a - Value (excl. sponsor support):** $315604225.17
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: 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):** $141202763.86
- **C.18.a - Value (excl. sponsor support):** $141202763.86
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 134: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99175391.00
- **C.18.a - Value (excl. sponsor support):** $99175391.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 135: 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):** $131684547.54
- **C.18.a - Value (excl. sponsor support):** $131684547.54
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 136: 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):** $377409640.10
- **C.18.a - Value (excl. sponsor support):** $377409640.10
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 137: 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):** $268527492.87
- **C.18.a - Value (excl. sponsor support):** $268527492.87
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 138: 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: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $94903890.14
- **C.18.a - Value (excl. sponsor support):** $94903890.14
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **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 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $91472637.50
- **C.18.a - Value (excl. sponsor support):** $91472637.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.2500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **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 140: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $145691694.95
- **C.18.a - Value (excl. sponsor support):** $145691694.95
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: 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):** $83300000.00
- **C.18.a - Value (excl. sponsor support):** $83300000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 4.250000%
- **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):** $398013222.16
- **C.18.a - Value (excl. sponsor support):** $398013222.16
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 143: 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):** $180837112.22
- **C.18.a - Value (excl. sponsor support):** $180837112.22
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 144: 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):** $44092881.36
- **C.18.a - Value (excl. sponsor support):** $44092881.36
- **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 145: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $212931226.96
- **C.18.a - Value (excl. sponsor support):** $212931226.96
- **C.19 - Percentage of Net Assets:** 0.7100%
- **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 146: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $318552805.48
- **C.18.a - Value (excl. sponsor support):** $318552805.48
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 147: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $357948281.25
- **C.18.a - Value (excl. sponsor support):** $357948281.25
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100022969.00
- **C.18.a - Value (excl. sponsor support):** $100022969.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199715624.00
- **C.18.a - Value (excl. sponsor support):** $199715624.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: 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: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100753802.78
- **C.18.a - Value (excl. sponsor support):** $100753802.78
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **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 151: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10293095
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                               | 2031-02-01      | 4.0000%  | 0.0000% | $205000.00         | $6117.65           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2029-05-01      | 4.5000%  | 0.0000% | $3309190.00        | $14511.41          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2031-04-01      | 4.5000%  | 0.0000% | $2164000.00        | $76058.21          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2046-08-01      | 3.0000%  | 0.0000% | $25000.00          | $4759.20           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2044-12-01      | 3.5000%  | 0.0000% | $225000.00         | $44127.36          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-08-01      | 4.5000%  | 0.0000% | $13741090.00       | $3059296.26        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2047-08-01      | 3.5000%  | 0.0000% | $45001604.00       | $12581832.75       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2047-07-01      | 5.0000%  | 0.0000% | $411000.00         | $149347.76         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-05-01      | 4.0000%  | 0.0000% | $4000.00           | $3056.73           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-05-01      | 2.5000%  | 0.0000% | $1076951.00        | $706424.63         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-01-01      | 4.5000%  | 0.0000% | $16599429.00       | $13753012.94       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2036-07-01      | 2.0000%  | 0.0000% | $1478706.00        | $833197.53         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2037-06-01      | 3.5000%  | 0.0000% | $8000.00           | $4588.16           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-12-01      | 5.5000%  | 0.0000% | $763708.00         | $587223.78         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2038-09-01      | 6.0000%  | 0.0000% | $1997240.00        | $1662998.19        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2037-09-01      | 3.0000%  | 0.0000% | $75000.00          | $49930.96          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2038-09-01      | 4.0000%  | 0.0000% | $14000.00          | $3798.77           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-10-01      | 5.0000%  | 0.0000% | $12622000.00       | $10979042.78       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-07-01      | 5.5000%  | 0.0000% | $2460781.00        | $2103756.88        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-08-01      | 5.0000%  | 0.0000% | $1057000.00        | $799235.46         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $11747568.00       | $11187182.47       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-02-01      | 3.0000%  | 0.0000% | $25598.00          | $21171.01          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2045-06-01      | 5.5000%  | 0.0000% | $12956774.00       | $12059923.88       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2033-03-01      | 7.5000%  | 0.0000% | $71487.00          | $1649.44           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $170000.00         | $107761.39         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-01-01      | 6.0000%  | 0.0000% | $7670889.00        | $7812490.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-11-01      | 5.0000%  | 0.0000% | $1311412.00        | $1084263.17        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-11-01      | 4.5000%  | 0.0000% | $3273202.00        | $3064294.32        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-11-01      | 4.5000%  | 0.0000% | $425062.00         | $406136.55         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $10754528.00       | $11031255.19       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-03-01      | 5.5000%  | 0.0000% | $1702800.00        | $1723853.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-02-01      | 6.0000%  | 0.0000% | $3189357.00        | $2962202.56        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $2620251.00        | $2643586.22        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $4388710.00        | $4539180.08        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-03-01      | 6.5000%  | 0.0000% | $1075591.00        | $1130210.43        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $1162660.00        | $1125299.93        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-06-01      | 6.0000%  | 0.0000% | $1665403.00        | $1737913.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-06-01      | 6.5000%  | 0.0000% | $1221395.00        | $1229854.86        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $3762654.00        | $3840933.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 5.5000%  | 0.0000% | $1014994.00        | $1037177.28        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-11-01      | 6.0000%  | 0.0000% | $4130625.00        | $4264908.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-11-01      | 5.0000%  | 0.0000% | $1291564.00        | $1309610.03        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-12-01      | 4.0000%  | 0.0000% | $102993006.00      | $22328810.80       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2033-03-01      | 2.5000%  | 0.0000% | $1912108.00        | $1007045.13        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-04-01      | 2.5000%  | 0.0000% | $252000.00         | $131639.34         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-12-01      | 3.0000%  | 0.0000% | $61217.00          | $24431.43          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-12-01      | 3.0000%  | 0.0000% | $344565.00         | $249407.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-06-01      | 3.0000%  | 0.0000% | $4402616.00        | $3650552.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-07-01      | 2.5000%  | 0.0000% | $29432.00          | $22709.46          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-04-01      | 3.0000%  | 0.0000% | $3501583.00        | $2644015.21        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-08-01      | 5.0000%  | 0.0000% | $4888515.00        | $4710433.60        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-10-01      | 6.0000%  | 0.0000% | $1002573.00        | $1044011.42        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-08-01      | 5.0000%  | 0.0000% | $725000.00         | $559473.51         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-02-01      | 6.0000%  | 0.0000% | $62814331.00       | $43977187.46       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-04-01      | 6.0000%  | 0.0000% | $3590787.00        | $3141774.92        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2039-11-01      | 5.0000%  | 0.0000% | $3563460.00        | $3101669.90        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-11-01      | 3.5000%  | 0.0000% | $22229968.00       | $21130051.41       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-10-01      | 3.0000%  | 0.0000% | $18896623.00       | $17153220.56       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2039-08-01      | 3.5000%  | 0.0000% | $200000.00         | $72100.83          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $162299.23         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2037-09-01      | 3.0000%  | 0.0000% | $4982436.00        | $3936759.20        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-11-01      | 5.0000%  | 0.0000% | $820000.00         | $777679.11         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-02-01      | 6.0000%  | 0.0000% | $1643865.00        | $1502916.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-04-01      | 5.5000%  | 0.0000% | $13760860.00       | $11390461.95       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2037-09-01      | 7.0000%  | 0.0000% | $150000.00         | $902.61            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2037-11-01      | 6.0000%  | 0.0000% | $514608.00         | $5017.76           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2038-11-01      | 4.5000%  | 0.0000% | $65000.00          | $541.06            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-10-01      | 5.0000%  | 0.0000% | $4135206.00        | $283304.94         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2044-01-01      | 7.5000%  | 0.0000% | $1457550.00        | $588469.38         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-05-01      | 5.5000%  | 0.0000% | $44727833.00       | $40271334.52       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 5.5000%  | 0.0000% | $387000.00         | $384379.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 3.5000%  | 0.0000% | $5913.00           | $4224.85           | Agency Mortgage-Backed Securities |

### Security 152: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.050000%
- **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: LMRP10323075
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2042-07-01      | 3.5000%  | 0.0000% | $1125000.00        | $151175.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 3.5000%  | 0.0000% | $6000.00           | $684.19            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-07-01      | 2.0000%  | 0.0000% | $400000.00         | $198759.89         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $74000.00          | $50671.71          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $52485782.00       | $34404361.72       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 4.5000%  | 0.0000% | $62000.00          | $12123.97          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 2.5000%  | 0.0000% | $7000.00           | $4476.55           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $16054794.00       | $15738456.57       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.0000%  | 0.0000% | $1020398.00        | $602379.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $13331738.00       | $11490147.45       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1962538.00        | $2067635.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $24905713.00       | $25372776.59       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $3251184.00        | $3361587.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $9936245.00        | $10295184.15       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $5249941.00        | $5368323.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $1113962.00        | $1181489.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $2626938.00        | $2695440.66        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $3186382.00        | $3217673.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $1382973.00        | $915604.53         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.0000%  | 0.0000% | $924849.00         | $705188.65         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 5.0000%  | 0.0000% | $3477118.00        | $534660.04         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-09-01      | 4.5000%  | 0.0000% | $75000.00          | $41626.91          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 4.0000%  | 0.0000% | $30887300.00       | $20446090.61       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $144338.55         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $64128822.00       | $64999144.41       | Agency Mortgage-Backed Securities |

### Security 153: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.040000%
- **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: LMRP10349505
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2042-11-01      | 3.5000%  | 0.0000% | $75000000.00       | $7433148.28        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-07-01      | 3.5000%  | 0.0000% | $125685277.00      | $7928457.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 3.5000%  | 0.0000% | $38624895.00       | $6617643.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 3.5000%  | 0.0000% | $91044381.00       | $10503589.82       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.5000%  | 0.0000% | $37733727.00       | $9732773.04        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-03-01      | 3.5000%  | 0.0000% | $32293000.00       | $6959033.10        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $54587896.00       | $7487716.81        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.0000%  | 0.0000% | $35250000.00       | $6765122.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.5000%  | 0.0000% | $38337550.00       | $10399636.47       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-07-01      | 4.0000%  | 0.0000% | $18290465.00       | $6046352.09        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 3.5000%  | 0.0000% | $49888184.00       | $9025374.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 4.5000%  | 0.0000% | $30150000.00       | $7141817.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.5000%  | 0.0000% | $46500000.00       | $9598127.51        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.5000%  | 0.0000% | $26986911.00       | $6922673.92        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-02-01      | 3.5000%  | 0.0000% | $33000000.00       | $8089471.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $10041455.00       | $7138476.76        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.5000%  | 0.0000% | $9890953.00        | $8164705.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $9650000.00        | $7942948.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.0000%  | 0.0000% | $11148054.00       | $8329070.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 3.5000%  | 0.0000% | $24276038.00       | $5834163.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 6.0000%  | 0.0000% | $9624691.00        | $7711646.32        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $9947902.00        | $8900433.76        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 5.5000%  | 0.0000% | $8039046.00        | $7817460.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $13008391.00       | $9262778.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 3.0000%  | 0.0000% | $18282611.00       | $7736909.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $10010407.00       | $8444371.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.0000%  | 0.0000% | $9674121.00        | $8521921.76        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $9807738.00        | $7551176.19        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.5000%  | 0.0000% | $5285057.00        | $3976081.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $8306610.00        | $7293107.15        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $7505736.00        | $7260050.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 5.0000%  | 0.0000% | $8549011.00        | $6211228.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.0000%  | 0.0000% | $15120828.00       | $10462651.62       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $10467038.00       | $8088573.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $6500242.00        | $5954349.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 6.5000%  | 0.0000% | $14074000.00       | $10441743.73       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $13613392.00       | $9102842.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 6.0000%  | 0.0000% | $11725000.00       | $8344996.35        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-03-01      | 3.5000%  | 0.0000% | $56365470.00       | $8099063.99        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $10874017.00       | $8806711.74        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $11928000.00       | $9883940.72        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 4.5000%  | 0.0000% | $24799000.00       | $8882461.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 6.5000%  | 0.0000% | $12520000.00       | $10673243.53       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $12018265.00       | $10377786.41       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $8347276.00        | $6743996.06        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.0000%  | 0.0000% | $8429600.00        | $7679813.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $10345263.00       | $9297064.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 4.0000%  | 0.0000% | $14707111.00       | $9113705.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $9936950.00        | $7225027.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $8253101.00        | $6521107.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.0000%  | 0.0000% | $7069475.00        | $5813773.59        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $7559995.00        | $5769662.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 6.0000%  | 0.0000% | $7995091.00        | $7009260.97        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $11202829.00       | $9473949.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $7110353.00        | $7262470.55        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $15604674.00       | $9794353.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.0000%  | 0.0000% | $8513517.00        | $8550039.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $9182014.00        | $9613056.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $8240000.00        | $8161276.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $9543420.00        | $8746447.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 7.0000%  | 0.0000% | $18501256.00       | $9416131.74        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $9563733.00        | $9999525.92        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $5750020.00        | $5943502.54        | Agency Mortgage-Backed Securities |

### Security 154: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.970000%
- **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: LMRP10359055
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B             | 2042-02-15      | 0.7500%  | 0.0000% | $397000.00         | $454673.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $155.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2046-02-15      | 2.5000%  | 0.0000% | $573800.00         | $413307.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2046-02-15      | 2.5000%  | 0.0000% | $37549300.00       | $27046691.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2047-02-15      | 3.0000%  | 0.0000% | $895200.00         | $698548.54         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-08-15      | 2.2500%  | 0.0000% | $600.00            | $591.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2026-03-31      | 2.2500%  | 0.0000% | $100.00            | $99.85             | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.94             | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $99.25             | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $51.21             | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2050-11-15      | 1.6250%  | 0.0000% | $300.00            | $162.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2051-02-15      | 1.8750%  | 0.0000% | $31035400.00       | $18082368.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2041-05-15      | 2.2500%  | 0.0000% | $65859800.00       | $49461237.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-05-31      | 1.2500%  | 0.0000% | $1400.00           | $1334.08           | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $59.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $175.88            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B             | 2032-01-15      | 0.1250%  | 0.0000% | $532900.00         | $576328.83         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2052-02-15      | 2.2500%  | 0.0000% | $15011700.00       | $9497194.59        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B             | 2032-07-15      | 0.6250%  | 0.0000% | $15746300.00       | $16738118.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2032-08-15      | 2.7500%  | 0.0000% | $4999800.00        | $4738827.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2033-02-15      | 3.5000%  | 0.0000% | $1100.00           | $1089.79           | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2033-05-15      | 3.3750%  | 0.0000% | $970300.00         | $943279.10         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $83.42             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B             | 2033-07-15      | 1.3750%  | 0.0000% | $600.00            | $636.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $103.29            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2053-11-15      | 4.7500%  | 0.0000% | $223400.00         | $225972.18         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2033-11-15      | 4.5000%  | 0.0000% | $29967200.00       | $31337331.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $104.57            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B             | 2054-02-15      | 2.1250%  | 0.0000% | $65100.00          | $64263.92          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B             | 2054-02-15      | 2.1250%  | 0.0000% | $50690600.00       | $50039583.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2031-04-30      | 4.6250%  | 0.0000% | $1373500.00        | $1444087.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2029-05-31      | 4.5000%  | 0.0000% | $35500.00          | $37414.02          | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2034-05-15      | 4.3750%  | 0.0000% | $458700.00         | $475092.16         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-07-15      | 4.3750%  | 0.0000% | $266300.00         | $274075.55         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2054-08-15      | 4.2500%  | 0.0000% | $16100.00          | $15185.11          | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $188.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2034-08-15      | 3.8750%  | 0.0000% | $1400.00           | $1410.07           | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $202.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2031-10-31      | 4.1250%  | 0.0000% | $30100000.00       | $30879337.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-11-15      | 4.1250%  | 0.0000% | $900.00            | $911.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL | 2025-12-26      | 0.0000%  | 0.0000% | $301300.00         | $300487.70         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2054-11-15      | 4.5000%  | 0.0000% | $608600.00         | $591978.54         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2044-11-15      | 4.6250%  | 0.0000% | $942600.00         | $944869.70         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B             | 2035-01-15      | 2.1250%  | 0.0000% | $25167100.00       | $26903687.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-03-31      | 3.8750%  | 0.0000% | $5700.00           | $5757.09           | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2045-02-15      | 4.7500%  | 0.0000% | $45600.00          | $46946.25          | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $102.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2030-06-30      | 3.8750%  | 0.0000% | $25366000.00       | $26084343.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-08-15      | 3.6250%  | 0.0000% | $1243400.00        | $1260613.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-08-15      | 3.6250%  | 0.0000% | $400.00            | $405.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-08-31      | 3.6250%  | 0.0000% | $1913700.00        | $1934027.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2055-11-15      | 4.6250%  | 0.0000% | $5453800.00        | $5420874.93        | U.S. Treasuries (including strips) |

### Security 155: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 4.080000%
- **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: LMRP10383265
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 2.9900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $243418400.00      | $175508091.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $39700000.00       | $29949756.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2070-01-01      | 0.0000%  | 0.0000% | $23147400.00       | $16573349.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $112123700.00      | $106847897.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $535965100.00      | $556152204.10      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $31980800.00       | $32968909.18       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.080000%
- **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: LMRP10383275
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $7187700.00        | $5687528.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $92493200.00       | $94718804.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $59020000.00       | $59709828.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $500.00            | $504.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $93148300.00       | $94883394.65       | U.S. Treasuries (including strips) |

### Security 157: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.080000%
- **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: LMRP10384205
- **C.18 - Value (incl. sponsor support):** $70242000.00
- **C.18.a - Value (excl. sponsor support):** $70242000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $12398800.00       | $12524163.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $52075200.00       | $53646107.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $5346600.00        | $5476632.80        | U.S. Treasuries (including strips) |

### Security 158: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.080000%
- **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: LMRP10384215
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $103028000.00      | $102000007.00      | U.S. Treasuries (including strips) |

### Security 159: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.090000%
- **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: LMRP10384225
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2029-07-01      | 2.5000%  | 0.0000% | $1300000.00        | $60413.05          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 5.0000%  | 0.0000% | $1455000.00        | $158539.27         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-11-01      | 3.0000%  | 0.0000% | $4000.00           | $25.20             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-08-01      | 4.0000%  | 0.0000% | $9000.00           | $633.47            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-01-01      | 3.0000%  | 0.0000% | $392000.00         | $73842.39          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-10-01      | 4.0000%  | 0.0000% | $869693.00         | $52356.42          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $345.56            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-01-01      | 5.5000%  | 0.0000% | $2696864.00        | $20111.48          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-06-01      | 5.5000%  | 0.0000% | $388000.00         | $2176.12           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 3.0000%  | 0.0000% | $285000.00         | $112437.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-03-01      | 3.5000%  | 0.0000% | $161000.00         | $42748.79          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 3.5000%  | 0.0000% | $250000.00         | $106562.12         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 4.0000%  | 0.0000% | $4000.00           | $890.12            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-09-01      | 3.5000%  | 0.0000% | $50526144.00       | $5982510.39        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-10-01      | 4.5000%  | 0.0000% | $69000.00          | $11488.06          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-06-01      | 3.5000%  | 0.0000% | $25000.00          | $4375.84           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-06-01      | 4.0000%  | 0.0000% | $4863000.00        | $938285.77         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-04-01      | 3.5000%  | 0.0000% | $3660408.00        | $973387.12         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.5000%  | 0.0000% | $1525000.00        | $839518.02         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.0000%  | 0.0000% | $11009000.00       | $7060302.24        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.0000%  | 0.0000% | $193000.00         | $104614.80         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.0000%  | 0.0000% | $141000.00         | $82507.82          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 3.0000%  | 0.0000% | $363000.00         | $238971.99         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $454000.00         | $319709.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-10-01      | 4.5000%  | 0.0000% | $29000.00          | $16388.21          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.0000%  | 0.0000% | $562000.00         | $443188.03         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 2.5000%  | 0.0000% | $227000.00         | $119127.62         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-11-01      | 2.5000%  | 0.0000% | $2500000.00        | $1088222.20        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-08-01      | 4.5000%  | 0.0000% | $192000.00         | $4316.82           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-05-01      | 3.0000%  | 0.0000% | $21000.00          | $14767.97          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $374000.00         | $230026.96         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-12-01      | 5.0000%  | 0.0000% | $810000.00         | $59516.14          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-09-01      | 4.5000%  | 0.0000% | $10000.00          | $5613.43           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 2.5000%  | 0.0000% | $18924544.00       | $13287331.53       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $12538256.00       | $10174161.72       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $500000.00         | $401402.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $2038000.00        | $1601974.72        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $125000.00         | $104947.27         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 2.5000%  | 0.0000% | $1827822.00        | $1308373.84        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 6.0000%  | 0.0000% | $4040000.00        | $2784102.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 2.5000%  | 0.0000% | $3841800.00        | $2810044.91        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.0000%  | 0.0000% | $1535340.00        | $1299198.18        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.5000%  | 0.0000% | $685000.00         | $460184.58         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-02-01      | 3.0000%  | 0.0000% | $30000.00          | $5944.78           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.0000%  | 0.0000% | $200000.00         | $141556.10         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 3.0000%  | 0.0000% | $99000.00          | $62987.47          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.5000%  | 0.0000% | $9000.00           | $3339.67           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 3.0000%  | 0.0000% | $1625000.00        | $1202661.27        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 7.0000%  | 0.0000% | $12804608.00       | $8009100.64        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $4334000.00        | $3481250.36        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-03-01      | 5.0000%  | 0.0000% | $786020.00         | $113711.25         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 4.0000%  | 0.0000% | $500000.00         | $356302.18         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.0000%  | 0.0000% | $1217300.00        | $1200453.24        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $7510632.00        | $7175338.41        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-04-01      | 6.0000%  | 0.0000% | $590000.00         | $408663.52         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $300000.00         | $258610.68         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-01-01      | 6.0000%  | 0.0000% | $475136.00         | $233.13            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 6.0000%  | 0.0000% | $19401504.00       | $13796848.55       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.5000%  | 0.0000% | $19653000.00       | $12238567.95       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $5520896.00        | $4574620.58        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.5000%  | 0.0000% | $600000.00         | $531780.92         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 2.5000%  | 0.0000% | $600000.00         | $7135.13           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 4.5000%  | 0.0000% | $121000.00         | $101401.40         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.0000%  | 0.0000% | $30000.00          | $22693.71          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-09-01      | 5.5000%  | 0.0000% | $821562.00         | $6686.84           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $232661.00         | $158516.88         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 5.0000%  | 0.0000% | $336000.00         | $296549.60         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4338.83           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 5.5000%  | 0.0000% | $250000.00         | $25506.57          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-10-01      | 3.0000%  | 0.0000% | $13469000.00       | $3377952.92        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-11-01      | 5.0000%  | 0.0000% | $615000.00         | $50581.32          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-05-01      | 5.0000%  | 0.0000% | $9000.00           | $5446.29           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.0000%  | 0.0000% | $9000.00           | $6012.36           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.0000%  | 0.0000% | $60000.00          | $55324.68          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 6.0000%  | 0.0000% | $870000.00         | $690472.01         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.5000%  | 0.0000% | $600000.00         | $527648.42         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 3.0000%  | 0.0000% | $8364080.00        | $6768251.90        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $1175000.00        | $1100925.79        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.5000%  | 0.0000% | $3833560.00        | $3963072.96        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-05-01      | 5.0000%  | 0.0000% | $1642166.00        | $8976.01           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-04-01      | 5.5000%  | 0.0000% | $33000.00          | $95.94             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-08-01      | 6.0000%  | 0.0000% | $1194324.00        | $2460.28           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-12-01      | 4.0000%  | 0.0000% | $25000.00          | $1883.19           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-12-01      | 5.0000%  | 0.0000% | $230000.00         | $1299.40           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-05-01      | 3.0000%  | 0.0000% | $625000.00         | $7789.09           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-01-01      | 4.0000%  | 0.0000% | $1000000.00        | $81891.91          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-05-01      | 4.5000%  | 0.0000% | $1750000.00        | $288927.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-09-01      | 5.0000%  | 0.0000% | $544981.00         | $4739.83           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-10-01      | 4.5000%  | 0.0000% | $910000.00         | $20480.11          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-02-01      | 2.5000%  | 0.0000% | $700000.00         | $127119.11         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-04-01      | 3.5000%  | 0.0000% | $221003.00         | $15607.13          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-11-01      | 4.0000%  | 0.0000% | $200000.00         | $17701.84          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-03-01      | 4.0000%  | 0.0000% | $16000.00          | $3012.83           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-05-01      | 4.0000%  | 0.0000% | $249000.00         | $33766.92          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-09-01      | 4.5000%  | 0.0000% | $562975.00         | $82830.40          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 4.5000%  | 0.0000% | $193000.00         | $25338.51          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-06-01      | 6.0000%  | 0.0000% | $3276797.00        | $381.60            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-09-01      | 5.5000%  | 0.0000% | $479999.00         | $1483.99           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-05-01      | 5.5000%  | 0.0000% | $445466.00         | $2580.94           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-07-01      | 5.5000%  | 0.0000% | $1250000.00        | $24534.05          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-02-01      | 5.5000%  | 0.0000% | $4202970.00        | $22096.31          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-04-01      | 5.5000%  | 0.0000% | $27752.00          | $170.99            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-12-01      | 5.5000%  | 0.0000% | $3112000.00        | $40655.72          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-08-01      | 5.5000%  | 0.0000% | $6125768.00        | $34174.43          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-07-01      | 4.5000%  | 0.0000% | $2544000.00        | $60255.77          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-12-01      | 6.0000%  | 0.0000% | $150000.00         | $3013.60           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-07-01      | 5.5000%  | 0.0000% | $131554.00         | $1546.05           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-08-01      | 4.5000%  | 0.0000% | $6313000.00        | $942297.59         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 4.5000%  | 0.0000% | $98304.00          | $47.63             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-01-01      | 2.5000%  | 0.0000% | $4600000.00        | $122939.78         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-01-01      | 4.0000%  | 0.0000% | $4999.00           | $8.85              | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-12-01      | 4.5000%  | 0.0000% | $74000.00          | $5176.43           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-11-01      | 4.0000%  | 0.0000% | $36000.00          | $5967.10           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-05-01      | 3.0000%  | 0.0000% | $99182.00          | $23875.19          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-01-01      | 4.5000%  | 0.0000% | $150000.00         | $27801.47          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-01-01      | 3.0000%  | 0.0000% | $125000.00         | $3648.59           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-04-01      | 4.0000%  | 0.0000% | $53000.00          | $6807.66           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-03-01      | 4.5000%  | 0.0000% | $150000.00         | $38388.90          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-05-01      | 3.0000%  | 0.0000% | $90000.00          | $54938.06          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 6.0000%  | 0.0000% | $1630206.00        | $1543284.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-11-01      | 4.5000%  | 0.0000% | $25000.00          | $14540.54          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-04-01      | 5.5000%  | 0.0000% | $30000.00          | $17328.05          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-03-01      | 5.0000%  | 0.0000% | $32000.00          | $18955.43          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 5.0000%  | 0.0000% | $14000.00          | $11272.23          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 6.0000%  | 0.0000% | $68000.00          | $55623.78          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-11-01      | 3.0000%  | 0.0000% | $1500000.00        | $660515.05         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 4.0000%  | 0.0000% | $650000.00         | $421230.84         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 3.5000%  | 0.0000% | $1034000.00        | $729587.94         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $1135000.00        | $809093.65         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $700000.00         | $566939.26         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $1100000.00        | $925786.78         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $915000.00         | $743553.08         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 3.0000%  | 0.0000% | $76000.00          | $59307.59          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 2.0000%  | 0.0000% | $148000.00         | $111753.68         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.0000%  | 0.0000% | $20162000.00       | $15731651.21       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 2.5000%  | 0.0000% | $4204272.00        | $3389779.00        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.5000%  | 0.0000% | $10000.00          | $6078.03           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-04-01      | 2.0000%  | 0.0000% | $52000.00          | $30267.30          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 5.0000%  | 0.0000% | $1375000.00        | $1201344.03        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1096000.00        | $1015246.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $439992.00         | $382278.16         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 3.0000%  | 0.0000% | $2650000.00        | $2013563.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $7100000.00        | $5655577.96        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $800000.00         | $671072.03         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $80000.00          | $65298.71          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-06-01      | 3.5000%  | 0.0000% | $9520272.00        | $7297412.96        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-09-01      | 4.0000%  | 0.0000% | $2000000.00        | $227932.62         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-01-01      | 3.0000%  | 0.0000% | $375000.00         | $92314.64          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 3.0000%  | 0.0000% | $415000.00         | $155088.74         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-04-01      | 3.5000%  | 0.0000% | $1118092.00        | $442818.92         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 3.0000%  | 0.0000% | $786270.00         | $498068.66         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $40000.00          | $26274.90          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $7072900.00        | $4148768.15        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $1343000.00        | $818900.81         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.0000%  | 0.0000% | $2245816.00        | $1313743.49        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.0000%  | 0.0000% | $8135312.00        | $6438437.13        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $111000.00         | $88844.96          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 5.0000%  | 0.0000% | $1433960.00        | $1415251.76        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $4900000.00        | $4741741.93        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 4.0000%  | 0.0000% | $370000.00         | $193802.81         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $275000.00         | $247504.55         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 6.0000%  | 0.0000% | $35000.00          | $27464.60          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 6.0000%  | 0.0000% | $625260.00         | $563714.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $14452272.00       | $13920110.19       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $610000.00         | $575331.53         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $2192600.00        | $2224929.77        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $3711260.00        | $3791211.32        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $41438912.00       | $42070375.84       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $12719407.00       | $12932436.13       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 3.5000%  | 0.0000% | $22000.00          | $19306.20          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $14172976.00       | $14192539.27       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $13792320.00       | $13669427.68       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $1869182.00        | $1660124.10        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.0000%  | 0.0000% | $6963880.00        | $6198697.12        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 6.0000%  | 0.0000% | $112099.00         | $101703.74         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-11-01      | 4.5000%  | 0.0000% | $2766904.00        | $2777949.48        | Agency Mortgage-Backed Securities |

### Security 160: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.080000%
- **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: LMRP10384235
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $168265300.00      | $178560725.80      | U.S. Treasuries (including strips) |

### Security 161: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.120000%
- **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: LMRP10384245
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $456.43            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-11-01      | 1.5000%  | 0.0000% | $70732046.00       | $38857916.59       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-09-01      | 3.5000%  | 0.0000% | $2000.00           | $507.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 3.0000%  | 0.0000% | $1097.00           | $351.40            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.0000%  | 0.0000% | $45553119.00       | $21494118.21       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.5000%  | 0.0000% | $8956456.00        | $7345206.54        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $754.18            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 6.5000%  | 0.0000% | $1023.00           | $771.10            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.0000%  | 0.0000% | $2985000.00        | $1731735.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.5000%  | 0.0000% | $184288.00         | $166575.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.5000%  | 0.0000% | $105013.00         | $78736.66          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 3.0000%  | 0.0000% | $1042.00           | $616.73            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.5000%  | 0.0000% | $9186832.00        | $6899664.12        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 7.0000%  | 0.0000% | $5770899.00        | $4269709.95        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 3.0000%  | 0.0000% | $3665476.00        | $686689.95         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $53493.00          | $32861.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $597.81            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-06-01      | 2.5000%  | 0.0000% | $18013648.00       | $6769684.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $751446.00         | $722175.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $2347202.00        | $2392612.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 7.0000%  | 0.0000% | $16013672.00       | $12675065.78       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 7.0000%  | 0.0000% | $1528.00           | $1246.73           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 6.5000%  | 0.0000% | $3322.00           | $2538.27           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $1027.00           | $941.45            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 6.0000%  | 0.0000% | $39248701.00       | $31146139.91       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 3.0000%  | 0.0000% | $13695997.00       | $3022798.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-04-01      | 4.2300%  | 0.0000% | $6651100.00        | $6738824.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 2.5000%  | 0.0000% | $2497.00           | $1494.35           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $28112122.00       | $25424188.77       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $721.77            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-11-01      | 3.0000%  | 0.0000% | $22450363.00       | $16948389.97       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-09-01      | 3.0000%  | 0.0000% | $1002.00           | $152.74            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.51           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $62481.00          | $65458.41          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 7.0000%  | 0.0000% | $1472200.00        | $1560732.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 6.0000%  | 0.0000% | $745621.00         | $768685.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $1547536.00        | $1616238.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $2052064.00        | $2143169.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-02-01      | 3.0000%  | 0.0000% | $400000.00         | $49630.84          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $1154201.00        | $693263.43         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 4.5000%  | 0.0000% | $1014929.00        | $780245.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $1015850.00        | $621534.12         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-11-01      | 3.8100%  | 0.0000% | $475194.00         | $473743.95         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.0000%  | 0.0000% | $489712.00         | $344528.21         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $187299.00         | $185072.67         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 2.5000%  | 0.0000% | $1000.00           | $621.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.5000%  | 0.0000% | $9963428.00        | $7351823.79        | Agency Mortgage-Backed Securities |

### Security 162: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.080000%
- **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: LMRP10384255
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2026-08-15      | 0.0000%  | 0.0000% | $6172391.54        | $6014723.97        | U.S. Treasuries (including strips) |
| STRIPS          | 2037-05-15      | 0.0000%  | 0.0000% | $67257000.00       | $40974444.05       | U.S. Treasuries (including strips) |
| STRIPS          | 2028-05-15      | 0.0000%  | 0.0000% | $39818400.00       | $36510207.69       | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | 0.0000%  | 0.0000% | $109711970.60      | $39591758.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $5000000.00        | $3841038.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $3000000.00        | $2874290.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $14635300.00       | $13864844.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $33418700.00       | $33567051.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $2000000.00        | $2107947.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $1000000.00        | $1008065.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $23516000.00       | $23645645.52       | U.S. Treasuries (including strips) |

### Security 163: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.090000%
- **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: LMRP10385745
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.3200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $173600.00         | $16400.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $4086024.00        | $486983.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $526200.00         | $73686.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $777300.00         | $90082.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $1155413.00        | $133942.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-20      | 7.5000%  | 0.0000% | $710900.00         | $84214.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $1911200.00        | $230069.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $8439600.00        | $1200400.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $910000.00         | $127294.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $755000.00         | $71065.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $2469800.00        | $267288.74         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-02-01      | 3.5000%  | 0.0000% | $49999000.00       | $7120113.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $2148000.00        | $255652.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $2803100.00        | $321064.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $2024200.00        | $261407.52         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-09-01      | 1.5000%  | 0.0000% | $1863800.00        | $984472.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 4.0000%  | 0.0000% | $138000.00         | $15128.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $106600000.00      | $14495079.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 3.0000%  | 0.0000% | $169000.00         | $20464.05          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2029-07-01      | 3.5000%  | 0.0000% | $4845600.00        | $599011.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $80866753.00       | $44522172.23       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2045-05-01      | 3.0000%  | 0.0000% | $262065100.00      | $31707380.95       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-04-01      | 5.0000%  | 0.0000% | $4846100.00        | $2477480.02        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-03-01      | 2.0000%  | 0.0000% | $4331700.00        | $2896491.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $2500600.00        | $1859256.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1296900.00        | $180087.46         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-02-01      | 3.5000%  | 0.0000% | $44481700.00       | $6230676.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $1710000.00        | $193224.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 6.0000%  | 0.0000% | $800000.00         | $117791.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $5088200.00        | $739303.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 4.5000%  | 0.0000% | $1364300.00        | $203010.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 5.0000%  | 0.0000% | $520800.00         | $73179.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $1205600.00        | $147866.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-15      | 4.0000%  | 0.0000% | $576600.00         | $80831.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $1102200.00        | $604149.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-15      | 4.0000%  | 0.0000% | $121700.00         | $15159.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 7.0000%  | 0.0000% | $407500.00         | $57604.53          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-03-01      | 3.5000%  | 0.0000% | $1005100.00        | $541822.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $2578500.00        | $323010.34         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2036-11-01      | 2.0000%  | 0.0000% | $258200.00         | $134736.32         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2026-01-01      | 3.1000%  | 0.0000% | $1443700.00        | $1441902.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-01-01      | 5.0000%  | 0.0000% | $2532400.00        | $2506261.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-15      | 4.0000%  | 0.0000% | $33500.00          | $27825.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $135000.00         | $19561.46          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-01-01      | 5.5000%  | 0.0000% | $72303638.00       | $72176963.74       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $812000.00         | $817485.69         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $250000100.00      | $250165265.40      | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2043-08-01      | 4.0000%  | 0.0000% | $3000000.00        | $432041.44         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2045-08-01      | 3.5000%  | 0.0000% | $120000.00         | $16739.14          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2043-03-01      | 3.0000%  | 0.0000% | $86000.00          | $12673.26          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2042-08-01      | 3.5000%  | 0.0000% | $366000.00         | $44066.07          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2046-02-01      | 4.0000%  | 0.0000% | $645000.00         | $75673.68          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2040-12-01      | 4.5000%  | 0.0000% | $43300096.00       | $43555783.07       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-05-01      | 2.5000%  | 0.0000% | $15488600.00       | $10313582.90       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-07-01      | 5.0000%  | 0.0000% | $47200.00          | $36982.69          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $738600.00         | $540266.63         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-09-01      | 5.5000%  | 0.0000% | $8513987.00        | $7454520.16        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-08-01      | 6.0000%  | 0.0000% | $30500.00          | $30608.62          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $2507140.00        | $2482116.74        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-09-01      | 2.5000%  | 0.0000% | $443151.00         | $225342.81         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2045-08-01      | 5.5000%  | 0.0000% | $298900.00         | $297359.99         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2042-08-01      | 5.0000%  | 0.0000% | $86000.00          | $57647.14          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2035-05-01      | 2.0000%  | 0.0000% | $552000.00         | $62460.20          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-03-01      | 6.0000%  | 0.0000% | $43100.00          | $35064.18          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-04-01      | 6.5000%  | 0.0000% | $424600.00         | $310980.79         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-11-01      | 6.0000%  | 0.0000% | $2032900.00        | $1644298.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-12-01      | 5.5000%  | 0.0000% | $1238400.00        | $1248173.91        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-01-01      | 5.5000%  | 0.0000% | $1275300.00        | $1261867.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $4229700.00        | $4294079.49        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-07-01      | 5.0000%  | 0.0000% | $1685800.00        | $1685957.56        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $18972500.00       | $18932546.99       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 6.0000%  | 0.0000% | $13508100.00       | $13505989.89       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-10-01      | 5.0000%  | 0.0000% | $101900.00         | $102865.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 6.5000%  | 0.0000% | $1318150.00        | $1370669.54        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-11-01      | 6.0000%  | 0.0000% | $1618200.00        | $1668404.66        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-11-01      | 4.0000%  | 0.0000% | $616000.00         | $609819.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2047-07-01      | 3.5000%  | 0.0000% | $5300000.00        | $662114.11         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-10-01      | 3.5000%  | 0.0000% | $5136423.00        | $2565877.19        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $5324400.00        | $5330070.34        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-01-01      | 4.0000%  | 0.0000% | $1042000.00        | $150215.10         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-08-01      | 2.5000%  | 0.0000% | $190300.00         | $93787.73          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-12-01      | 2.0000%  | 0.0000% | $41252100.00       | $22210317.75       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-10-01      | 2.0000%  | 0.0000% | $49208064.00       | $25607591.25       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $4940000.00        | $4941571.23        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-10-01      | 5.0000%  | 0.0000% | $43816512.00       | $43276643.81       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $32557441.00       | $32279572.57       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $7052600.00        | $6064092.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2045-04-01      | 4.5000%  | 0.0000% | $3063300.00        | $2997444.19        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-09-01      | 5.5000%  | 0.0000% | $853400.00         | $817439.54         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-11-01      | 3.5000%  | 0.0000% | $1004100.00        | $931469.78         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-11-01      | 5.0000%  | 0.0000% | $7178800.00        | $7246331.82        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $17976300.00       | $17711302.74       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 6.0000%  | 0.0000% | $10079600.00       | $10009638.93       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-07-01      | 5.0000%  | 0.0000% | $17100.00          | $17177.77          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 5.0000%  | 0.0000% | $1424600.00        | $1419642.31        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 6.0000%  | 0.0000% | $44300.00          | $45723.68          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-10-01      | 6.0000%  | 0.0000% | $43448500.00       | $43119036.54       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-10-01      | 6.0000%  | 0.0000% | $10795300.00       | $11199511.98       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-10-01      | 6.0000%  | 0.0000% | $2170100.00        | $2243004.42        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-10-01      | 5.5000%  | 0.0000% | $10030400.00       | $10235558.69       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 5.0000%  | 0.0000% | $1136000.00        | $1152139.15        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-06-01      | 6.0000%  | 0.0000% | $47432800.00       | $47875729.83       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $34719700.00       | $33817970.87       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 5.0000%  | 0.0000% | $34343200.00       | $34392813.45       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 5.0000%  | 0.0000% | $31618700.00       | $31373206.12       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2044-12-01      | 5.0000%  | 0.0000% | $5413200.00        | $5463299.89        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 6.5000%  | 0.0000% | $25104100.00       | $24487944.45       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-10-01      | 6.5000%  | 0.0000% | $784000.00         | $789490.45         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 7.0000%  | 0.0000% | $7198400.00        | $7157337.73        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2040-11-01      | 5.0000%  | 0.0000% | $5531600.00        | $5524841.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1963600.00        | $1383903.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-02-15      | 5.4900%  | 0.0000% | $7157600.00        | $7404925.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.5700%  | 0.0000% | $4456500.00        | $4597967.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-02-20      | 3.0000%  | 0.0000% | $36083400.00       | $4329062.15        | Agency Mortgage-Backed Securities |

### Security 164: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 4.080000%
- **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: LMRP10385755
- **C.18 - Value (incl. sponsor support):** $690000000.00
- **C.18.a - Value (excl. sponsor support):** $690000000.00
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $353861400.00      | $363629480.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $330889000.00      | $340170594.70      | U.S. Treasuries (including strips) |

### Security 165: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.110000%
- **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: LMRP10385765
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B                  | 2026-01-15      | 0.6250%  | 0.0000% | $700.00            | $956.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-05-15      | 2.3750%  | 0.0000% | $798600.00         | $785975.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-02-15      | 2.7500%  | 0.0000% | $16265500.00       | $16136229.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $76.82             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-03-31      | 0.6250%  | 0.0000% | $800700.00         | $771256.70         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2051-02-15      | 0.1250%  | 0.0000% | $500.00            | $348.86            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2051-02-15      | 0.1250%  | 0.0000% | $18841600.00       | $13146179.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-03-31      | 0.7500%  | 0.0000% | $400.00            | $396.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-02-29      | 1.1250%  | 0.0000% | $1200.00           | $1142.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $98.80             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-01-31      | 0.7500%  | 0.0000% | $5104700.00        | $4826828.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-08-31      | 1.1250%  | 0.0000% | $955800.00         | $899488.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-08-15      | 1.2500%  | 0.0000% | $4998800.00        | $4395882.62        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-10-31      | 1.3750%  | 0.0000% | $400.00            | $377.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-12-31      | 1.3750%  | 0.0000% | $10768000.00       | $10166973.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-01-31      | 1.7500%  | 0.0000% | $395200.00         | $376702.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-06-30      | 3.2500%  | 0.0000% | $90700.00          | $91038.27          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-02-28      | 4.0000%  | 0.0000% | $57400.00          | $58930.24          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2053-02-15      | 1.5000%  | 0.0000% | $14996600.00       | $13244951.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-02-29      | 4.0000%  | 0.0000% | $17056500.00       | $17407305.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2033-05-15      | 3.3750%  | 0.0000% | $900.00            | $874.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-07-31      | 4.1250%  | 0.0000% | $874200.00         | $899903.30         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2033-08-15      | 3.8750%  | 0.0000% | $2372100.00        | $2403339.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-10-15      | 4.6250%  | 0.0000% | $20245500.00       | $20520811.66       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2054-02-15      | 2.1250%  | 0.0000% | $35902600.00       | $35441505.02       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2054-02-15      | 2.1250%  | 0.0000% | $14495600.00       | $14309433.86       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2029-04-15      | 2.1250%  | 0.0000% | $700.00            | $756.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-06-15      | 4.6250%  | 0.0000% | $12200.00          | $12650.18          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-06-30      | 4.2500%  | 0.0000% | $483200.00         | $506010.35         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-15      | 3.7500%  | 0.0000% | $48058200.00       | $48750561.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-09-30      | 3.6250%  | 0.0000% | $5517000.00        | $5531634.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-10-15      | 3.8750%  | 0.0000% | $981000.00         | $991942.14         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2034-11-15      | 4.2500%  | 0.0000% | $25933500.00       | $26564494.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2025-12-26      | 0.0000%  | 0.0000% | $34031200.00       | $33939451.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-02-29      | 4.1250%  | 0.0000% | $3205700.00        | $3309050.40        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2055-02-15      | 2.3750%  | 0.0000% | $300.00            | $304.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $102.39            | U.S. Treasuries (including strips) |

### Security 166: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.090000%
- **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: LMRP10385775
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                               | 2038-05-01      | 6.0000%  | 0.0000% | $1014766.00        | $5227.32           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-07-01      | 5.0000%  | 0.0000% | $6999000.00        | $285166.74         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-10-01      | 5.5080%  | 0.0000% | $30601990.00       | $19116.44          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2037-11-01      | 6.5000%  | 0.0000% | $5806056.00        | $68609.20          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2036-05-01      | 6.2450%  | 0.0000% | $1411521.00        | $5966.53           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2038-11-01      | 7.0000%  | 0.0000% | $9100000.00        | $30958.46          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2041-06-01      | 4.5000%  | 0.0000% | $314000.00         | $17947.97          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2038-01-01      | 6.0000%  | 0.0000% | $1118000.00        | $23202.16          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-12-01      | 4.5000%  | 0.0000% | $1621600.00        | $113195.86         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $84.99             | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2044-01-01      | 5.0000%  | 0.0000% | $4635422.00        | $539727.84         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2036-05-01      | 6.2930%  | 0.0000% | $825000.00         | $85790.78          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2044-09-01      | 4.0000%  | 0.0000% | $63000.00          | $8693.01           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $141.57            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2046-10-01      | 3.0000%  | 0.0000% | $30000.00          | $7593.25           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2046-11-01      | 3.0000%  | 0.0000% | $2000000.00        | $351307.92         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2032-09-01      | 3.0000%  | 0.0000% | $1000.00           | $116.32            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2039-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $143361.55         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $179.81            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2049-07-01      | 3.5000%  | 0.0000% | $320137.00         | $29011.55          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-10-01      | 3.0000%  | 0.0000% | $528600.00         | $72565.92          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-07-01      | 3.5000%  | 0.0000% | $207000.00         | $20627.15          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $122.61            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2044-01-01      | 4.0000%  | 0.0000% | $48000.00          | $5136.78           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2047-12-01      | 3.0000%  | 0.0000% | $675955.00         | $100848.43         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-12-01      | 3.0000%  | 0.0000% | $2605000.00        | $679332.23         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2046-10-01      | 3.0000%  | 0.0000% | $952316.00         | $234953.86         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $222.00            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-07-01      | 3.0000%  | 0.0000% | $96000.00          | $27428.28          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-08-01      | 2.0000%  | 0.0000% | $307692.00         | $141362.26         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-12-01      | 5.5000%  | 0.0000% | $17379679.00       | $3159749.45        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-03-01      | 3.0000%  | 0.0000% | $20001.00          | $7464.48           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-08-01      | 3.0000%  | 0.0000% | $1674424.00        | $714551.46         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2049-02-01      | 5.5000%  | 0.0000% | $1430564.00        | $147445.72         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-01-01      | 1.5000%  | 0.0000% | $304000.00         | $172698.78         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2028-11-01      | 2.5000%  | 0.0000% | $1000.00           | $54.72             | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-02-01      | 3.0000%  | 0.0000% | $613196.00         | $358050.78         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-01-01      | 3.0000%  | 0.0000% | $300000.00         | $116320.05         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-04-01      | 4.5000%  | 0.0000% | $345000.00         | $41245.78          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-06-01      | 2.0000%  | 0.0000% | $3911000.00        | $2385238.56        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $433.78            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2045-12-01      | 4.0000%  | 0.0000% | $380216.00         | $39122.16          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-03-01      | 3.0000%  | 0.0000% | $277002.00         | $116872.86         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-08-01      | 2.5000%  | 0.0000% | $46000.00          | $21216.36          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $481.17            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-06-01      | 3.0000%  | 0.0000% | $68000.00          | $17068.30          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-09-01      | 4.0000%  | 0.0000% | $74000.00          | $17203.25          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2036-12-01      | 2.0000%  | 0.0000% | $41960.00          | $23862.88          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-11-01      | 2.5000%  | 0.0000% | $1513939.00        | $959914.29         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $615.32            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-12-01      | 2.0000%  | 0.0000% | $998000.00         | $647350.05         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-01-01      | 3.5000%  | 0.0000% | $29009.00          | $9791.64           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-01-01      | 3.0000%  | 0.0000% | $258774.00         | $176077.00         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $704.21            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $1200000.00        | $799106.00         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-07-01      | 4.0000%  | 0.0000% | $32674.00          | $25013.70          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-07-01      | 4.0000%  | 0.0000% | $397228.00         | $304099.29         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-10-01      | 2.5000%  | 0.0000% | $676786.00         | $419320.94         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-11-01      | 3.0000%  | 0.0000% | $2386456.00        | $416978.49         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $665.54            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $715.33            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $1251008.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-08-01      | 5.5000%  | 0.0000% | $18419584.00       | $13481854.59       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-01-01      | 6.0000%  | 0.0000% | $16982080.00       | $10994331.85       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-09-01      | 4.5000%  | 0.0000% | $2987000.00        | $2339835.60        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-11-01      | 4.5000%  | 0.0000% | $12000.00          | $9666.60           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 2.5000%  | 0.0000% | $150718.00         | $109347.55         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $675.79            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-09-01      | 2.0000%  | 0.0000% | $75232.00          | $36874.46          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2037-04-01      | 6.4270%  | 0.0000% | $2944891.00        | $1331199.60        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-10-01      | 2.5000%  | 0.0000% | $84127.00          | $53130.17          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-02-01      | 2.0000%  | 0.0000% | $529000.00         | $352310.50         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-07-01      | 5.0000%  | 0.0000% | $1800483.00        | $495504.85         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $622.54            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $555.14            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2042-04-01      | 2.5000%  | 0.0000% | $79000.00          | $53753.97          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $2106000.00        | $1039102.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-03-01      | 3.0000%  | 0.0000% | $260152.00         | $190349.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2030-03-01      | 3.0000%  | 0.0000% | $584145.00         | $53251.83          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-10-01      | 4.5000%  | 0.0000% | $3220679.00        | $2690286.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-03-01      | 2.0000%  | 0.0000% | $39000.00          | $21525.52          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-08-01      | 3.5000%  | 0.0000% | $21003.00          | $16388.84          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-02-01      | 4.0000%  | 0.0000% | $1399000.00        | $1047971.03        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $637.01            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-04-01      | 3.0000%  | 0.0000% | $12003.00          | $6606.27           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2042-03-01      | 2.0000%  | 0.0000% | $100000.00         | $64946.44          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2046-03-01      | 3.0000%  | 0.0000% | $2230556.00        | $891036.23         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-08-01      | 4.5000%  | 0.0000% | $141000.00         | $108180.47         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2046-10-01      | 6.3970%  | 0.0000% | $160000.00         | $29600.66          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $744102.00         | $597780.07         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-02-01      | 3.0000%  | 0.0000% | $11000.00          | $7418.76           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2036-08-01      | 6.5000%  | 0.0000% | $15098501.00       | $593880.98         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2038-08-01      | 3.5000%  | 0.0000% | $8000.00           | $5507.78           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $802.81            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $780.27            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-04-01      | 5.0000%  | 0.0000% | $5895724.00        | $4881414.03        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2030-08-01      | 3.0000%  | 0.0000% | $680801.00         | $65873.57          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-05-01      | 4.0000%  | 0.0000% | $13000.00          | $10424.45          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $773.60            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-09-01      | 3.0000%  | 0.0000% | $284474368.00      | $49730047.45       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-09-01      | 2.0000%  | 0.0000% | $6943320.00        | $4426050.86        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6749.89           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $755.99            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-11-01      | 2.0000%  | 0.0000% | $1824000.00        | $983275.82         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-11-01      | 3.5000%  | 0.0000% | $58999.00          | $45459.64          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-12-01      | 6.0000%  | 0.0000% | $11293184.00       | $7921208.19        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $746.08            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-01-01      | 7.0000%  | 0.0000% | $15343968.00       | $10240460.29       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-11-01      | 5.5000%  | 0.0000% | $26024.00          | $21851.22          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-08-01      | 3.5000%  | 0.0000% | $27000.00          | $22677.01          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-06-01      | 4.0000%  | 0.0000% | $69000.00          | $54937.77          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2037-01-01      | 2.2600%  | 0.0000% | $2000000.00        | $1553281.23        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-07-01      | 4.5000%  | 0.0000% | $18000.00          | $15464.56          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $687.87            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-04-01      | 6.0000%  | 0.0000% | $21748492.00       | $16378595.99       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-09-01      | 2.5000%  | 0.0000% | $159000.00         | $74600.20          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-10-01      | 3.0000%  | 0.0000% | $55839.00          | $45722.09          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-05-01      | 5.5000%  | 0.0000% | $2016996.00        | $1699176.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-11-01      | 5.5000%  | 0.0000% | $55000.00          | $46554.98          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $183.86            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2049-07-01      | 4.0000%  | 0.0000% | $110000.00         | $74448.37          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $813.02            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-03-01      | 3.0000%  | 0.0000% | $99000.00          | $67648.91          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-07-01      | 3.5000%  | 0.0000% | $124342.00         | $98533.89          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-03-01      | 2.0000%  | 0.0000% | $212000.00         | $135052.08         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2040-03-01      | 2.7700%  | 0.0000% | $7836.00           | $6268.47           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-06-01      | 3.5000%  | 0.0000% | $1264110.00        | $920050.58         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2046-03-01      | 4.0000%  | 0.0000% | $7818544.00        | $2426636.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-10-01      | 5.0000%  | 0.0000% | $257734.00         | $224185.76         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $660.13            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $664.69            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 4.0000%  | 0.0000% | $55999.00          | $43514.92          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $698.36            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $274.83            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-05-01      | 4.0000%  | 0.0000% | $26999.00          | $22132.13          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-05-01      | 3.5000%  | 0.0000% | $14996.00          | $11067.05          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-05-01      | 5.0000%  | 0.0000% | $2349000.00        | $2000694.30        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-08-01      | 5.0000%  | 0.0000% | $8320.00           | $7619.94           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-09-01      | 6.0000%  | 0.0000% | $1218394.00        | $1013735.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2046-10-01      | 3.0000%  | 0.0000% | $3901940.00        | $879361.18         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2049-12-01      | 3.5000%  | 0.0000% | $2302400.00        | $661711.47         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-02-01      | 5.5000%  | 0.0000% | $2630340.00        | $1955660.74        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-06-01      | 3.0000%  | 0.0000% | $563780.00         | $451520.96         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-01-01      | 3.0000%  | 0.0000% | $198997.00         | $65225.87          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $577.98            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $684.05            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2042-01-01      | 4.5000%  | 0.0000% | $17898860.00       | $500699.70         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-04-01      | 5.5000%  | 0.0000% | $8190140.00        | $8217476.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-04-01      | 3.5000%  | 0.0000% | $500000.00         | $102958.98         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2044-05-01      | 5.5000%  | 0.0000% | $10694083.00       | $2834248.26        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-08-01      | 5.0000%  | 0.0000% | $5866961.00        | $3869259.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-11-01      | 6.5000%  | 0.0000% | $10281380.00       | $10110250.04       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2041-10-01      | 4.5000%  | 0.0000% | $1538000.00        | $87181.29          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $500000.00         | $342637.05         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $739.61            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-01-01      | 6.5000%  | 0.0000% | $191999.00         | $102413.10         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-08-01      | 3.0000%  | 0.0000% | $3818000.00        | $2379225.43        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $65068.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $20767735.00       | $19081706.39       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $720.38            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-10-01      | 5.5000%  | 0.0000% | $1250000.00        | $1011173.27        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-06-01      | 6.0000%  | 0.0000% | $1220057.00        | $962125.51         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-03-01      | 5.0000%  | 0.0000% | $796147.00         | $131845.93         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $886.30            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-03-01      | 6.0000%  | 0.0000% | $7495640.00        | $5996621.69        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $74226.83          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 6.0000%  | 0.0000% | $2168164.00        | $2047021.63        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2036-12-01      | 4.8930%  | 0.0000% | $117096672.00      | $68038.28          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $3435672.00        | $3065039.51        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-07-01      | 3.5000%  | 0.0000% | $138256.00         | $70864.11          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-11-01      | 3.0000%  | 0.0000% | $8000.00           | $5835.64           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-01-01      | 4.5000%  | 0.0000% | $14505152.00       | $13569717.44       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-09-01      | 5.5000%  | 0.0000% | $2101676.00        | $2139040.45        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $856.79            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2032-05-01      | 2.5000%  | 0.0000% | $33000.00          | $5361.15           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2030-05-01      | 4.3000%  | 0.0000% | $5887605.00        | $5931131.40        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $755.30            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2038-09-01      | 7.0000%  | 0.0000% | $2122167.00        | $25757.70          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $136.71            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-11-01      | 4.5000%  | 0.0000% | $107000.00         | $75255.37          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $551.95            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-12-01      | 5.5000%  | 0.0000% | $276990.00         | $250925.10         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $135.77            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $152262.00         | $88632.44          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 6.0000%  | 0.0000% | $1000.00           | $733.86            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-11-01      | 6.0000%  | 0.0000% | $1112266.00        | $985396.95         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $775.47            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $1184502.00        | $1195965.87        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-03-01      | 5.5000%  | 0.0000% | $602000.00         | $479463.54         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2039-07-01      | 2.5000%  | 0.0000% | $1000.00           | $110.08            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $3980234.00        | $4080304.32        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2045-11-01      | 4.0000%  | 0.0000% | $180943.00         | $81902.06          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-07-01      | 4.5000%  | 0.0000% | $1424393.00        | $897837.27         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-04-01      | 6.5000%  | 0.0000% | $17902.00          | $14889.60          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2032-09-01      | 5.2500%  | 0.0000% | $8567000.00        | $9045616.87        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-09-01      | 4.5000%  | 0.0000% | $81000.00          | $17421.06          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-12-01      | 2.5000%  | 0.0000% | $330000.00         | $219735.99         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-11-01      | 3.5000%  | 0.0000% | $39001.00          | $33807.81          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-08-01      | 4.0000%  | 0.0000% | $10000.00          | $8399.70           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.04           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $958.62            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $974.24            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $5193552.00        | $4767847.94        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.35           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 5.0000%  | 0.0000% | $54000.00          | $54213.54          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.17           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 6.5000%  | 0.0000% | $13069.00          | $13844.28          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $138.79            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 4.5000%  | 0.0000% | $60395.00          | $56815.57          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-06-01      | 5.0000%  | 0.0000% | $10286020.00       | $7611600.06        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-09-01      | 4.5000%  | 0.0000% | $1125871.00        | $1074679.42        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $6052371.00        | $6007572.88        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 6.0000%  | 0.0000% | $18811328.00       | $17817923.85       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-10-01      | 3.0000%  | 0.0000% | $9026340.00        | $7639057.26        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 4.5000%  | 0.0000% | $4459088.00        | $4299343.86        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $888977.00         | $768255.84         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-03-01      | 4.6190%  | 0.0000% | $6205904.00        | $4808430.02        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 4.5630%  | 0.0000% | $34541980.00       | $34363302.97       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2036-01-01      | 7.0000%  | 0.0000% | $1000.00           | $37.16             | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2037-01-01      | 6.8700%  | 0.0000% | $1000000.00        | $22542.28          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2037-08-01      | 6.4030%  | 0.0000% | $3609912.00        | $3178040.34        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2044-04-01      | 6.5290%  | 0.0000% | $444000.00         | $17693.94          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2040-06-01      | 4.5000%  | 0.0000% | $1026.00           | $81.73             | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $101.14            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $106.72            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2030-02-01      | 7.5000%  | 0.0000% | $1534.00           | $1.99              | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2032-04-01      | 7.0000%  | 0.0000% | $1485.00           | $5.89              | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $121.22            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2044-04-01      | 4.5000%  | 0.0000% | $1000.00           | $142.99            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $70.30             | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2043-10-01      | 4.5000%  | 0.0000% | $955596.00         | $76572.87          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $154.16            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2044-11-01      | 4.0000%  | 0.0000% | $440494.00         | $58262.40          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $166.25            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.44            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $183.21            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $221.24            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $167.60            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $102.05            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-11-01      | 3.0000%  | 0.0000% | $1452000.00        | $214620.82         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2037-02-01      | 3.0000%  | 0.0000% | $25000.00          | $5068.58           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2043-04-01      | 3.0000%  | 0.0000% | $186000.00         | $33168.45          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2032-04-01      | 7.0000%  | 0.0000% | $20299126.00       | $15818.18          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2037-12-01      | 6.5000%  | 0.0000% | $536729.00         | $5365.20           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2038-11-01      | 6.0000%  | 0.0000% | $2000000.00        | $16777.86          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2046-02-01      | 4.5000%  | 0.0000% | $1000.00           | $105.85            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $93.74             | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2047-09-01      | 3.5000%  | 0.0000% | $20673570.00       | $4084759.90        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2049-01-01      | 4.5000%  | 0.0000% | $2907000.00        | $602239.61         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-12-01      | 4.5000%  | 0.0000% | $2428750.00        | $372863.08         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-02-01      | 2.5000%  | 0.0000% | $92675.00          | $63871.52          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $614.14            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-09-01      | 5.0000%  | 0.0000% | $1808527.00        | $1204101.59        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $689.25            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-03-01      | 5.5000%  | 0.0000% | $500000.00         | $404866.16         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $86471.00          | $77808.54          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-05-01      | 5.5000%  | 0.0000% | $514745.00         | $381636.43         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-12-01      | 5.5000%  | 0.0000% | $82996.00          | $67200.25          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-08-01      | 5.0000%  | 0.0000% | $10578405.00       | $9110531.20        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $10000.00          | $8163.64           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-01-01      | 4.0000%  | 0.0000% | $1008.00           | $879.69            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-09-01      | 5.5000%  | 0.0000% | $3800000.00        | $3445692.08        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 3.5000%  | 0.0000% | $259000.00         | $224629.91         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-12-01      | 5.0000%  | 0.0000% | $142137.00         | $132890.52         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-06-01      | 4.0000%  | 0.0000% | $207000.00         | $187107.58         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-01-01      | 5.0000%  | 0.0000% | $2406000.00        | $2302517.85        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $559.65            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-02-01      | 2.5000%  | 0.0000% | $1284256.00        | $850243.87         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-09-01      | 3.5000%  | 0.0000% | $13000.00          | $6198.34           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $779.76            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-11-01      | 4.0000%  | 0.0000% | $110000.00         | $95425.55          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $15000.00          | $13895.85          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 3.5000%  | 0.0000% | $16000.00          | $14540.64          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $876.65            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $841.56            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-01-01      | 2.0000%  | 0.0000% | $990000.00         | $703643.29         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2032-12-01      | 4.4500%  | 0.0000% | $174000.00         | $175205.21         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-01-01      | 3.0000%  | 0.0000% | $1001.00           | $295.14            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-07-01      | 3.0000%  | 0.0000% | $23905.00          | $8379.59           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $552.63            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-10-01      | 2.0000%  | 0.0000% | $400000.00         | $211639.39         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $526.65            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $447.62            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-08-01      | 2.5000%  | 0.0000% | $61000.00          | $37553.86          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-09-01      | 2.5000%  | 0.0000% | $14181260.00       | $8573176.10        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $628.47            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-02-01      | 2.5000%  | 0.0000% | $4907248.00        | $3176681.58        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $657.50            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-02-01      | 2.5000%  | 0.0000% | $1417030.00        | $1107956.69        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-06-01      | 5.0000%  | 0.0000% | $2874506.00        | $2494960.87        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $732.41            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $668.45            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $777.52            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $752.67            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $797.52            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-09-01      | 5.5000%  | 0.0000% | $54196.00          | $42327.48          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-09-01      | 6.5000%  | 0.0000% | $1000.00           | $663.22            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1003.42           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $800.87            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $631.90            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $962.09            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $823.40            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-06-01      | 5.0000%  | 0.0000% | $35000.00          | $31096.90          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $732.56            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $791.94            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-10-01      | 7.0000%  | 0.0000% | $1158486.00        | $941870.96         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-11-01      | 6.5000%  | 0.0000% | $8000.00           | $7466.62           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $734.97            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $908.07            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.03           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-09-01      | 5.5000%  | 0.0000% | $144209.00         | $144823.89         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $768.50            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $733.29            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-10-01      | 5.5000%  | 0.0000% | $44000.00          | $44305.29          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $531.57            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.39           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $529.73            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $499.44            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-10-01      | 2.0000%  | 0.0000% | $417000.00         | $207258.50         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $624.01            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-01-01      | 6.0000%  | 0.0000% | $1916590.00        | $1465865.52        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-06-01      | 5.0000%  | 0.0000% | $279945.00         | $247989.12         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-07-01      | 6.0000%  | 0.0000% | $25000.00          | $17889.57          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2043-07-01      | 4.5000%  | 0.0000% | $989923.00         | $725102.90         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-02-01      | 6.0000%  | 0.0000% | $3326721.00        | $2667282.38        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-04-01      | 5.5000%  | 0.0000% | $6658145.00        | $5850513.10        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-05-01      | 5.5000%  | 0.0000% | $521110.00         | $468727.04         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $840.73            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-07-01      | 5.0000%  | 0.0000% | $2430840.00        | $2237553.98        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2033-12-01      | 6.3210%  | 0.0000% | $7311288.00        | $45639.14          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2035-10-01      | 6.5960%  | 0.0000% | $130302.00         | $5958.47           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2036-07-01      | 5.1360%  | 0.0000% | $3903560.00        | $10868.93          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2031-08-01      | 7.5000%  | 0.0000% | $498948.00         | $5191.82           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2032-07-01      | 6.5000%  | 0.0000% | $7049916.00        | $34482.79          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2041-08-01      | 4.0000%  | 0.0000% | $1354296.00        | $142368.17         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2041-09-01      | 4.0000%  | 0.0000% | $1997194.00        | $205634.91         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2038-08-01      | 6.3590%  | 0.0000% | $23867320.00       | $555594.64         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2043-07-01      | 6.3180%  | 0.0000% | $3900000.00        | $78093.97          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2041-05-01      | 6.0000%  | 0.0000% | $7857979.00        | $871614.34         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2045-06-01      | 3.5000%  | 0.0000% | $102149.00         | $15501.30          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2028-05-01      | 3.6100%  | 0.0000% | $6095.00           | $5340.16           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2030-08-01      | 3.0000%  | 0.0000% | $519331.00         | $39341.05          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2044-04-01      | 4.5000%  | 0.0000% | $300000.00         | $57050.44          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2029-04-01      | 3.0000%  | 0.0000% | $1112992.00        | $82650.28          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2032-05-01      | 6.2750%  | 0.0000% | $5000000.00        | $15402.60          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2034-08-01      | 6.1660%  | 0.0000% | $700000.00         | $7227.10           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2034-04-01      | 6.4820%  | 0.0000% | $1000000.00        | $9634.75           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2036-02-01      | 6.0000%  | 0.0000% | $8989410.00        | $33223.93          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $851072.00         | $697318.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $4030584.00        | $3095911.54        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $7003.00           | $5919.45           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $4703578.00        | $4418895.03        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-10-01      | 7.0000%  | 0.0000% | $1541983.00        | $1623143.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-11-01      | 5.5000%  | 0.0000% | $1294962.00        | $1295055.33        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-11-01      | 6.0000%  | 0.0000% | $12001.00          | $8240.44           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-11-01      | 4.5000%  | 0.0000% | $1639178.00        | $1384514.29        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-02-01      | 6.0000%  | 0.0000% | $1402666.00        | $1449245.07        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $1338678.00        | $1355662.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-02-01      | 6.5000%  | 0.0000% | $157961.00         | $97039.75          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-03-01      | 6.0000%  | 0.0000% | $7051.00           | $6128.93           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-03-01      | 5.5000%  | 0.0000% | $1066271.00        | $1081368.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-06-01      | 7.5000%  | 0.0000% | $36151.00          | $38921.16          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $2428300.00        | $2490496.07        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 6.5000%  | 0.0000% | $2861612.00        | $2987617.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 6.0000%  | 0.0000% | $582688.00         | $530317.74         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-10-01      | 5.5000%  | 0.0000% | $8005.00           | $8149.22           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 6.0000%  | 0.0000% | $841528.00         | $867442.37         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-11-01      | 5.0830%  | 0.0000% | $776323.00         | $791933.50         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-11-01      | 5.0000%  | 0.0000% | $6084744.00        | $6107172.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-11-01      | 5.3470%  | 0.0000% | $1125000.00        | $1152216.28        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-12-01      | 5.0000%  | 0.0000% | $36143.00          | $36526.48          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2046-11-01      | 3.0000%  | 0.0000% | $2217693.00        | $184470.02         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2033-10-01      | 3.6900%  | 0.0000% | $312436.00         | $302635.60         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2029-11-01      | 2.4750%  | 0.0000% | $1520856.00        | $1392258.65        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-10-01      | 4.5000%  | 0.0000% | $435610.00         | $89257.76          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-12-01      | 5.0000%  | 0.0000% | $38720509.00       | $5619283.96        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-09-01      | 1.9690%  | 0.0000% | $18992105.00       | $14909024.00       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-11-01      | 5.0000%  | 0.0000% | $3560776.00        | $1764457.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-09-01      | 2.5000%  | 0.0000% | $70000.00          | $31788.09          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-04-01      | 2.5000%  | 0.0000% | $670016.00         | $378241.62         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2028-11-01      | 5.7600%  | 0.0000% | $5051.00           | $5321.83           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-05-01      | 2.5000%  | 0.0000% | $7253000.00        | $4198768.06        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-09-01      | 2.5000%  | 0.0000% | $10000.00          | $6125.42           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-10-01      | 2.0000%  | 0.0000% | $11001.00          | $7289.26           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $13000.00          | $10720.45          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-08-01      | 3.5000%  | 0.0000% | $8000.00           | $6965.16           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-06-01      | 3.0000%  | 0.0000% | $217507.00         | $181120.13         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-11-01      | 4.5000%  | 0.0000% | $174767.00         | $126781.48         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-12-01      | 6.0000%  | 0.0000% | $159918.00         | $137815.07         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-02-01      | 5.0000%  | 0.0000% | $193149.00         | $173066.69         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-05-01      | 6.5000%  | 0.0000% | $596754.00         | $612820.69         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-08-01      | 5.5000%  | 0.0000% | $87197.00          | $62033.39          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-07-01      | 6.5000%  | 0.0000% | $49876.00          | $41757.32          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-07-01      | 5.5000%  | 0.0000% | $1838700.00        | $985200.65         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2033-12-01      | 5.2500%  | 0.0000% | $123460.00         | $131045.07         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2030-01-01      | 4.3200%  | 0.0000% | $20000.00          | $20370.60          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2035-02-01      | 4.9300%  | 0.0000% | $3418720.00        | $3574417.06        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2032-09-01      | 4.2250%  | 0.0000% | $29510000.00       | $29601355.58       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2032-07-01      | 4.4900%  | 0.0000% | $1430000.00        | $1461577.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2030-09-01      | 4.6400%  | 0.0000% | $145161.00         | $149393.60         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-02-01      | 4.0000%  | 0.0000% | $3599624.00        | $1960115.12        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-12-01      | 3.0000%  | 0.0000% | $154839.00         | $95774.14          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-03-01      | 2.0000%  | 0.0000% | $1920127.00        | $1240095.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-05-01      | 5.0000%  | 0.0000% | $187628.00         | $158833.64         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-07-01      | 6.0000%  | 0.0000% | $1466690.00        | $1161345.33        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-02-01      | 6.0000%  | 0.0000% | $200000.00         | $167708.88         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-11-01      | 5.0000%  | 0.0000% | $888530.00         | $836296.35         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $29709.00          | $25127.16          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-01-01      | 6.0000%  | 0.0000% | $6930928.00        | $6901442.26        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-05-01      | 5.0000%  | 0.0000% | $114880.00         | $117327.63         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-08-01      | 6.5000%  | 0.0000% | $41404864.00       | $42684171.93       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2047-07-01      | 5.0000%  | 0.0000% | $2995000.00        | $931826.31         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-08-01      | 5.5000%  | 0.0000% | $982240.00         | $247369.34         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-12-01      | 2.0000%  | 0.0000% | $100000.00         | $56008.06          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-01-01      | 2.0000%  | 0.0000% | $105000.00         | $58292.36          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-05-01      | 2.0000%  | 0.0000% | $140000.00         | $65241.85          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $1115810.00        | $592586.81         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-04-01      | 2.5000%  | 0.0000% | $32208.00          | $18992.21          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-09-01      | 5.0000%  | 0.0000% | $595000.00         | $196585.87         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2041-08-01      | 2.5000%  | 0.0000% | $197577.00         | $119558.78         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-03-01      | 2.5000%  | 0.0000% | $19989984.00       | $11890375.13       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2042-05-01      | 2.0000%  | 0.0000% | $100000.00         | $67965.20          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-05-01      | 2.5000%  | 0.0000% | $1996000.00        | $1445960.90        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-08-01      | 3.5000%  | 0.0000% | $75000.00          | $60136.19          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-05-01      | 2.0000%  | 0.0000% | $2455996.00        | $1753988.66        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-10-01      | 5.0000%  | 0.0000% | $105268.00         | $90306.80          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-03-01      | 4.0000%  | 0.0000% | $25000.00          | $21637.97          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-09-01      | 5.0000%  | 0.0000% | $25054709.00       | $22538357.67       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-04-01      | 5.5000%  | 0.0000% | $12999.00          | $10850.52          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2035-05-01      | 6.5540%  | 0.0000% | $1450000.00        | $21857.66          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2035-05-01      | 6.1040%  | 0.0000% | $5000000.00        | $62726.96          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-06-01      | 4.5000%  | 0.0000% | $12133000.00       | $1034468.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2027-08-01      | 3.0000%  | 0.0000% | $1634000.00        | $29567.41          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $10881.60          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2042-01-01      | 2.0000%  | 0.0000% | $29947400.00       | $19157903.37       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-01-01      | 4.0000%  | 0.0000% | $18000.00          | $14304.54          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-07-01      | 7.0000%  | 0.0000% | $18126.00          | $9925.67           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $656987.00         | $565996.19         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $34344.00          | $33824.77          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2035-10-01      | 6.5450%  | 0.0000% | $7610278.00        | $312881.54         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2039-12-01      | 6.3180%  | 0.0000% | $671005.00         | $6774.87           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $967.86            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $930.66            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $979.66            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $974.46            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-12-01      | 6.0000%  | 0.0000% | $7004.00           | $7145.52           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.35           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $985.95            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-02-01      | 6.0000%  | 0.0000% | $1215406.00        | $1241387.90        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.62           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $949.34            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.21           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $855.05            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $140400.00         | $118188.08         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.11           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $996.95            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-02-01      | 5.5000%  | 0.0000% | $1053950.00        | $1069866.86        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $999.88            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $3058868.00        | $2754569.99        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $10544276.00       | $10697937.92       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.50           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $2519448.00        | $2519828.34        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.39           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $10197320.00       | $9803973.54        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.48           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 6.0000%  | 0.0000% | $104325.00         | $51973.28          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $958.59            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 6.0000%  | 0.0000% | $44105232.00       | $41251057.67       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $1032.64           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 6.0000%  | 0.0000% | $1465840.00        | $1509593.29        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.52           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 6.0000%  | 0.0000% | $17666364.00       | $18028943.28       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 6.5000%  | 0.0000% | $886555.00         | $931406.72         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $836.37            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.81           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 6.5000%  | 0.0000% | $7262083.00        | $7596713.54        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 5.5000%  | 0.0000% | $185185.00         | $189118.63         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 5.5000%  | 0.0000% | $3049168.00        | $3116631.91        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 6.0000%  | 0.0000% | $7067.00           | $7223.48           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.76           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.43           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 4.0000%  | 0.0000% | $17016.00          | $16290.74          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 6.0000%  | 0.0000% | $10970176.00       | $11353334.89       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 5.5000%  | 0.0000% | $2772652.00        | $2826887.92        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.02           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1012.31           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1017.17           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.94           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $983.49            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 5.0000%  | 0.0000% | $2446392.00        | $2472820.37        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $985.04            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $933.59            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-07-01      | 2.5000%  | 0.0000% | $12653536.00       | $10706509.90       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-10-01      | 6.5000%  | 0.0000% | $51015627.00       | $53143273.39       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-10-01      | 6.0000%  | 0.0000% | $1909376.00        | $1446101.04        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-12-01      | 6.0000%  | 0.0000% | $17822.00          | $13079.63          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.30           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-06-01      | 5.0000%  | 0.0000% | $252789.00         | $238746.69         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $886.40            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-07-01      | 6.5000%  | 0.0000% | $2824011.00        | $2377449.42        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-08-01      | 6.0000%  | 0.0000% | $217000.00         | $198365.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-03-20      | 5.2900%  | 0.0000% | $7350000.00        | $3817756.19        | Agency Mortgage-Backed Securities |

### Security 167: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.090000%
- **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: LMRP10385785
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2052-12-01      | 5.5000%  | 0.0000% | $70000000.00       | $55676198.85       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 3.0000%  | 0.0000% | $65048056.00       | $55879338.76       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 5.0000%  | 0.0000% | $55705099.00       | $55936275.16       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.0000%  | 0.0000% | $17051071.00       | $16431490.50       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $55818160.00       | $56014242.52       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 3.5000%  | 0.0000% | $60896981.00       | $57581823.84       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 6.0000%  | 0.0000% | $4329171.00        | $4347564.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $54532288.00       | $55133066.16       | Agency Mortgage-Backed Securities |

### Security 168: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.800000%
- **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: LMRP10385815
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $52394286.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $36274400.00       | $38011426.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $52394286.82       | U.S. Treasuries (including strips) |

### Security 169: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.090000%
- **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: LMRP10386025
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $150000.00         | $1835.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-20      | 7.0000%  | 0.0000% | $646757.00         | $529.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-06-20      | 5.5000%  | 0.0000% | $50000.00          | $599.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 4.5000%  | 0.0000% | $1783910.00        | $81215.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-03-20      | 4.0000%  | 0.0000% | $28907631.00       | $1503321.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-20      | 3.0000%  | 0.0000% | $64907000.00       | $6520060.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 3.5000%  | 0.0000% | $340000.00         | $29538.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $13000000.00       | $1122498.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $3608690.00        | $333748.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-20      | 4.0000%  | 0.0000% | $2903489.00        | $236883.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $9796098.00        | $883855.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-11-20      | 6.0000%  | 0.0000% | $100000000.00      | $1044226.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-01-20      | 3.0000%  | 0.0000% | $390000.00         | $45449.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 4.0000%  | 0.0000% | $1180250.00        | $81308.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 4.0000%  | 0.0000% | $19450000.00       | $1926449.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.5000%  | 0.0000% | $1775000.00        | $152790.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 2.5000%  | 0.0000% | $108566.00         | $14302.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 4.0000%  | 0.0000% | $6411436.00        | $523845.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $59000000.00       | $7268082.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 4.0000%  | 0.0000% | $7352973.00        | $648085.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 5.5000%  | 0.0000% | $123542.00         | $17588.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.5000%  | 0.0000% | $587965.00         | $55065.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 4.0000%  | 0.0000% | $111603.00         | $3240.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 4.0000%  | 0.0000% | $355435.00         | $41120.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $22508282.00       | $3263750.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $965000.00         | $126391.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $316746.00         | $13515.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $36705356.00       | $14425522.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $985811.00         | $527950.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $13759707.00       | $4805155.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $888509.00         | $353131.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1630000.00        | $1040621.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $5536906.00        | $3870729.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $7502034.00        | $5691495.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 4.0000%  | 0.0000% | $3011060.00        | $1847878.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $228000.00         | $86910.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 3.5000%  | 0.0000% | $60000.00          | $41252.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $141475.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $2924969.00        | $1298528.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $9296084.00        | $8382617.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $142452922.00      | $133859737.40      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-20      | 2.0000%  | 0.0000% | $2000000.00        | $63652.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 6.5000%  | 0.0000% | $70000.00          | $4236.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $134533000.00      | $23203723.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $165246.00         | $57911.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 3.0000%  | 0.0000% | $8431965.00        | $5695388.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $315387380.00      | $155833572.40      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-02-20      | 3.5000%  | 0.0000% | $143992.00         | $117903.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $508147.00         | $118764.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $1522090.00        | $674931.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $505929.00         | $145794.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-20      | 3.0000%  | 0.0000% | $2120002.00        | $445791.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $4327689.00        | $932267.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $8639141.00        | $4998659.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $250000.00         | $168982.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $800000.00         | $587922.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $542430.00         | $286135.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $2585846.00        | $346057.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1049979.00        | $675445.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $1504364.00        | $949608.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $1145332.00        | $382730.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1874697.00        | $1126523.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1509444.00        | $1241452.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1251358.00        | $1272003.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1314460.00        | $1209470.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1922670.00        | $1877635.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2636984.00        | $2513710.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1107821.00        | $1138472.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1223611.00        | $1161352.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $619118.00         | $188298.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2930998.00        | $3033512.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1910624.00        | $1984424.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $5920803.00        | $6117662.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $3673370.00        | $3450725.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2373400.00        | $2444239.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1243618.00        | $1200867.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $8706933.00        | $8951565.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1171749.00        | $1228616.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1053430.00        | $1095954.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1129721.00        | $1183368.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1710464.00        | $1760241.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1631877.00        | $1699965.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1085723.00        | $1105656.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $10053181.00       | $10334254.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1744902.00        | $1822101.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2367805.00        | $2478843.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2374924.00        | $2384639.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1817912.00        | $1861156.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $797006.00         | $834136.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1203148.00        | $1270217.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.0000%  | 0.0000% | $638071.00         | $615319.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $1595054.00        | $1463420.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $242195337.00      | $249592164.80      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $151019042.00      | $148570268.20      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $5613817.00        | $512548.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $750000.00         | $184120.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 5.0000%  | 0.0000% | $1599618.00        | $89306.35          | Agency Mortgage-Backed Securities |

### Security 170: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.090000%
- **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: LMRP10386035
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-05-20      | 5.3989%  | 0.0000% | $100000000.00      | $47864644.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.2489%  | 0.0000% | $100000000.00      | $52402188.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.2989%  | 0.0000% | $40512680.00       | $26558491.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.0040%  | 0.0000% | $2000.00           | $1243.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $20000000.00       | $21137679.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.4489%  | 0.0000% | $100000000.00      | $32859530.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.3989%  | 0.0000% | $50000000.00       | $16442091.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.3989%  | 0.0000% | $60328379.00       | $21723421.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.6089%  | 0.0000% | $100000000.00      | $35433109.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.5989%  | 0.0000% | $100000000.00      | $35426652.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.4489%  | 0.0000% | $100000000.00      | $47347579.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.2989%  | 0.0000% | $100000000.00      | $35314080.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $2500000.00        | $2593125.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.2989%  | 0.0000% | $100000000.00      | $43034570.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.2489%  | 0.0000% | $50000000.00       | $24061580.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 4.2500%  | 0.0000% | $1385890.00        | $1162054.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.0989%  | 0.0000% | $20000000.00       | $17358564.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.3489%  | 0.0000% | $39000000.00       | $28976574.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.2489%  | 0.0000% | $38507237.00       | $34316820.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 2.6250%  | 0.0000% | $1213832.00        | $985997.01         | Agency Collateralized Mortgage Obligation |

### Security 171: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 4.090000%
- **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: LMRP10387185
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2051-12-01      | 2.0000%  | 0.0000% | $367068852.00      | $238098237.80      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.5000%  | 0.0000% | $348223018.00      | $171871087.20      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2062-10-01      | 2.5000%  | 0.0000% | $15108392.00       | $12019236.72       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.0000%  | 0.0000% | $250611961.00      | $124938431.40      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $173126946.00      | $167073007.20      | Agency Mortgage-Backed Securities |

### Security 172: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.080000%
- **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: LMRP10387195
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                  | 2041-11-15      | 3.1250%  | 0.0000% | $42628500.00       | $36066278.84       | U.S. Treasuries (including strips) |
| STRIP PRINC                      | 2043-02-15      | 0.0000%  | 0.0000% | $3974200.00        | $1785771.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-08-15      | 3.6250%  | 0.0000% | $10437400.00       | $9335106.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-02-15      | 3.6250%  | 0.0000% | $545300.00         | $485367.21         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2045-02-15      | 2.5000%  | 0.0000% | $7336000.00        | $5389863.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2046-05-15      | 2.5000%  | 0.0000% | $684500.00         | $489491.28         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $98.50             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-11-15      | 2.2500%  | 0.0000% | $372900.00         | $364403.48         | U.S. Treasuries (including strips) |
| STRIP PRINC                      | 2048-02-15      | 0.0000%  | 0.0000% | $246770000.00      | $85430046.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-11-30      | 2.8750%  | 0.0000% | $674800.00         | $684353.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-02-15      | 2.6250%  | 0.0000% | $880700.00         | $863970.06         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-09-30      | 0.3750%  | 0.0000% | $102400.00         | $96794.61          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-11-30      | 0.3750%  | 0.0000% | $1207700.00        | $1209653.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-12-31      | 0.6250%  | 0.0000% | $65000.00          | $61439.27          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2041-02-15      | 1.8750%  | 0.0000% | $123854400.00      | $89190013.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-03-31      | 0.7500%  | 0.0000% | $15000.00          | $14866.36          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-07-31      | 1.0000%  | 0.0000% | $13160500.00       | $12376408.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-08-31      | 1.1250%  | 0.0000% | $500.00            | $470.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2052-02-15      | 2.2500%  | 0.0000% | $15592400.00       | $9913645.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2052-02-15      | 2.2500%  | 0.0000% | $14300300.00       | $9092128.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-07-31      | 2.7500%  | 0.0000% | $948200.00         | $944736.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-09-30      | 3.8750%  | 0.0000% | $53787900.00       | $54785714.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-01-31      | 3.5000%  | 0.0000% | $500.00            | $505.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-04-30      | 3.5000%  | 0.0000% | $25045200.00       | $25056149.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-12-31      | 3.7500%  | 0.0000% | $73290100.00       | $74933060.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-02-15      | 4.2500%  | 0.0000% | $17804300.00       | $16867016.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-04-30      | 4.6250%  | 0.0000% | $3784700.00        | $3984219.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-08-15      | 4.2500%  | 0.0000% | $2113900.00        | $2003054.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-09-30      | 3.5000%  | 0.0000% | $9458700.00        | $9498455.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-01-31      | 4.2500%  | 0.0000% | $2730000.00        | $2842062.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2025-12-18      | 0.0000%  | 0.0000% | $500000.00         | $498905.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-07-31      | 3.8750%  | 0.0000% | $400.00            | $410.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-07-31      | 4.0000%  | 0.0000% | $670200.00         | $689256.12         | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2026-04-30      | 0.0000%  | 0.0000% | $860000.00         | $846523.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-02-17      | 0.0000%  | 0.0000% | $672500.00         | $666857.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-03-03      | 0.0000%  | 0.0000% | $41019000.00       | $40615783.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-03-10      | 0.0000%  | 0.0000% | $13055000.00       | $12917139.20       | U.S. Treasuries (including strips) |

### Security 173: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.090000%
- **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: LMRP10387205
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2042-06-01      | 4.0000%  | 0.0000% | $100000.00         | $13814.74          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $2696000.00        | $696342.17         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 4.0000%  | 0.0000% | $221495.00         | $22188.27          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-10-01      | 3.7800%  | 0.0000% | $1003264.00        | $967224.75         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 3.0000%  | 0.0000% | $200000.00         | $6998.94           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 3.5000%  | 0.0000% | $400000.00         | $60147.78          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.0000%  | 0.0000% | $31000.00          | $24509.57          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 5.9140%  | 0.0000% | $26376.00          | $18279.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $1319906.00        | $1272063.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.6350%  | 0.0000% | $100000.00         | $76260.69          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-12-01      | 2.0000%  | 0.0000% | $2000000.00        | $1102100.45        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-08-01      | 2.5500%  | 0.0000% | $4587000.00        | $4175379.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.5000%  | 0.0000% | $13214512.00       | $7800147.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $1752736.00        | $1425399.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $1184116.00        | $712520.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 7.0000%  | 0.0000% | $1058220.00        | $1120614.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.6190%  | 0.0000% | $2680888.00        | $2764428.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $5277504.00        | $5408886.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.0000%  | 0.0000% | $1671950.00        | $1690418.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 5.5000%  | 0.0000% | $1229458.00        | $1267315.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 6.0000%  | 0.0000% | $407383.00         | $429426.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 6.0000%  | 0.0000% | $19291584.00       | $19905287.87       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-07-01      | 4.0000%  | 0.0000% | $81863.00          | $7656.49           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 4.0600%  | 0.0000% | $14660112.00       | $14538946.17       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-06-01      | 3.3700%  | 0.0000% | $856178.00         | $789897.53         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5830%  | 0.0000% | $29115.00          | $21929.92          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-01-01      | 4.5000%  | 0.0000% | $10034448.00       | $509837.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 3.9520%  | 0.0000% | $938451.00         | $51573.13          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 2.2830%  | 0.0000% | $2000000.00        | $813792.01         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-10-01      | 1.8500%  | 0.0000% | $8996000.00        | $7975786.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.4350%  | 0.0000% | $11147680.00       | $6245027.61        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-11-01      | 4.5300%  | 0.0000% | $1268000.00        | $1300077.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-09-01      | 4.8800%  | 0.0000% | $22104000.00       | $22762168.70       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $5361250.00        | $5218136.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $24429920.00       | $24632108.11       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5800%  | 0.0000% | $2333096.00        | $2400060.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 5.5000%  | 0.0000% | $1278660.00        | $1283773.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.0000%  | 0.0000% | $98570.00          | $74477.76          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-12-01      | 5.3200%  | 0.0000% | $15167000.00       | $15960658.78       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-06-01      | 5.8100%  | 0.0000% | $3719000.00        | $3889172.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-11-01      | 4.4100%  | 0.0000% | $43304000.00       | $44000306.67       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 3.5000%  | 0.0000% | $435000.00         | $88598.08          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $9167008.00        | $7794814.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $2082380.00        | $1993652.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $103500000.00      | $91223392.44       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.7140%  | 0.0000% | $78082.00          | $72925.92          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.3000%  | 0.0000% | $1467520.00        | $1495771.63        | Agency Mortgage-Backed Securities |

### Security 174: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.080000%
- **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: LMRP10387215
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $151561900.00      | $178560763.00      | U.S. Treasuries (including strips) |

### Security 175: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.090000%
- **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: LMRP10387225
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2040-11-01      | 4.0000%  | 0.0000% | $30249884.00       | $2718057.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 5.5000%  | 0.0000% | $188383077.00      | $3718021.19        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-06-01      | 8.0000%  | 0.0000% | $58842135.00       | $1327732.26        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 3.5000%  | 0.0000% | $30509999.00       | $1956620.84        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 5.5000%  | 0.0000% | $50000000.00       | $2167922.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-08-01      | 4.0000%  | 0.0000% | $11000000.00       | $1092558.39        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-06-01      | 3.5000%  | 0.0000% | $31680135.00       | $4335671.21        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.5000%  | 0.0000% | $21112506.00       | $3569512.04        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-03-01      | 4.5000%  | 0.0000% | $19670934.00       | $2068801.04        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 3.5000%  | 0.0000% | $35600000.00       | $5223581.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 3.5000%  | 0.0000% | $26000000.00       | $3608478.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-09-01      | 4.5000%  | 0.0000% | $13950751.00       | $2124065.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 4.0000%  | 0.0000% | $16320144.00       | $3180955.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.5000%  | 0.0000% | $32500000.00       | $5178641.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-01-01      | 3.5000%  | 0.0000% | $27780445.00       | $4330915.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-02-01      | 4.0000%  | 0.0000% | $23000000.00       | $1781722.66        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-05-01      | 4.0000%  | 0.0000% | $25038621.00       | $3781750.08        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-12-01      | 4.0000%  | 0.0000% | $33644725.00       | $4737770.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 3.5000%  | 0.0000% | $14195006.00       | $2259788.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 4.0000%  | 0.0000% | $24400000.00       | $5277446.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-03-01      | 5.5000%  | 0.0000% | $50000000.00       | $1277589.56        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-09-01      | 4.0000%  | 0.0000% | $23750000.00       | $5535513.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-02-01      | 3.5000%  | 0.0000% | $22100000.00       | $4722765.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-03-01      | 4.0000%  | 0.0000% | $29550780.00       | $4717930.53        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-07-01      | 4.0000%  | 0.0000% | $11632666.00       | $1862940.39        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-09-01      | 4.0000%  | 0.0000% | $18250000.00       | $3355997.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 4.0000%  | 0.0000% | $26540883.00       | $1747885.18        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-06-01      | 4.0000%  | 0.0000% | $24300000.00       | $1410633.12        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 4.0000%  | 0.0000% | $25051955.00       | $4844409.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 4.0000%  | 0.0000% | $40750234.00       | $3954149.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 4.5000%  | 0.0000% | $9570364.00        | $1601671.38        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-11-01      | 4.0000%  | 0.0000% | $6464790.00        | $1971762.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 3.5000%  | 0.0000% | $9297548.00        | $1490347.97        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 4.0000%  | 0.0000% | $3585023.00        | $1390561.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $3951528.00        | $1077208.54        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-10-01      | 4.0000%  | 0.0000% | $5042494.00        | $1164785.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 4.0000%  | 0.0000% | $18192000.00       | $2665042.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $11713487.00       | $3836949.38        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $9753159.00        | $2403828.40        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-08-01      | 4.0000%  | 0.0000% | $4034225.00        | $1488128.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.0000%  | 0.0000% | $13095028.00       | $3356828.08        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 3.5000%  | 0.0000% | $25752372.00       | $4965545.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.5000%  | 0.0000% | $11815017.00       | $2596236.01        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-02-01      | 4.5000%  | 0.0000% | $15025000.00       | $3845299.70        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-04-01      | 4.5000%  | 0.0000% | $18294673.00       | $3146315.24        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-08-01      | 4.0000%  | 0.0000% | $18768058.00       | $3244893.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-02-01      | 4.5000%  | 0.0000% | $7868059.00        | $1512880.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $8058708.00        | $2439402.07        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-10-01      | 4.5000%  | 0.0000% | $1917368.00        | $1069687.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-11-01      | 5.0000%  | 0.0000% | $3560218.00        | $1443162.59        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 3.5000%  | 0.0000% | $15795696.00       | $1970864.97        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-07-01      | 3.5000%  | 0.0000% | $10869498.00       | $2451387.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $15247440.00       | $2813696.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $10052097.00       | $1912640.10        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-11-01      | 5.5000%  | 0.0000% | $8996296.00        | $1105892.91        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-05-01      | 4.5000%  | 0.0000% | $6063252.00        | $2304452.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-08-01      | 4.0000%  | 0.0000% | $16300000.00       | $2845717.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-11-01      | 5.5000%  | 0.0000% | $26378497.00       | $1047551.46        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $5983000.00        | $4538883.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.5000%  | 0.0000% | $7595096.00        | $2212746.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 5.0000%  | 0.0000% | $3800000.00        | $2604454.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 3.0000%  | 0.0000% | $3114246.00        | $2324770.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 4.0000%  | 0.0000% | $13316618.00       | $4515111.59        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-10-01      | 4.0000%  | 0.0000% | $7504249.00        | $1946815.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $6617511.00        | $4879921.95        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-06-01      | 4.5000%  | 0.0000% | $18593036.00       | $2270331.70        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-01-01      | 3.5000%  | 0.0000% | $27914088.00       | $5728117.58        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-10-01      | 4.5000%  | 0.0000% | $13262444.00       | $2974296.49        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 6.0000%  | 0.0000% | $4461000.00        | $3689044.73        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 4.5000%  | 0.0000% | $5558980.00        | $5170130.57        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 6.0000%  | 0.0000% | $4526918.00        | $3262369.32        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 3.0000%  | 0.0000% | $7452000.00        | $2680122.79        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-12-01      | 4.0000%  | 0.0000% | $13863466.00       | $1690826.40        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $4966669.00        | $3234151.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-04-01      | 4.0000%  | 0.0000% | $17941000.00       | $3277073.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 3.5000%  | 0.0000% | $20262946.00       | $2680783.70        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.5000%  | 0.0000% | $2343936.00        | $1763402.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $2841827.00        | $2812206.32        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $5450000.00        | $4817593.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.0000%  | 0.0000% | $4047400.00        | $1196605.19        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 3.5000%  | 0.0000% | $4885456.00        | $3706946.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-04-01      | 3.5000%  | 0.0000% | $19763896.00       | $3826970.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 3.5000%  | 0.0000% | $6800000.00        | $2066945.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $3136800.00        | $2501367.82        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 4.0000%  | 0.0000% | $31668136.00       | $2149108.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $4040000.00        | $3379766.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 4.0000%  | 0.0000% | $9193638.00        | $5080686.25        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $4387566.00        | $2904987.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 7.0000%  | 0.0000% | $1890571.00        | $1273657.37        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $5300000.00        | $4168076.70        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 3.0000%  | 0.0000% | $8530000.00        | $5261013.25        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $5604000.00        | $3593348.56        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 5.0000%  | 0.0000% | $6345291.00        | $4552146.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $7160718.00        | $4700302.58        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $6944230.00        | $4962943.49        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 6.5000%  | 0.0000% | $6901884.00        | $4865210.74        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-02-01      | 3.5000%  | 0.0000% | $10124489.00       | $3108555.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $4615995.00        | $3521482.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $3386082.00        | $3377662.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $7350753.00        | $5447516.29        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 5.5000%  | 0.0000% | $5080000.00        | $4560454.18        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-04-01      | 4.5000%  | 0.0000% | $6265395.00        | $1324060.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.5000%  | 0.0000% | $4321659.00        | $2135873.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-09-01      | 4.5000%  | 0.0000% | $8999982.00        | $1426705.86        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 4.0000%  | 0.0000% | $14188234.00       | $3035635.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-02-01      | 4.0000%  | 0.0000% | $6842817.00        | $1685619.58        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $2175963.00        | $1841691.51        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 6.0000%  | 0.0000% | $1959301.00        | $1318710.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $1601192.00        | $1527615.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 6.0000%  | 0.0000% | $2553622.00        | $2133821.06        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.5000%  | 0.0000% | $1513047.00        | $1306550.24        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 7.0000%  | 0.0000% | $2918848.00        | $1544522.17        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $3244011.00        | $3268334.85        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $2222964.00        | $2041461.73        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $1313356.00        | $1204161.06        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 6.0000%  | 0.0000% | $3664207.00        | $3340239.13        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.5000%  | 0.0000% | $704747.00         | $604927.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 3.5000%  | 0.0000% | $16027628.00       | $2541774.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-08-01      | 3.5000%  | 0.0000% | $17378360.00       | $2049776.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $4259901.00        | $4464216.82        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $1215227.00        | $1169477.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $2190241.00        | $2272152.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1218350.00        | $1265176.79        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1046915.00        | $1092384.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $3123830.00        | $3212347.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1355780.00        | $1411154.82        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $1268250.00        | $1316110.82        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1342240.00        | $1385662.10        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $1082000.00        | $1128190.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $4677745.00        | $4798864.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1149405.00        | $1198011.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1096729.00        | $1142242.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1491493.00        | $1069821.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1173863.00        | $1214119.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $3277893.00        | $3361086.54        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $3167935.00        | $3280909.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $2738920.00        | $2862452.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 7.0000%  | 0.0000% | $1632500.00        | $1405762.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1207168.00        | $1233908.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1087148.00        | $1137294.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $2379810.00        | $2474064.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $3151250.00        | $2957393.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1633396.00        | $1688214.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1457500.00        | $1522383.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1010928.00        | $1057240.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $1042597.00        | $1087166.74        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1758300.00        | $1848655.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1853186.00        | $1936228.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $5555164.00        | $5698895.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $2955031.00        | $2843837.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1785462.00        | $1799936.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $2481862.00        | $2004397.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $2971573.00        | $2192049.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $2274570.00        | $1929273.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $1426207.00        | $1128183.61        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.0000%  | 0.0000% | $2602200.00        | $2058245.25        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 6.0000%  | 0.0000% | $1889246.00        | $1673141.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 7.0000%  | 0.0000% | $1141688.00        | $1024670.10        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $1024263.00        | $1046280.58        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $4262694.00        | $3721636.52        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1081520.00        | $1135484.91        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $1074747.00        | $1128483.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $3269858.00        | $3355020.85        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $1204500.00        | $1267118.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $1645673.00        | $1687231.38        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $1441372.00        | $1485795.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $1065655.00        | $1106354.94        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $1186880.00        | $1220506.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.5000%  | 0.0000% | $1159452.00        | $1209535.05        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $2367472.00        | $2430013.10        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $1393518.00        | $1301591.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $2578022.00        | $2643417.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.5000%  | 0.0000% | $1199562.00        | $1268645.13        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $3474898.00        | $3573833.52        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.5000%  | 0.0000% | $1377391.00        | $1448562.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.5000%  | 0.0000% | $1027465.00        | $1085040.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.5000%  | 0.0000% | $1003082.00        | $1059107.06        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $2808758.00        | $2279311.08        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 5.5000%  | 0.0000% | $1274758.00        | $1281453.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $1321983.00        | $1258575.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $1492579.00        | $1236502.63        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $1209152.00        | $1262354.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 7.0000%  | 0.0000% | $1061723.00        | $1126981.09        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $1584200.00        | $1667060.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $2491593.00        | $2330513.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $1819654.00        | $1903498.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $2270287.00        | $2356738.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $1708908.00        | $1758811.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 6.0000%  | 0.0000% | $1030277.00        | $1063127.38        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $2081600.00        | $2143442.25        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $3131343.00        | $3230506.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 5.5000%  | 0.0000% | $1269900.00        | $1308281.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $2238550.00        | $2024417.51        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 4.5000%  | 0.0000% | $6474000.00        | $5356370.26        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 7.0000%  | 0.0000% | $1187487.00        | $1181386.86        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $5059177.00        | $4693239.66        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.5000%  | 0.0000% | $1240450.00        | $1300695.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $3116785.00        | $3034177.13        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $4762668.00        | $4913363.58        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.5000%  | 0.0000% | $1407265.00        | $1442780.15        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.5000%  | 0.0000% | $3596537.00        | $3684468.73        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.090000%
- **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: LMRP10387235
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B                          | 2027-07-15      | 0.3750%  | 0.0000% | $165296600.00      | $217323803.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2028-11-30      | 1.5000%  | 0.0000% | $78021500.00       | $74210932.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2027-03-31      | 2.5000%  | 0.0000% | $17695200.00       | $17518640.79       | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $172471494.00      | $122267412.80      | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                          | 2028-10-15      | 2.3750%  | 0.0000% | $100618400.00      | $110733529.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2027-05-15      | 4.5000%  | 0.0000% | $110798900.00      | $112465982.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2045-05-15      | 5.0000%  | 0.0000% | $125547400.00      | $132323642.70      | U.S. Treasuries (including strips) |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $21761728.00       | $21231023.91       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 5.0000%  | 0.0000% | $1001.00           | $967.36            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 6.0000%  | 0.0000% | $2054600.00        | $2043773.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 7.0000%  | 0.0000% | $1417952.00        | $726610.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1272008.00        | $896704.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $4044312.00        | $4256975.44        | Agency Mortgage-Backed Securities  |

### Security 177: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.090000%
- **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: LMRP10387245
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2042-10-20      | 2.5000%  | 0.0000% | $1000.00           | $152.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $2576.00           | $310.10            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2045-12-01      | 3.5000%  | 0.0000% | $575000.00         | $62119.94          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-11-01      | 1.5000%  | 0.0000% | $456097.00         | $250565.06         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2036-12-01      | 2.0000%  | 0.0000% | $479000.00         | $272409.85         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2037-12-01      | 3.0000%  | 0.0000% | $15432944.00       | $9899331.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1269616.00        | $982462.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $29998304.00       | $14142488.74       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2042-09-01      | 4.5000%  | 0.0000% | $3000.00           | $383.00            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2037-09-01      | 3.0000%  | 0.0000% | $2749336.00        | $1545723.99        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $1200818.00        | $1056517.87        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2047-08-01      | 3.5000%  | 0.0000% | $11043500.00       | $696196.42         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2039-03-01      | 7.0000%  | 0.0000% | $163048.00         | $6373.52           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2034-07-01      | 4.0000%  | 0.0000% | $4108576.00        | $428306.05         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2046-11-01      | 3.5000%  | 0.0000% | $107510.00         | $11670.23          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-01-01      | 2.0000%  | 0.0000% | $3089600.00        | $2244174.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1168684.00        | $1187326.58        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $3339888.00        | $2934308.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-11-01      | 4.0000%  | 0.0000% | $1137960.00        | $1126682.82        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2037-01-01      | 2.0000%  | 0.0000% | $10000000.00       | $5926128.25        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 6.5000%  | 0.0000% | $271109120.00      | $245066799.40      | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 5.5000%  | 0.0000% | $65420032.00       | $66140759.62       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $716894.00         | $737635.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2218608.00        | $2281174.96        | Agency Mortgage-Backed Securities |

### Security 178: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.080000%
- **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: LMRP10387255
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $78590800.00       | $94656802.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $206064700.00      | $211343212.40      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2025-12-05

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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