# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-25-271954
**Filing Date:** 2025-11
**Character Count:** 513903
**Document Hash:** d20c4c771f1930f6ef569f172f181bd1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-271954.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001193125-25-271954

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**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:** 251461980

**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):** 2025-10-31

**Registrant Full Name:** Master Portfolio Trust

**CIK Number of Registrant:** 0001140869

**LEI of Registrant:** 549300I1QJ6KR2C8FZ09

**Name of Series:** Government Portfolio

**LEI of Series:** 5493001CSMCYHP65OO69

**EDGAR Series Identifier:** S000025611

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 35 days

- **WAL:** 101 days

- **Total Value of Portfolio Securities:** $36195063151.15

- **Amortized Cost of Portfolio Securities:** $36190876928.70

- **Cash:** $1277408057.23

- **Total Other Assets:** $88411459.08

- **Total Liabilities:** $874521840.96

- **Net Assets of Series:** $36682174604.05

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $23445307351.62           | $26532140078.22            | 63.4200%                  | 71.7700%                   |
| 2025-10-02 | $22559443243.23           | $25229395478.14            | 63.2500%                  | 70.7400%                   |
| 2025-10-03 | $22269041400.74           | $24939787583.37            | 62.9400%                  | 70.4900%                   |
| 2025-10-06 | $22743683040.94           | $25712741792.14            | 62.9500%                  | 71.1700%                   |
| 2025-10-07 | $22137465949.46           | $24985237436.01            | 62.6500%                  | 70.7000%                   |
| 2025-10-08 | $22545936976.16           | $25258993161.47            | 63.3200%                  | 70.9400%                   |
| 2025-10-09 | $21114263392.87           | $23727588489.43            | 62.1400%                  | 69.8300%                   |
| 2025-10-10 | $22088713845.29           | $24764302144.61            | 63.1000%                  | 70.7500%                   |
| 2025-10-14 | $22385577152.01           | $24797557502.94            | 63.9000%                  | 70.7900%                   |
| 2025-10-15 | $21371059973.27           | $23723261445.60            | 62.9400%                  | 69.8600%                   |
| 2025-10-16 | $21716595422.07           | $23769011015.78            | 63.7100%                  | 69.7300%                   |
| 2025-10-17 | $21216921217.50           | $23448779175.38            | 62.6400%                  | 69.2300%                   |
| 2025-10-20 | $21752772811.19           | $24083184081.73            | 63.2300%                  | 70.0000%                   |
| 2025-10-21 | $22786140681.18           | $25154358850.38            | 63.9200%                  | 70.5600%                   |
| 2025-10-22 | $22956134400.32           | $25324579973.55            | 64.0800%                  | 70.6900%                   |
| 2025-10-23 | $22555812862.35           | $25124485839.57            | 63.8600%                  | 71.1300%                   |
| 2025-10-24 | $20725125580.14           | $23703582144.38            | 61.1300%                  | 69.9100%                   |
| 2025-10-27 | $21346067413.62           | $24324774423.53            | 61.8300%                  | 70.4500%                   |
| 2025-10-28 | $21056756596.08           | $23824714051.67            | 61.8800%                  | 70.0200%                   |
| 2025-10-29 | $22188565325.15           | $24556748410.03            | 63.5300%                  | 70.3100%                   |
| 2025-10-30 | $23286874173.64           | $24752282887.79            | 65.3700%                  | 69.4800%                   |
| 2025-10-31 | $24623570908.27           | $26543767537.38            | 65.5600%                  | 70.6800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 0.0000%             |
| 2025-10-02 | 0.0000%             |
| 2025-10-03 | 0.0000%             |
| 2025-10-06 | 0.0000%             |
| 2025-10-07 | 0.0000%             |
| 2025-10-08 | 0.0000%             |
| 2025-10-09 | 0.0000%             |
| 2025-10-10 | 0.0000%             |
| 2025-10-14 | 0.0000%             |
| 2025-10-15 | 0.0000%             |
| 2025-10-16 | 0.0000%             |
| 2025-10-17 | 0.0000%             |
| 2025-10-20 | 0.0000%             |
| 2025-10-21 | 0.0000%             |
| 2025-10-22 | 0.0000%             |
| 2025-10-23 | 0.0000%             |
| 2025-10-24 | 0.0000%             |
| 2025-10-27 | 0.0000%             |
| 2025-10-28 | 0.0000%             |
| 2025-10-29 | 0.0000%             |
| 2025-10-30 | 0.0000%             |
| 2025-10-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 0.0000                      |
|  |  |
| 2025-10-02 | 0.0000                      |
|  |  |
| 2025-10-03 | 0.0000                      |
|  |  |
| 2025-10-06 | 0.0000                      |
|  |  |
| 2025-10-07 | 0.0000                      |
|  |  |
| 2025-10-08 | 0.0000                      |
|  |  |
| 2025-10-09 | 0.0000                      |
|  |  |
| 2025-10-10 | 0.0000                      |
|  |  |
| 2025-10-14 | 0.0000                      |
|  |  |
| 2025-10-15 | 0.0000                      |
|  |  |
| 2025-10-16 | 0.0000                      |
|  |  |
| 2025-10-17 | 0.0000                      |
|  |  |
| 2025-10-20 | 0.0000                      |
|  |  |
| 2025-10-21 | 0.0000                      |
|  |  |
| 2025-10-22 | 0.0000                      |
|  |  |
| 2025-10-23 | 0.0000                      |
|  |  |
| 2025-10-24 | 0.0000                      |
|  |  |
| 2025-10-27 | 0.0000                      |
|  |  |
| 2025-10-28 | 0.0000                      |
|  |  |
| 2025-10-29 | 0.0000                      |
|  |  |
| 2025-10-30 | 0.0000                      |
|  |  |
| 2025-10-31 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $36682174604.05

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2938962.82

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.0000          |
|  |  |
| 2025-10-02 | 0.0000          |
|  |  |
| 2025-10-03 | 0.0000          |
|  |  |
| 2025-10-06 | 0.0000          |
|  |  |
| 2025-10-07 | 0.0000          |
|  |  |
| 2025-10-08 | 0.0000          |
|  |  |
| 2025-10-09 | 0.0000          |
|  |  |
| 2025-10-10 | 0.0000          |
|  |  |
| 2025-10-13 | 0.0000          |
|  |  |
| 2025-10-14 | 0.0000          |
|  |  |
| 2025-10-15 | 0.0000          |
|  |  |
| 2025-10-16 | 0.0000          |
|  |  |
| 2025-10-17 | 0.0000          |
|  |  |
| 2025-10-20 | 0.0000          |
|  |  |
| 2025-10-21 | 0.0000          |
|  |  |
| 2025-10-22 | 0.0000          |
|  |  |
| 2025-10-23 | 0.0000          |
|  |  |
| 2025-10-24 | 0.0000          |
|  |  |
| 2025-10-27 | 0.0000          |
|  |  |
| 2025-10-28 | 0.0000          |
|  |  |
| 2025-10-29 | 0.0000          |
|  |  |
| 2025-10-30 | 0.0000          |
|  |  |
| 2025-10-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $0.00                     | $0.00                   |
| 2025-10-02 | $0.00                     | $0.00                   |
| 2025-10-03 | $0.00                     | $0.00                   |
| 2025-10-06 | $0.00                     | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $0.00                   |
| 2025-10-09 | $0.00                     | $0.00                   |
| 2025-10-10 | $0.00                     | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $0.00                   |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $0.00                     | $0.00                   |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $0.00                     | $0.00                   |
| 2025-10-27 | $0.00                     | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $0.00                   |
| 2025-10-30 | $0.00                     | $0.00                   |
| 2025-10-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 0.0000%           |
| 2025-10-02 | 0.0000%           |
| 2025-10-03 | 0.0000%           |
| 2025-10-06 | 0.0000%           |
| 2025-10-07 | 0.0000%           |
| 2025-10-08 | 0.0000%           |
| 2025-10-09 | 0.0000%           |
| 2025-10-10 | 0.0000%           |
| 2025-10-13 | 0.0000%           |
| 2025-10-14 | 0.0000%           |
| 2025-10-15 | 0.0000%           |
| 2025-10-16 | 0.0000%           |
| 2025-10-17 | 0.0000%           |
| 2025-10-20 | 0.0000%           |
| 2025-10-21 | 0.0000%           |
| 2025-10-22 | 0.0000%           |
| 2025-10-23 | 0.0000%           |
| 2025-10-24 | 0.0000%           |
| 2025-10-27 | 0.0000%           |
| 2025-10-28 | 0.0000%           |
| 2025-10-29 | 0.0000%           |
| 2025-10-30 | 0.0000%           |
| 2025-10-31 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AKXQ4, C.4 - ISIN: US3130AKXQ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $38128517.32
- **C.18.a - Value (excl. sponsor support):** $38128517.32
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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):** $24760588.00
- **C.18.a - Value (excl. sponsor support):** $24760588.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130APQG3, C.4 - ISIN: US3130APQG34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19976919.80
- **C.18.a - Value (excl. sponsor support):** $19976919.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ATUC9, C.4 - ISIN: US3130ATUC95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $32051880.69
- **C.18.a - Value (excl. sponsor support):** $32051880.69
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AV6J6, C.4 - ISIN: US3130AV6J64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10026277.80
- **C.18.a - Value (excl. sponsor support):** $10026277.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.040000%
- **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):** $75010969.50
- **C.18.a - Value (excl. sponsor support):** $75010969.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.040000%
- **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):** $100020988.00
- **C.18.a - Value (excl. sponsor support):** $100020988.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.040000%
- **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):** $50013563.50
- **C.18.a - Value (excl. sponsor support):** $50013563.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.040000%
- **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):** $81017765.73
- **C.18.a - Value (excl. sponsor support):** $81017765.73
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.040000%
- **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):** $130026269.10
- **C.18.a - Value (excl. sponsor support):** $130026269.10
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.040000%
- **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):** $75036331.50
- **C.18.a - Value (excl. sponsor support):** $75036331.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.040000%
- **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):** $6832596.83
- **C.18.a - Value (excl. sponsor support):** $6832596.83
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.040000%
- **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):** $100020104.00
- **C.18.a - Value (excl. sponsor support):** $100020104.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.040000%
- **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):** $100028784.00
- **C.18.a - Value (excl. sponsor support):** $100028784.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.040000%
- **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):** $147777258.46
- **C.18.a - Value (excl. sponsor support):** $147777258.46
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.040000%
- **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):** $150042517.50
- **C.18.a - Value (excl. sponsor support):** $150042517.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.040000%
- **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):** $164679561.95
- **C.18.a - Value (excl. sponsor support):** $164679561.95
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.040000%
- **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):** $199988656.00
- **C.18.a - Value (excl. sponsor support):** $199988656.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.040000%
- **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):** $99993983.00
- **C.18.a - Value (excl. sponsor support):** $99993983.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 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: 313313QC5, C.4 - ISIN: US313313QC56
- **C.18 - Value (incl. sponsor support):** $209224167.60
- **C.18.a - Value (excl. sponsor support):** $209224167.60
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 21: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133696979.85
- **C.18.a - Value (excl. sponsor support):** $133696979.85
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134927625.15
- **C.18.a - Value (excl. sponsor support):** $134927625.15
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NY8, C.4 - ISIN: US313385NY80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79939955.20
- **C.18.a - Value (excl. sponsor support):** $79939955.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PD2, C.4 - ISIN: US313385PD26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150715828.63
- **C.18.a - Value (excl. sponsor support):** $150715828.63
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PN0, C.4 - ISIN: US313385PN08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $42295549.46
- **C.18.a - Value (excl. sponsor support):** $42295549.46
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385PT7, C.4 - ISIN: US313385PT77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79776977.60
- **C.18.a - Value (excl. sponsor support):** $79776977.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385QC3, C.4 - ISIN: US313385QC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99630556.00
- **C.18.a - Value (excl. sponsor support):** $99630556.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **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 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: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98487950.22
- **C.18.a - Value (excl. sponsor support):** $98487950.22
- **C.19 - Percentage of Net Assets:** 0.2700%
- **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 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: 313385RE8, C.4 - ISIN: US313385RE80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99356111.00
- **C.18.a - Value (excl. sponsor support):** $99356111.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $665532775.00
- **C.18.a - Value (excl. sponsor support):** $665532775.00
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183492403.55
- **C.18.a - Value (excl. sponsor support):** $183492403.55
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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? 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: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $166962398.90
- **C.18.a - Value (excl. sponsor support):** $166962398.90
- **C.19 - Percentage of Net Assets:** 0.4600%
- **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 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: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40109951.39
- **C.18.a - Value (excl. sponsor support):** $40109951.39
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 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: 313385TF3, C.4 - ISIN: US313385TF38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97363830.08
- **C.18.a - Value (excl. sponsor support):** $97363830.08
- **C.19 - Percentage of Net Assets:** 0.2700%
- **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 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: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197240250.00
- **C.18.a - Value (excl. sponsor support):** $197240250.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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 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: 313385VJ2, C.4 - ISIN: US313385VJ22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $172781829.97
- **C.18.a - Value (excl. sponsor support):** $172781829.97
- **C.19 - Percentage of Net Assets:** 0.4700%
- **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 37: 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: 313397PR6, C.4 - ISIN: US313397PR67, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $37624928.85
- **C.18.a - Value (excl. sponsor support):** $37624928.85
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.870000%
- **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):** $155045988.50
- **C.18.a - Value (excl. sponsor support):** $155045988.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5M3, C.4 - ISIN: US3133EP5M35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125004933.75
- **C.18.a - Value (excl. sponsor support):** $125004933.75
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPCF0, C.4 - ISIN: US3133EPCF00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5793063.03
- **C.18.a - Value (excl. sponsor support):** $5793063.03
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPCR4, C.4 - ISIN: US3133EPCR48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29682679.29
- **C.18.a - Value (excl. sponsor support):** $29682679.29
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30003606.90
- **C.18.a - Value (excl. sponsor support):** $30003606.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPU45, C.4 - ISIN: US3133EPU454, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43500757.77
- **C.18.a - Value (excl. sponsor support):** $43500757.77
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $25003397.25
- **C.18.a - Value (excl. sponsor support):** $25003397.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $47806186.78
- **C.18.a - Value (excl. sponsor support):** $47806186.78
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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 4.040000%
- **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):** $72670412.90
- **C.18.a - Value (excl. sponsor support):** $72670412.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 7.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4Z1, C.4 - ISIN: US3133ER4Z11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999144.55
- **C.18.a - Value (excl. sponsor support):** $44999144.55
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 4.040000%
- **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):** $109993452.80
- **C.18.a - Value (excl. sponsor support):** $109993452.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 4.040000%
- **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):** $32775110.81
- **C.18.a - Value (excl. sponsor support):** $32775110.81
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 4.040000%
- **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):** $147522325.60
- **C.18.a - Value (excl. sponsor support):** $147522325.60
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBQ3, C.4 - ISIN: US3133ERBQ30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88912783.82
- **C.18.a - Value (excl. sponsor support):** $88912783.82
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $2331206.40
- **C.18.a - Value (excl. sponsor support):** $2331206.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $369962253.51
- **C.18.a - Value (excl. sponsor support):** $369962253.51
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $78796492.59
- **C.18.a - Value (excl. sponsor support):** $78796492.59
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39994622.40
- **C.18.a - Value (excl. sponsor support):** $39994622.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $4232081.58
- **C.18.a - Value (excl. sponsor support):** $4232081.58
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHB0, C.4 - ISIN: US3133ERHB07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $27800942.69
- **C.18.a - Value (excl. sponsor support):** $27800942.69
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $15006427.50
- **C.18.a - Value (excl. sponsor support):** $15006427.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKY6, C.4 - ISIN: US3133ERKY62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24995226.75
- **C.18.a - Value (excl. sponsor support):** $24995226.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $50013767.00
- **C.18.a - Value (excl. sponsor support):** $50013767.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $9284342.85
- **C.18.a - Value (excl. sponsor support):** $9284342.85
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $48279437.27
- **C.18.a - Value (excl. sponsor support):** $48279437.27
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPW5, C.4 - ISIN: US3133ERPW51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72002314.80
- **C.18.a - Value (excl. sponsor support):** $72002314.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQC8, C.4 - ISIN: US3133ERQC88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149631634.86
- **C.18.a - Value (excl. sponsor support):** $149631634.86
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $3149393.48
- **C.18.a - Value (excl. sponsor support):** $3149393.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $50012985.50
- **C.18.a - Value (excl. sponsor support):** $50012985.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $73425486.68
- **C.18.a - Value (excl. sponsor support):** $73425486.68
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $120035262.00
- **C.18.a - Value (excl. sponsor support):** $120035262.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 69: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $17793883.20
- **C.18.a - Value (excl. sponsor support):** $17793883.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $7804296.79
- **C.18.a - Value (excl. sponsor support):** $7804296.79
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $2501696.90
- **C.18.a - Value (excl. sponsor support):** $2501696.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.870000%
- **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):** $59690128.30
- **C.18.a - Value (excl. sponsor support):** $59690128.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $88054831.92
- **C.18.a - Value (excl. sponsor support):** $88054831.92
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6353023.12
- **C.18.a - Value (excl. sponsor support):** $6353023.12
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $7004018.63
- **C.18.a - Value (excl. sponsor support):** $7004018.63
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.870000%
- **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):** $69973985.90
- **C.18.a - Value (excl. sponsor support):** $69973985.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75459171.87
- **C.18.a - Value (excl. sponsor support):** $75459171.87
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $49998458.00
- **C.18.a - Value (excl. sponsor support):** $49998458.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $30007167.60
- **C.18.a - Value (excl. sponsor support):** $30007167.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $90028737.90
- **C.18.a - Value (excl. sponsor support):** $90028737.90
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFZ5, C.4 - ISIN: US3133ETFZ58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35004584.65
- **C.18.a - Value (excl. sponsor support):** $35004584.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $70012852.70
- **C.18.a - Value (excl. sponsor support):** $70012852.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJB4, C.4 - ISIN: US3133ETJB45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149677045.32
- **C.18.a - Value (excl. sponsor support):** $149677045.32
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 84: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.870000%
- **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):** $24999355.25
- **C.18.a - Value (excl. sponsor support):** $24999355.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 85: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKP1, C.4 - ISIN: US3133ETKP12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100013070.00
- **C.18.a - Value (excl. sponsor support):** $100013070.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLC9, C.4 - ISIN: US3133ETLC99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199996264.00
- **C.18.a - Value (excl. sponsor support):** $199996264.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 87: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $80000284.00
- **C.18.a - Value (excl. sponsor support):** $80000284.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 88: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74998168.50
- **C.18.a - Value (excl. sponsor support):** $74998168.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 7.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPJ0, C.4 - ISIN: US3133ETPJ07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29999891.40
- **C.18.a - Value (excl. sponsor support):** $29999891.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $9999588.00
- **C.18.a - Value (excl. sponsor support):** $9999588.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 91: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $164991816.00
- **C.18.a - Value (excl. sponsor support):** $164991816.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 92: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $44998555.95
- **C.18.a - Value (excl. sponsor support):** $44998555.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 93: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $64998939.20
- **C.18.a - Value (excl. sponsor support):** $64998939.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 94: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $55007460.75
- **C.18.a - Value (excl. sponsor support):** $55007460.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 95: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $130014075.10
- **C.18.a - Value (excl. sponsor support):** $130014075.10
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 96: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $154989325.15
- **C.18.a - Value (excl. sponsor support):** $154989325.15
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 97: 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):** $24999425.00
- **C.18.a - Value (excl. sponsor support):** $24999425.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 98: 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):** $69996712.80
- **C.18.a - Value (excl. sponsor support):** $69996712.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 99: 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):** $74997108.00
- **C.18.a - Value (excl. sponsor support):** $74997108.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 100: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000%
- **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):** $64996015.50
- **C.18.a - Value (excl. sponsor support):** $64996015.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 101: 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):** $122159257.06
- **C.18.a - Value (excl. sponsor support):** $122159257.06
- **C.19 - Percentage of Net Assets:** 0.3300%
- **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 102: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.040000%
- **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):** $148305823.51
- **C.18.a - Value (excl. sponsor support):** $148305823.51
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 103: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.040000%
- **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):** $94331199.16
- **C.18.a - Value (excl. sponsor support):** $94331199.16
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 104: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.040000%
- **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):** $97441815.77
- **C.18.a - Value (excl. sponsor support):** $97441815.77
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 105: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.040000%
- **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):** $75072206.77
- **C.18.a - Value (excl. sponsor support):** $75072206.77
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 106: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.040000%
- **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):** $73033980.04
- **C.18.a - Value (excl. sponsor support):** $73033980.04
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 107: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.040000%
- **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):** $150004348.50
- **C.18.a - Value (excl. sponsor support):** $150004348.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 108: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.040000%
- **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):** $124994132.50
- **C.18.a - Value (excl. sponsor support):** $124994132.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 109: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.040000%
- **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):** $224990138.25
- **C.18.a - Value (excl. sponsor support):** $224990138.25
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 110: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.040000%
- **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):** $419993649.60
- **C.18.a - Value (excl. sponsor support):** $419993649.60
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 111: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589QC0, C.4 - ISIN: US313589QC04, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $199261112.00
- **C.18.a - Value (excl. sponsor support):** $199261112.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G06G3, C.4 - ISIN: US3135G06G36, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $53598421.70
- **C.18.a - Value (excl. sponsor support):** $53598421.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.5000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.040000%
- **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):** $75033589.50
- **C.18.a - Value (excl. sponsor support):** $75033589.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 114: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.040000%
- **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):** $217205023.45
- **C.18.a - Value (excl. sponsor support):** $217205023.45
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 115: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.040000%
- **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):** $87486503.88
- **C.18.a - Value (excl. sponsor support):** $87486503.88
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 116: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.040000%
- **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):** $68945816.43
- **C.18.a - Value (excl. sponsor support):** $68945816.43
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 117: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.040000%
- **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):** $306953394.06
- **C.18.a - Value (excl. sponsor support):** $306953394.06
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 118: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.040000%
- **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):** $184442683.39
- **C.18.a - Value (excl. sponsor support):** $184442683.39
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 119: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $218412320.07
- **C.18.a - Value (excl. sponsor support):** $218412320.07
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $433034828.49
- **C.18.a - Value (excl. sponsor support):** $433034828.49
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $189651205.60
- **C.18.a - Value (excl. sponsor support):** $189651205.60
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **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: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $132057644.78
- **C.18.a - Value (excl. sponsor support):** $132057644.78
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $405389991.36
- **C.18.a - Value (excl. sponsor support):** $405389991.36
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 124: 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):** $195633887.74
- **C.18.a - Value (excl. sponsor support):** $195633887.74
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 125: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $158777688.00
- **C.18.a - Value (excl. sponsor support):** $158777688.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+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: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249760155.00
- **C.18.a - Value (excl. sponsor support):** $249760155.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+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: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299516124.00
- **C.18.a - Value (excl. sponsor support):** $299516124.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498814750.00
- **C.18.a - Value (excl. sponsor support):** $498814750.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $189406679.40
- **C.18.a - Value (excl. sponsor support):** $189406679.40
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **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 130: 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):** $198922972.00
- **C.18.a - Value (excl. sponsor support):** $198922972.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **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 131: 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):** $519313685.28
- **C.18.a - Value (excl. sponsor support):** $519313685.28
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 132: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148901275.50
- **C.18.a - Value (excl. sponsor support):** $148901275.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: 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):** $594686082.00
- **C.18.a - Value (excl. sponsor support):** $594686082.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 134: 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):** $196762020.00
- **C.18.a - Value (excl. sponsor support):** $196762020.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 135: 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):** $196480962.00
- **C.18.a - Value (excl. sponsor support):** $196480962.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 136: 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):** $148341984.00
- **C.18.a - Value (excl. sponsor support):** $148341984.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 137: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98818261.00
- **C.18.a - Value (excl. sponsor support):** $98818261.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **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 138: 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):** $248865838.20
- **C.18.a - Value (excl. sponsor support):** $248865838.20
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 1.625000%
- **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):** $161987563.76
- **C.18.a - Value (excl. sponsor support):** $161987563.76
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 140: 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):** $140801751.24
- **C.18.a - Value (excl. sponsor support):** $140801751.24
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 141: 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):** $98905599.00
- **C.18.a - Value (excl. sponsor support):** $98905599.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 142: 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):** $131364514.96
- **C.18.a - Value (excl. sponsor support):** $131364514.96
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 143: 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):** $376519852.09
- **C.18.a - Value (excl. sponsor support):** $376519852.09
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 144: 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):** $267840725.88
- **C.18.a - Value (excl. sponsor support):** $267840725.88
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 145: 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):** $94651728.94
- **C.18.a - Value (excl. sponsor support):** $94651728.94
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 146: 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):** $91239165.24
- **C.18.a - Value (excl. sponsor support):** $91239165.24
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 147: 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):** $145700219.50
- **C.18.a - Value (excl. sponsor support):** $145700219.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 148: 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):** $83347101.15
- **C.18.a - Value (excl. sponsor support):** $83347101.15
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: 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):** $398101312.79
- **C.18.a - Value (excl. sponsor support):** $398101312.79
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 150: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180917857.87
- **C.18.a - Value (excl. sponsor support):** $180917857.87
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 151: 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):** $44118422.04
- **C.18.a - Value (excl. sponsor support):** $44118422.04
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 152: 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):** $213050061.44
- **C.18.a - Value (excl. sponsor support):** $213050061.44
- **C.19 - Percentage of Net Assets:** 0.5800%
- **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 153: 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):** $318656201.37
- **C.18.a - Value (excl. sponsor support):** $318656201.37
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 154: 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):** $358007467.38
- **C.18.a - Value (excl. sponsor support):** $358007467.38
- **C.19 - Percentage of Net Assets:** 0.9800%
- **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 155: 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):** $99978906.00
- **C.18.a - Value (excl. sponsor support):** $99978906.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 156: 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):** $199537500.00
- **C.18.a - Value (excl. sponsor support):** $199537500.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **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 157: 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):** $100713490.37
- **C.18.a - Value (excl. sponsor support):** $100713490.37
- **C.19 - Percentage of Net Assets:** 0.2700%
- **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 158: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10285075
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2029-04-15      | 3.8750%  | 0.0000% | $465700.00         | $998475.29         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $16440700.00       | $13648726.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $80.23             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $37549300.00       | $26961898.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $573800.00         | $412011.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $51.23             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $31035500.00       | $18057454.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $59.69             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $15011600.00       | $9483321.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $261700.00         | $225465.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.16             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $197100.00         | $167599.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $1700.00           | $1599.17           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $257100.00         | $260407.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $19334000.00       | $18199261.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $134800.00         | $135103.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $1349500.00        | $1396470.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $5006800.00        | $5123437.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $94680300.00       | $92276701.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 2.2500%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $8900.00           | $9366.46           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $1890700.00        | $1974525.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $418300.00         | $422010.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $35500.00          | $37177.75          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $266300.00         | $272964.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $41200.00          | $42231.06          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $202.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $9814000.00        | $9752164.20        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $900.00            | $926.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $815500.00         | $834609.58         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $104.06            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $212500.00         | $225498.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $200.00            | $201.53            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $1339200.00        | $1379442.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $1243400.00        | $1253669.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $1913700.00        | $1925607.86        | U.S. Treasuries (including strips) |

### Security 159: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10293095
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT BANK | 2033-11-28      | 3.0700%  | 0.0000% | $31000.00          | $28860.15          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2036-07-07      | 2.6000%  | 0.0000% | $50000.00          | $42347.17          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2025-12-10      | 3.2200%  | 0.0000% | $13000.00          | $13151.08          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2041-04-01      | 2.7400%  | 0.0000% | $42000.00          | $32009.18          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2033-02-03      | 5.2800%  | 0.0000% | $75000.00          | $76025.45          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2026-01-29      | 5.0000%  | 0.0000% | $57000.00          | $57855.44          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2031-05-02      | 4.7500%  | 0.0000% | $26322000.00       | $28106843.64       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2029-10-09      | 4.1400%  | 0.0000% | $19155000.00       | $19172450.20       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2030-10-21      | 4.1200%  | 0.0000% | $70646000.00       | $70582026.12       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2028-10-27      | 3.5600%  | 0.0000% | $26000000.00       | $25919154.44       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2026-06-18      | 4.3150%  | 0.0000% | $6000000.00        | $6030717.50        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2032-10-27      | 4.6600%  | 0.0000% | $37575000.00       | $37372011.50       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2034-07-03      | 5.2900%  | 0.0000% | $37309000.00       | $38091460.93       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2032-09-15      | 4.8000%  | 0.0000% | $79275000.00       | $79506033.78       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2025-12-11      | 0.0000%  | 0.0000% | $148000.00         | $147289.60         | Agency Mortgage-Backed Securities   |
| FANNIEMAE STRIPS         | 2026-01-15      | 0.0000%  | 0.0000% | $6000.00           | $5949.91           | Agency Debentures and Agency Strips |
| FANNIEMAE STRIPS         | 2030-05-15      | 0.0000%  | 0.0000% | $978000.00         | $816433.42         | Agency Debentures and Agency Strips |

### Security 160: 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:** 0.5500%
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $200851981.00      | $204000000.98      | Agency Mortgage-Backed Securities |

### Security 161: 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:** 1.3600%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2042-03-01      | 3.5000%  | 0.0000% | $56365470.00       | $8119376.16        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $12637415.00       | $10791119.85       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-02-01      | 3.5000%  | 0.0000% | $33000000.00       | $8090167.05        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-03-01      | 3.5000%  | 0.0000% | $22402366.00       | $4853485.66        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $10874017.00       | $8777558.72        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $12018265.00       | $10342042.55       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $15604674.00       | $10443496.10       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.5000%  | 0.0000% | $9884000.00        | $8232635.20        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $10010407.00       | $8425855.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $9947902.00        | $8876895.75        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $9807738.00        | $7511679.46        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.5000%  | 0.0000% | $9890953.00        | $8163802.96        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 5.5000%  | 0.0000% | $8039046.00        | $7803768.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.0000%  | 0.0000% | $8429600.00        | $7669641.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $9218143.00        | $7974339.94        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 6.0000%  | 0.0000% | $7995091.00        | $7008494.99        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $9061444.00        | $8110700.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $10345263.00       | $9296216.26        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.5000%  | 0.0000% | $26986911.00       | $7227087.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-08-01      | 3.5000%  | 0.0000% | $118273781.00      | $10901759.75       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-07-01      | 3.5000%  | 0.0000% | $125685277.00      | $7939551.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 3.5000%  | 0.0000% | $25086888.00       | $7547268.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 3.5000%  | 0.0000% | $49888184.00       | $9024460.38        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.0000%  | 0.0000% | $11691255.00       | $11682224.62       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $9182014.00        | $9626771.73        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 4.0000%  | 0.0000% | $14707111.00       | $9093464.32        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $54587896.00       | $7559823.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 4.5000%  | 0.0000% | $30150000.00       | $7203787.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.5000%  | 0.0000% | $38337550.00       | $10407184.89       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 6.0000%  | 0.0000% | $9624691.00        | $7746440.10        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 6.0000%  | 0.0000% | $11725000.00       | $8529054.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $9650000.00        | $7939589.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $9936950.00        | $7244540.01        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $10593007.00       | $7246142.54        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.0000%  | 0.0000% | $11148054.00       | $8302753.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $10041455.00       | $7117253.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.0000%  | 0.0000% | $9674121.00        | $8505249.09        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $8306610.00        | $7265297.32        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $13750664.00       | $11319997.89       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $13008391.00       | $9244134.81        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.0000%  | 0.0000% | $15120828.00       | $10443938.25       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $7505736.00        | $7247076.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $10467038.00       | $8319298.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $13613392.00       | $9468928.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $139282.00         | $113315.69         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $8240000.00        | $8149995.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.5000%  | 0.0000% | $46500000.00       | $9607808.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 4.5000%  | 0.0000% | $24799000.00       | $8917276.51        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $10962284.00       | $9798029.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 6.5000%  | 0.0000% | $14074000.00       | $10549053.30       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $11928000.00       | $10092209.63       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 6.5000%  | 0.0000% | $12520000.00       | $10909765.86       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 3.0000%  | 0.0000% | $18282611.00       | $7724846.51        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 7.0000%  | 0.0000% | $18501256.00       | $9597318.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-02-01      | 3.5000%  | 0.0000% | $61976913.00       | $11119872.62       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 3.5000%  | 0.0000% | $91044381.00       | $10683243.04       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $9563733.00        | $10009715.24       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $11057540.00       | $10800298.78       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $7110353.00        | $7282894.45        | Agency Mortgage-Backed Securities |

### Security 162: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.080000%
- **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: LMRP10349585
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2041-06-01      | 4.5000%  | 0.0000% | $1698200.00        | $49891.60          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-10-01      | 3.5000%  | 0.0000% | $1133000.00        | $45126.26          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 3.5000%  | 0.0000% | $865000.00         | $58326.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-09-01      | 3.5000%  | 0.0000% | $3261969.00        | $583111.43         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-10-01      | 3.5000%  | 0.0000% | $25000.00          | $1032.42           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 5.0000%  | 0.0000% | $5695821.00        | $136489.58         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-06-01      | 3.5000%  | 0.0000% | $45000.00          | $514.27            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.0000%  | 0.0000% | $1804825.00        | $1786021.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 6.0000%  | 0.0000% | $1172047.00        | $1112381.74        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.0000%  | 0.0000% | $2515763.00        | $2537675.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.0000%  | 0.0000% | $3561980.00        | $3545704.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 7.5000%  | 0.0000% | $6662607.00        | $6745485.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.0000%  | 0.0000% | $23558446.00       | $22971994.29       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 4.5000%  | 0.0000% | $1177435.00        | $1109450.38        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $1363092.00        | $1317263.72        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.0000%  | 0.0000% | $4957828.00        | $4848989.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $1210277.00        | $1023121.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1170400.00        | $1221710.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $1661308.00        | $1730089.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 6.5000%  | 0.0000% | $1053086.00        | $1080638.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 4.0000%  | 0.0000% | $435682.00         | $426908.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $3153794.00        | $3211569.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 3.0000%  | 0.0000% | $38241.00          | $10836.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-02-01      | 4.0000%  | 0.0000% | $5000.00           | $1431.74           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 5.0000%  | 0.0000% | $662384.00         | $78138.79          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 2.5000%  | 0.0000% | $12000000.00       | $4264533.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.0000%  | 0.0000% | $1600000.00        | $841208.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.0000%  | 0.0000% | $1237901.00        | $1204071.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $10000000.00       | $7274522.10        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $49000.00          | $35740.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $124345349.00      | $99346335.03       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $9786230.00        | $7615795.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.0000%  | 0.0000% | $18556147.00       | $16321130.84       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 3.5000%  | 0.0000% | $450000.00         | $149339.21         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 2.0000%  | 0.0000% | $115853.00         | $64552.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.5000%  | 0.0000% | $125000.00         | $88049.29          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 3.0000%  | 0.0000% | $101000.00         | $58370.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 3.5000%  | 0.0000% | $4000.00           | $590.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.0000%  | 0.0000% | $1500000.00        | $533867.49         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.0000%  | 0.0000% | $29072.00          | $16619.85          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-01-01      | 7.0000%  | 0.0000% | $1040621.00        | $136183.55         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-09-01      | 4.0000%  | 0.0000% | $223915.00         | $131770.26         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.0000%  | 0.0000% | $4164000.00        | $2413400.01        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.5000%  | 0.0000% | $5000000.00        | $3413038.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.5000%  | 0.0000% | $51000.00          | $35982.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-08-01      | 2.5000%  | 0.0000% | $800000.00         | $614136.05         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $2360000.00        | $2168874.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 5.0000%  | 0.0000% | $5580249.00        | $53623.54          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-12-01      | 3.0000%  | 0.0000% | $8861229.00        | $133797.67         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-07-01      | 2.5000%  | 0.0000% | $1465000.00        | $97736.46          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 4.0000%  | 0.0000% | $5135000.00        | $683908.52         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.0000%  | 0.0000% | $999001.00         | $84914.27          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 4.0000%  | 0.0000% | $63000.00          | $5377.89           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-09-01      | 2.5000%  | 0.0000% | $265000.00         | $40716.72          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $702011.00         | $537910.05         | Agency Mortgage-Backed Securities |

### Security 163: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 4.140000%
- **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: LMRP10349595
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BANK                   | 2026-09-04      | 3.6250%  | 0.0000% | $2000000.00        | $2009139.17        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-07-01      | 6.0000%  | 0.0000% | $84560807.00       | $60772341.53       | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANK                 | 2026-08-14      | 4.5000%  | 0.0000% | $1500000.00        | $1522476.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2025-11-28      | 4.1250%  | 0.0000% | $3000000.00        | $3052143.75        | Agency Debentures and Agency Strips |
| Freddie Mac                              | 2052-06-01      | 4.0000%  | 0.0000% | $89059784.00       | $65215201.38       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2025-12-11      | 0.0000%  | 0.0000% | $2000000.00        | $1990400.00        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2025-11-07      | 0.5000%  | 0.0000% | $4818000.00        | $4825789.10        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-10-01      | 2.0000%  | 0.0000% | $170668313.00      | $92418749.86       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-07-01      | 2.5000%  | 0.0000% | $181314335.00      | $67472869.45       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-09-01      | 2.0000%  | 0.0000% | $135215616.00      | $67168849.18       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-01-01      | 6.0000%  | 0.0000% | $71143936.00       | $69712885.72       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $54031454.00       | $55508638.01       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2040-06-01      | 4.8500%  | 0.0000% | $34616540.00       | $34683719.18       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $127437066.00      | $121036934.47      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1020.71           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.94           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.72           | Agency Mortgage-Backed Securities   |
| TENN VALLEY AUTHORITY                    | 2035-05-15      | 4.8750%  | 0.0000% | $17000000.00       | $18004729.75       | Agency Debentures and Agency Strips |
| TREASURY BILL                            | 2025-11-28      | 0.0000%  | 0.0000% | $48749300.00       | $48602077.11       | U.S. Treasuries (including strips)  |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 4.130000%
- **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: LMRP10349605
- **C.18 - Value (incl. sponsor support):** $940000000.00
- **C.18.a - Value (excl. sponsor support):** $940000000.00
- **C.19 - Percentage of Net Assets:** 2.5600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-10-29      | 0.0000%  | 0.0000% | $130354800.00      | $125695398.03      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 6.2500%  | 0.0000% | $7000000.00        | $7936771.12        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 2.0000%  | 0.0000% | $208368500.00      | $341958164.97      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $15087000.00       | $15794949.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $458258000.00      | $467414804.26      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.140000%
- **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.5 - Other ID: LMRP10349615
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2054-02-01      | 5.5000%  | 0.0000% | $1121.00           | $1026.11           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 5.0000%  | 0.0000% | $10323881.00       | $10201077.34       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.0000%  | 0.0000% | $16494977.00       | $16075465.04       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $40099860.00       | $39083653.52       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $20932584.00       | $15040367.49       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $123282.00         | $112519.41         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $98200000.00       | $71317915.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $31462911.00       | $20455596.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.4838%  | 0.0000% | $159114479.00      | $85762034.84       | Agency Collateralized Mortgage Obligation |
| TSY INFL IX N/B                          | 2029-01-15      | 2.5000%  | 0.0000% | $22661500.00       | $35767520.37       | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2033-02-15      | 0.0000%  | 0.0000% | $11668357.13       | $8693987.88        | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2034-08-15      | 0.0000%  | 0.0000% | $4958740.48        | $3437468.32        | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2032-05-15      | 0.0000%  | 0.0000% | $3309842.19        | $2553731.91        | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2033-05-15      | 0.0000%  | 0.0000% | $3475850.48        | $2560634.72        | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2025-11-15      | 0.0000%  | 0.0000% | $9238.32           | $9223.15           | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2026-05-15      | 0.0000%  | 0.0000% | $42.75             | $41.89             | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2026-11-15      | 0.0000%  | 0.0000% | $3.83              | $3.69              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2037-11-15      | 0.0000%  | 0.0000% | $92.00             | $53.91             | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2039-02-15      | 0.0000%  | 0.0000% | $95.53             | $52.25             | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2039-05-15      | 0.0000%  | 0.0000% | $100.00            | $53.90             | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2042-08-15      | 0.0000%  | 0.0000% | $10.00             | $4.47              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2043-05-15      | 0.0000%  | 0.0000% | $229.67            | $98.55             | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2043-08-15      | 0.0000%  | 0.0000% | $2.56              | $1.08              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2043-11-15      | 0.0000%  | 0.0000% | $2.24              | $0.94              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2044-11-15      | 0.0000%  | 0.0000% | $4.95              | $1.96              | U.S. Treasuries (including strips)        |

### Security 166: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.130000%
- **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.5 - Other ID: LMRP10349625
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-11-28      | 0.0000%  | 0.0000% | $4291000.00        | $4278041.18        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-11      | 0.0000%  | 0.0000% | $2500700.00        | $2444384.24        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $97.51             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-29      | 0.0000%  | 0.0000% | $100000.00         | $99058.00          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-25      | 0.0000%  | 0.0000% | $817300.00         | $815101.46         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-02      | 0.0000%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-26      | 0.0000%  | 0.0000% | $1239700.00        | $1224550.87        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-06      | 0.0000%  | 0.0000% | $21000000.00       | $20850417.00       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-27      | 0.0000%  | 0.0000% | $3077000.00        | $3048783.91        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-23      | 0.0000%  | 0.0000% | $15917500.00       | $15632417.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-02-15      | 3.5000%  | 0.0000% | $600.00            | $556.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $18000000.00       | $18760497.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $85.44             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $25561000.00       | $13138303.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $4337100.00        | $2814502.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $101400.00         | $72332.70          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $17999900.00       | $13639170.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $23391000.00       | $13629274.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $3745300.00        | $2758065.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $19999800.00       | $18646143.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $140600.00         | $144286.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $1915900.00        | $1996173.16        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $2000000.00        | $2655915.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $5562400.00        | $5215877.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $58100.00          | $54658.58          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $23392800.00       | $20445245.03       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-01-15      | 0.1250%  | 0.0000% | $20629500.00       | $24025653.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 0.3750%  | 0.0000% | $24999800.00       | $24802489.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $40100.00          | $37871.52          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $1110100.00        | $1304975.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $97.61             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $7000.00           | $6869.34           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $7400.00           | $7434.43           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $20000000.00       | $20238280.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $8400.00           | $8596.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $2097200.00        | $2129369.65        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $2999900.00        | $3238527.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $200.00            | $198.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $3197200.00        | $3249154.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $14637100.00       | $15144094.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $200.00            | $204.62            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $2859200.00        | $2976292.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $14031000.00       | $14344466.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $9800.00           | $10086.37          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $13016000.00       | $13293119.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $17763300.00       | $18058126.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $758200.00         | $759753.12         | U.S. Treasuries (including strips) |

### Security 167: FED RESERVE BANK

- **C.1 - Title:** FED RESERVE BANK 3.750000%
- **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: LMRP10349635
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 4.9100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $1929759700.00     | $1800562550.28     | U.S. Treasuries (including strips) |

### Security 168: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10350605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2031-10-01      | 2.5000%  | 0.0000% | $1405816.00        | $404650.72         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-12-01      | 3.0000%  | 0.0000% | $538982.00         | $136022.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-03-01      | 7.5000%  | 0.0000% | $5279000.00        | $145543.43         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-12-01      | 3.3450%  | 0.0000% | $1100000.00        | $301176.95         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-12-01      | 3.5000%  | 0.0000% | $299906.00         | $25121.86          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $9113984.00        | $9327719.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.0000%  | 0.0000% | $3825444.00        | $3846390.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.0000%  | 0.0000% | $2797784.00        | $2817650.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $6811744.00        | $6941762.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $531968.00         | $537494.42         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 2.5000%  | 0.0000% | $47592064.00       | $41156062.26       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $104809344.00      | $109310346.38      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $3695000.00        | $2908696.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.0000%  | 0.0000% | $118207.00         | $41367.47          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 3.0000%  | 0.0000% | $560155.00         | $63561.76          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 2.5000%  | 0.0000% | $1375000.00        | $651489.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 5.5000%  | 0.0000% | $7023496.00        | $6377845.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 6.0000%  | 0.0000% | $71486720.00       | $70095287.12       | Agency Mortgage-Backed Securities |

### Security 169: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.140000%
- **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: LMRP10350615
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2030-04-30      | 3.5000%  | 0.0000% | $800.00            | $793.73            | U.S. Treasuries (including strips) |
| STRIPS          | 2026-05-15      | 0.0000%  | 0.0000% | $104093257.84      | $102034397.29      | U.S. Treasuries (including strips) |

### Security 170: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10350625
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2031-05-15      | 1.6250%  | 0.0000% | $500000000.00      | $450411030.00      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $216855100.00      | $255000066.10      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $71894600.00       | $73399712.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $179173300.00      | $190189324.20      | U.S. Treasuries (including strips) |

### Security 171: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.130000%
- **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: LMRP10350635
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-06-11      | 0.0000%  | 0.0000% | $200.00            | $195.60            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-02      | 0.0000%  | 0.0000% | $14571000.00       | $14525727.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $1200.00           | $947.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $200.00            | $160.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $1000.00           | $886.22            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2044-02-15      | 1.3750%  | 0.0000% | $16745000.00       | $20077650.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $447500.00         | $326081.16         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $1111800.00        | $859403.19         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $28900.00          | $20751.36          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.80             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $7400.00           | $5754.54           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $77.76             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $73.80             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $200.00            | $148.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $121.79            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $75.36             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $8931000.00        | $4487251.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $2450700.00        | $1628074.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $300.00            | $199.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $58.18             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $20456000.00       | $14293149.70       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $500.00            | $349.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $251400.00         | $158817.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $12100.00          | $9096.89           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $176.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $269300.00         | $228993.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $98.10             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $188.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $1200.00           | $1193.63           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $303200.00         | $309618.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $500.00            | $470.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $1574100.00        | $1563356.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $25613900.00       | $26113878.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $162400.00         | $162765.78         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $300.00            | $304.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $29500.00          | $31534.47          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $481200.00         | $475030.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $798600.00         | $792283.82         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $5104700.00        | $4803267.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $1200.00           | $1136.66           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $98.50             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $955800.00         | $894472.74         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $72900.00          | $68894.11          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $96.19             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $159100.00         | $179368.44         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $98.71             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $199.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $103.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $3596700.00        | $3670499.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $664500.00         | $668885.70         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $13717100.00       | $14471276.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $17056500.00       | $17323371.65       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $4300.00           | $4525.37           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $1000.00           | $1076.84           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $483200.00         | $501560.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $391700.00         | $405353.16         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $97400.00          | $97052.87          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $20275400.00       | $20478812.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $3025400.00        | $3036778.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $5517000.00        | $5482238.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $4200.00           | $4309.20           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $59307200.00       | $61248561.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $80500.00          | $83765.20          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $8400.00           | $8913.83           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $48873400.00       | $50474427.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $103.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $3603600.00        | $3719664.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $1753900.00        | $1790868.11        | U.S. Treasuries (including strips) |

### Security 172: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.140000%
- **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: LMRP10350645
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2050-04-01      | 3.5000%  | 0.0000% | $53312179.00       | $45876583.36       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 5.0000%  | 0.0000% | $50876158.00       | $46892320.76       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $40050893.00       | $36228595.32       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $45611124.00       | $46624572.75       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 4.0000%  | 0.0000% | $47769034.00       | $45461354.19       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 2.5000%  | 0.0000% | $55381175.00       | $46697136.49       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 5.5000%  | 0.0000% | $42527179.00       | $41796458.32       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $46298807.00       | $47422979.57       | Agency Mortgage-Backed Securities |

### Security 173: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 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: N/A, C.5 - Other ID: LMRP10350665
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2032-02-01      | 2.5000%  | 0.0000% | $100000000.00      | $17984396.85       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-03-01      | 1.5000%  | 0.0000% | $24938343.00       | $20779714.02       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-08-01      | 2.5000%  | 0.0000% | $45000000.00       | $21567867.36       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 2.5000%  | 0.0000% | $32500000.00       | $20716129.75       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.0000%  | 0.0000% | $22220953.00       | $21594061.89       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 4.0000%  | 0.0000% | $19267175.00       | $17699294.21       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $20023711.00       | $18972307.70       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $19000854.00       | $17308651.86       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2063-03-01      | 3.5000%  | 0.0000% | $27786366.00       | $20320118.85       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.5000%  | 0.0000% | $37800000.00       | $21094336.69       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 2.5000%  | 0.0000% | $28614189.00       | $17736710.97       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 4.0000%  | 0.0000% | $19836423.00       | $18911000.96       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 6.0000%  | 0.0000% | $19895470.00       | $17183487.25       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $28000000.00       | $20936489.24       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 2.5000%  | 0.0000% | $22997700.00       | $18732758.88       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $20000000.00       | $18775782.07       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 4.0000%  | 0.0000% | $19704770.00       | $18959603.75       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-04-01      | 2.5000%  | 0.0000% | $17491461.00       | $16945033.58       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.5000%  | 0.0000% | $20435920.00       | $19340827.16       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.5000%  | 0.0000% | $18227859.00       | $18644827.34       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 5.0000%  | 0.0000% | $33723940.00       | $21720130.66       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-07-01      | 1.5000%  | 0.0000% | $22552559.00       | $17067562.54       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.5000%  | 0.0000% | $23657718.00       | $18746944.88       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.0000%  | 0.0000% | $18960063.00       | $17952883.04       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $20515537.00       | $19180656.40       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $20103589.00       | $20284507.35       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 6.0000%  | 0.0000% | $9947336.00        | $10541301.38       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 6.0000%  | 0.0000% | $18160783.00       | $19067641.70       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 4.5000%  | 0.0000% | $19679502.00       | $18320298.64       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 5.5000%  | 0.0000% | $20572471.00       | $20360873.00       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $17864695.00       | $17648163.63       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.5000%  | 0.0000% | $11229484.00       | $11620312.41       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.5000%  | 0.0000% | $17215024.00       | $17881957.18       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.0000%  | 0.0000% | $18875001.00       | $18929562.34       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.5000%  | 0.0000% | $19340297.00       | $19678197.77       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $18139025.00       | $18344853.17       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 4.0000%  | 0.0000% | $21792426.00       | $20775664.04       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $21557643.00       | $21675089.88       | Agency Mortgage-Backed Securities |

### Security 174: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS 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: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10350685
- **C.18 - Value (incl. sponsor support):** $101000000.00
- **C.18.a - Value (excl. sponsor support):** $101000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $73134886.00       | $60299774.93       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 4.0000%  | 0.0000% | $186715288.00      | $42720225.12       | Agency Mortgage-Backed Securities |

### Security 175: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.100000%
- **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: LMRP10350695
- **C.18 - Value (incl. sponsor support):** $134500000.00
- **C.18.a - Value (excl. sponsor support):** $134500000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2026-07-15      | 0.1250%  | 0.0000% | $102094000.00      | $137236152.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $800.00            | $806.72            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.750000%
- **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: LMRP10350705
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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% | $39201100.00       | $40800000.00       | U.S. Treasuries (including strips) |

### Security 177: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10351835
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $3608690.00        | $338193.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-04-20      | 4.0000%  | 0.0000% | $7196835.00        | $387813.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 2.5000%  | 0.0000% | $1500000.00        | $22028.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 5.5000%  | 0.0000% | $78570.00          | $6349.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $2630000.00        | $310878.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $4605809.00        | $554767.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $64454760.00       | $6233971.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $14611284.00       | $6639032.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-02-20      | 3.0000%  | 0.0000% | $2788176.00        | $401301.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $178830237.00      | $48843865.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $117788.00         | $24114.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $380819392.00      | $174323375.79      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.5000%  | 0.0000% | $117011.00         | $29856.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $213656318.00      | $85923913.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-05-20      | 4.0000%  | 0.0000% | $192306.00         | $84344.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $768000.00         | $523084.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 1.5000%  | 0.0000% | $22553838.00       | $12856526.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 1.5000%  | 0.0000% | $1667945.00        | $1002986.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $130000.00         | $43430.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1103885.00        | $632548.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $165246.00         | $58237.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 1.5000%  | 0.0000% | $13218119.00       | $7990786.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 1.5000%  | 0.0000% | $274686.00         | $178261.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $82022572.00       | $52354318.07       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-02-20      | 1.5000%  | 0.0000% | $280730.00         | $156378.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $100000.00         | $64252.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $18800000.00       | $12650272.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.0000%  | 0.0000% | $43000000.00       | $34577347.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 6.0000%  | 0.0000% | $551961.00         | $313072.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $88000.00          | $66298.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 6.5000%  | 0.0000% | $1724210.00        | $980384.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 3.0000%  | 0.0000% | $115859.00         | $80207.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $3442964.00        | $2754062.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1319141.00        | $1029287.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 2.5000%  | 0.0000% | $70000.00          | $46173.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 3.0000%  | 0.0000% | $10331548.00       | $6959737.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $6588819.00        | $5300136.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $8030000.00        | $7100504.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $16638000.00       | $12898946.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 3.5000%  | 0.0000% | $1794555.00        | $1321726.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $2240314.00        | $650595.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.0000%  | 0.0000% | $7831306.00        | $6510502.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $400000.00         | $145661.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 3.0000%  | 0.0000% | $8169977.00        | $5902439.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $420002.00         | $129826.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $466836.00         | $181318.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $372354.00         | $104251.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 6.5000%  | 0.0000% | $5033135.00        | $3735299.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 6.5000%  | 0.0000% | $3742324.00        | $2658455.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1406036.00        | $1072258.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1117328.00        | $1002641.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $2857129.00        | $2457376.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1049210.00        | $712559.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $5164761.00        | $4746765.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2545392.00        | $2497386.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1175349.00        | $831507.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $1880578.00        | $1641402.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2035879.00        | $1948884.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3576684.00        | $3648651.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1345142.00        | $1409141.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1537104.00        | $1633444.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2084403.00        | $2020267.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2001260.00        | $2024254.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2023202.00        | $1744982.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $10147621.00       | $10303774.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1360829.00        | $1419475.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2955267.00        | $3078439.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2105725.00        | $2197410.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4091920.00        | $4274411.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $10682563.00       | $11146379.70       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3524557.00        | $3595479.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2146225.00        | $2206888.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1878586.00        | $1968554.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $5361935.00        | $3751259.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 4.0000%  | 0.0000% | $30000000.00       | $27844115.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $825028.00         | $769238.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $38346673.00       | $31991267.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $270000.00         | $263286.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 5.5000%  | 0.0000% | $51650.00          | $50287.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $316541.00         | $321731.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $214321738.00      | $220526745.94      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 6.0000%  | 0.0000% | $4901287.00        | $4876830.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $746042.00         | $111933.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 7.5000%  | 0.0000% | $2800000.00        | $1552.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $91000.00          | $4161.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $11908081.00       | $608228.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $2369141.00        | $58709.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $1263705.00        | $157190.25         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10351845
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2043-01-01      | 3.0000%  | 0.0000% | $4000000.00        | $785265.08         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-04-01      | 4.5000%  | 0.0000% | $44293.00          | $8675.81           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-03-01      | 3.5000%  | 0.0000% | $3000.00           | $274.17            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-09-01      | 6.5000%  | 0.0000% | $10084348.00       | $4072.73           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $89652.00          | $66267.29          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 6.0000%  | 0.0000% | $4533400.00        | $3312603.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $1003846.00        | $764036.86         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.0000%  | 0.0000% | $1948628.00        | $1927592.45        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-09-01      | 3.0000%  | 0.0000% | $17641632.00       | $4627817.54        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-02-01      | 3.0000%  | 0.0000% | $424999.00         | $141366.95         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-30      | 6.0000%  | 0.0000% | $1575284.00        | $1123411.01        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 5.5000%  | 0.0000% | $15212304.00       | $13478894.74       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-09-01      | 4.5000%  | 0.0000% | $4566988.00        | $9516.06           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-11-01      | 3.5000%  | 0.0000% | $3992.00           | $276.03            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-07-01      | 2.5000%  | 0.0000% | $1572104.00        | $145441.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 7.0000%  | 0.0000% | $3219404.00        | $2967904.51        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 4.0000%  | 0.0000% | $112251.00         | $94989.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 7.0000%  | 0.0000% | $2412800.00        | $2560080.97        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $1061303.00        | $1082382.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1575000.00        | $1645469.53        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 7.0000%  | 0.0000% | $9201824.00        | $9677813.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $1263652.00        | $1291072.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $9215552.00        | $9505390.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-11-01      | 4.5000%  | 0.0000% | $131000.00         | $18842.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-02-01      | 3.5000%  | 0.0000% | $1867000.00        | $538244.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 5.0000%  | 0.0000% | $186000.00         | $40883.75          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-06-01      | 2.5000%  | 0.0000% | $2506544.00        | $1261903.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.0000%  | 0.0000% | $29180640.00       | $17574362.00       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $258200.00         | $215378.16         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 7.0000%  | 0.0000% | $4379624.00        | $2976327.63        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $1862000.00        | $1426426.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $1939928.00        | $1357274.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $1045738.00        | $887079.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-12-01      | 1.5000%  | 0.0000% | $751508.00         | $472558.69         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-12-01      | 3.0000%  | 0.0000% | $29308288.00       | $13999732.60       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-12-01      | 4.0000%  | 0.0000% | $482895.00         | $394601.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.0000%  | 0.0000% | $6918032.00        | $6886402.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $117830144.00      | $107685175.49      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.5000%  | 0.0000% | $2517348.00        | $2474843.66        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $2747916.00        | $2789959.80        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.0000%  | 0.0000% | $1905976.00        | $1920152.01        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 6.0000%  | 0.0000% | $11602336.00       | $11986744.60       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 6.0000%  | 0.0000% | $69949440.00       | $72412289.83       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 7.0000%  | 0.0000% | $18632640.00       | $19711233.84       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 4.0000%  | 0.0000% | $16805056.00       | $16097635.96       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 4.9760%  | 0.0000% | $4824500.00        | $4864726.13        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 7.0000%  | 0.0000% | $15367552.00       | $13786605.87       | Agency Mortgage-Backed Securities |

### Security 179: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.140000%
- **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: LMRP10352435
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                               | 2051-07-25      | 5.0000%  | 0.0000% | $6767005.00        | $3924590.66        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2055-09-25      | 6.0000%  | 0.0000% | $13325155.00       | $12622994.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-16      | 6.0000%  | 0.0000% | $1572268.00        | $2369387.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $1996000.00        | $394543.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-16      | 4.4463%  | 0.0000% | $54515215.00       | $17857251.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.4338%  | 0.0000% | $35000000.00       | $35067609.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $1570754.00        | $1567286.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $19726000.00       | $19460107.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $2881024.00        | $2435144.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $22424000.00       | $22789851.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $6597336.00        | $6643211.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $255000.00         | $259212.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $18919756.00       | $18809056.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $27599136.00       | $27324883.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $35377136.00       | $37207832.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $11175818.00       | $11187172.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $10621000.00       | $10631281.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $150000.00         | $160127.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $10050325.00       | $10081517.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $2428854.00        | $2680449.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $3063253.00        | $3366237.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $50000000.00       | $36565992.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.3838%  | 0.0000% | $50000000.00       | $33461159.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $20000000.00       | $20997513.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.5338%  | 0.0000% | $100000000.00      | $34755745.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.4838%  | 0.0000% | $50000000.00       | $17456896.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.6838%  | 0.0000% | $72383603.00       | $27268935.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.3838%  | 0.0000% | $100000000.00      | $37563407.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.3338%  | 0.0000% | $50000000.00       | $25046938.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.1838%  | 0.0000% | $20000000.00       | $17692131.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4338%  | 0.0000% | $39000000.00       | $30598033.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.0338%  | 0.0000% | $44680090.00       | $29439741.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.0010%  | 0.0000% | $2000.00           | $1240.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 8.2338%  | 0.0000% | $20000000.00       | $19812512.55       | Agency Collateralized Mortgage Obligation |

### Security 180: 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.5 - Other ID: LMRP10352455
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $153501900.00      | $153000066.87      | U.S. Treasuries (including strips) |

### Security 181: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.140000%
- **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: LMRP10352465
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2055-06-01      | 5.0790%  | 0.0000% | $4900000.00        | $4791255.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-01-01      | 3.5000%  | 0.0000% | $43000.00          | $8420.93           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 4.5000%  | 0.0000% | $74000.00          | $3502.38           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 5.5000%  | 0.0000% | $793990.00         | $8929.57           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $66.80             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-07-01      | 3.5000%  | 0.0000% | $234500.00         | $24147.40          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 4.5000%  | 0.0000% | $348512.00         | $30368.73          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-04-01      | 5.5000%  | 0.0000% | $47191.00          | $31026.06          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $30000.00          | $26142.63          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 5.5000%  | 0.0000% | $415000.00         | $368250.12         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 7.0000%  | 0.0000% | $27856800.00       | $23227197.52       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-04-01      | 3.0000%  | 0.0000% | $1897486.00        | $1581830.99        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.0000%  | 0.0000% | $141000.00         | $82775.24          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $1811138.00        | $1206825.96        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.0000%  | 0.0000% | $714000.00         | $391973.85         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 3.5000%  | 0.0000% | $479533.00         | $252129.84         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 4.5000%  | 0.0000% | $503000.00         | $422721.91         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.5000%  | 0.0000% | $15000.00          | $10930.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-12-01      | 4.0000%  | 0.0000% | $116000.00         | $11343.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-04-01      | 4.0000%  | 0.0000% | $10000.00          | $18.18             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-01-01      | 3.0000%  | 0.0000% | $5000.00           | $46.19             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-06-01      | 4.5000%  | 0.0000% | $620000.00         | $19266.98          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-10-01      | 2.5000%  | 0.0000% | $277241.00         | $65778.94          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-08-01      | 3.5000%  | 0.0000% | $45000.00          | $9345.72           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-07-01      | 4.0000%  | 0.0000% | $752149.00         | $62297.54          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 4.0000%  | 0.0000% | $999999.00         | $106087.45         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-02-01      | 4.5000%  | 0.0000% | $2000.00           | $130.31            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-11-01      | 2.0000%  | 0.0000% | $323000.00         | $53173.35          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.5000%  | 0.0000% | $4000.00           | $484.88            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-11-01      | 3.5000%  | 0.0000% | $1099000.00        | $71852.03          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-01-01      | 4.0000%  | 0.0000% | $198000.00         | $22202.97          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 3.5000%  | 0.0000% | $283409.00         | $20176.56          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1.60              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-11-01      | 6.5000%  | 0.0000% | $421481.00         | $2301.74           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $8465888.00        | $7772450.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-03-01      | 4.0000%  | 0.0000% | $16000.00          | $237.57            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-02-01      | 4.5000%  | 0.0000% | $137000.00         | $26589.57          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-03-01      | 4.5000%  | 0.0000% | $10000.00          | $2064.10           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-01-01      | 5.0000%  | 0.0000% | $20278000.00       | $4577593.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 2.5000%  | 0.0000% | $20517760.00       | $13159197.85       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.5000%  | 0.0000% | $15000.00          | $11486.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $8285344.00        | $4500912.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $40000.00          | $26505.29          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $57623.92          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $11364064.00       | $8341733.32        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $432000.00         | $288645.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $300000.00         | $213429.25         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-03-01      | 3.5000%  | 0.0000% | $4000.00           | $439.93            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 3.0000%  | 0.0000% | $7922048.00        | $1453791.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 4.5000%  | 0.0000% | $400500.00         | $90301.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 2.5000%  | 0.0000% | $3400000.00        | $1722548.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $1920000.00        | $1259932.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $13006064.00       | $10084413.41       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-11-01      | 4.5000%  | 0.0000% | $10499.00          | $6544.61           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $2400000.00        | $2003664.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 7.0000%  | 0.0000% | $10378000.00       | $8000830.08        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.0000%  | 0.0000% | $10000.00          | $8265.33           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 4.5000%  | 0.0000% | $255000.00         | $221733.76         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $11480000.00       | $9991491.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 6.0000%  | 0.0000% | $25000.00          | $23462.67          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $6135840.00        | $5059557.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 4.0000%  | 0.0000% | $10804720.00       | $10220276.97       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-06-01      | 2.5000%  | 0.0000% | $15000.00          | $2803.29           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-06-01      | 4.0000%  | 0.0000% | $10000.00          | $2279.14           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.5000%  | 0.0000% | $10000.00          | $1338.29           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 5.0000%  | 0.0000% | $4014000.00        | $612153.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.5000%  | 0.0000% | $2958500.00        | $1453375.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-05-01      | 5.5000%  | 0.0000% | $5000.00           | $1998.27           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.0000%  | 0.0000% | $765000.00         | $391094.92         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $75000.00          | $45491.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 3.0000%  | 0.0000% | $445000.00         | $293854.05         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.0000%  | 0.0000% | $16000.00          | $8054.96           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $938951.97         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $11731808.00       | $8329009.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 4.0000%  | 0.0000% | $355000.00         | $233049.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $2500000.00        | $1628058.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-12-01      | 4.0000%  | 0.0000% | $8301168.00        | $5875662.61        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 5.0000%  | 0.0000% | $63000.00          | $44547.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $7400000.00        | $5300565.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 6.0000%  | 0.0000% | $700000.00         | $568020.68         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $195000.00         | $141281.88         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $505000.00         | $410238.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 4.0000%  | 0.0000% | $31000.00          | $22126.65          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $5635464.00        | $4425541.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 3.5000%  | 0.0000% | $50000.00          | $40578.84          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $450000.00         | $432379.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $300000.00         | $256057.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $2275000.00        | $2066805.08        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 6.0000%  | 0.0000% | $50000.00          | $46433.60          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $94999.00          | $96187.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-02-01      | 5.0000%  | 0.0000% | $35000.00          | $463.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 6.0000%  | 0.0000% | $577017.00         | $4247.38           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-05-01      | 6.0000%  | 0.0000% | $233000.00         | $1447.71           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 6.0000%  | 0.0000% | $16964.00          | $23.47             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-07-01      | 5.5000%  | 0.0000% | $1613752.00        | $25346.77          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-02-01      | 3.0000%  | 0.0000% | $478998.00         | $94435.07          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-01-01      | 3.5000%  | 0.0000% | $1750000.00        | $264754.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $6086000.00        | $647228.27         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-06-01      | 4.5000%  | 0.0000% | $5000000.00        | $456006.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 3.5000%  | 0.0000% | $9719000.00        | $1117928.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 3.0000%  | 0.0000% | $65057152.00       | $11952843.17       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 4.0000%  | 0.0000% | $5517620.00        | $913574.14         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.0000%  | 0.0000% | $2381740.00        | $682602.74         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.0000%  | 0.0000% | $353807.00         | $201821.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 3.0000%  | 0.0000% | $5199000.00        | $2380897.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 4.0000%  | 0.0000% | $1108556.00        | $488574.68         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 4.0000%  | 0.0000% | $4245000.00        | $1865929.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $332000.00         | $217435.85         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $29500.00          | $19650.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-06-01      | 3.5000%  | 0.0000% | $3000.00           | $1732.61           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $619856.00         | $482164.35         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 6.0000%  | 0.0000% | $40000.00          | $27333.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $11000.00          | $8132.74           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.5000%  | 0.0000% | $21592864.00       | $18495142.94       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-09-01      | 6.0000%  | 0.0000% | $25000.00          | $17168.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 5.5000%  | 0.0000% | $4000.00           | $2856.62           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.0000%  | 0.0000% | $130000.00         | $125919.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $6617110.00        | $6279055.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 5.5000%  | 0.0000% | $126340.00         | $11322.82          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 4.0000%  | 0.0000% | $5000.00           | $211.54            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.0000%  | 0.0000% | $1504104.00        | $1507079.28        | Agency Mortgage-Backed Securities |

### Security 182: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 4.130000%
- **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: LMRP10352475
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $9522000.00        | $9040277.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $47470474.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $47470474.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $47470474.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-02      | 2.3750%  | 0.0000% | $50000000.00       | $48101131.15       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-16      | 2.1581%  | 0.0000% | $28000000.00       | $29749998.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $24888300.00       | $25697168.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $7251000.00        | $7187552.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $49562489.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $49562489.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $49562489.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $49562489.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $49562489.55       | U.S. Treasuries (including strips) |

### Security 183: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.140000%
- **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: LMRP10352485
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2054-02-01      | 7.0000%  | 0.0000% | $1483.00           | $1235.25           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2050-11-01      | 1.5000%  | 0.0000% | $166005.00         | $91081.78          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-08-01      | 5.5000%  | 0.0000% | $1193537.00        | $833144.60         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-08-01      | 6.0000%  | 0.0000% | $1027.00           | $941.73            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2050-06-01      | 2.5000%  | 0.0000% | $18013696.00       | $6832182.65        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2051-02-01      | 2.5000%  | 0.0000% | $1217.00           | $680.99            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-09-01      | 4.5000%  | 0.0000% | $90081.00          | $68116.90          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2051-06-01      | 2.5000%  | 0.0000% | $10990000.00       | $7670200.35        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-11-01      | 7.0000%  | 0.0000% | $1155048.00        | $909963.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $668.32            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.91           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2046-11-01      | 3.0000%  | 0.0000% | $13695996.00       | $3029323.15        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-09-01      | 2.5000%  | 0.0000% | $41640387.00       | $18166453.16       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $53493.00          | $32791.52          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $718.90            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-02-01      | 4.5000%  | 0.0000% | $923019.00         | $704058.79         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-01-01      | 4.4700%  | 0.0000% | $6039182.00        | $6145115.29        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $597.37            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $777.06            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-12-01      | 7.0000%  | 0.0000% | $5770899.00        | $4451006.85        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2048-11-01      | 3.0000%  | 0.0000% | $45553118.00       | $21550264.42       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $761.67            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-12-01      | 6.5000%  | 0.0000% | $7563385.00        | $5722771.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-01-01      | 7.0000%  | 0.0000% | $49895000.00       | $40225980.50       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.61           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 6.5000%  | 0.0000% | $58473300.00       | $58747008.86       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $539.19            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-04-01      | 6.5000%  | 0.0000% | $2630985.00        | $2768550.60        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $60579.00          | $61357.97          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-07-01      | 6.0000%  | 0.0000% | $324044.00         | $337845.99         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-06-01      | 7.0000%  | 0.0000% | $330990.00         | $349710.53         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-08-01      | 5.5000%  | 0.0000% | $3607470.00        | $3684328.47        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-10-01      | 5.5000%  | 0.0000% | $4817221.00        | $4964658.47        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-10-01      | 5.5000%  | 0.0000% | $38066559.00       | $39221777.54       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $795.46            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $944.68            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-07-01      | 5.5000%  | 0.0000% | $612416.00         | $584671.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $7210724.00        | $3381461.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1020643.00        | $271539.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $759002.00         | $63565.78          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-15      | 2.5000%  | 0.0000% | $807454.00         | $552419.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $2000.00           | $1046.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1073386.00        | $878832.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $914680.00         | $413888.69         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $1012700.00        | $1076528.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1007998.00        | $1059315.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1087658.00        | $1027946.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1076410.00        | $512308.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4740336.00        | $3955876.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $859.61            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1017670.00        | $932346.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $1137722.00        | $1231059.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $3024.00           | $3250.21           | Agency Mortgage-Backed Securities  |
| STRIP PRINC                              | 2026-11-15      | 0.0000%  | 0.0000% | $246000.00         | $237494.80         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2028-01-15      | 1.7500%  | 0.0000% | $315600.00         | $496099.33         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2044-02-15      | 1.3750%  | 0.0000% | $300.00            | $359.71            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2044-08-15      | 3.1250%  | 0.0000% | $296900.00         | $241773.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2040-11-15      | 1.3750%  | 0.0000% | $1293000.00        | $858979.39         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2040-11-15      | 1.3750%  | 0.0000% | $52400.00          | $34810.92          | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2051-08-15      | 2.0000%  | 0.0000% | $62674400.00       | $37412153.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2052-02-15      | 2.2500%  | 0.0000% | $2000.00           | $1263.47           | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2053-05-15      | 3.6250%  | 0.0000% | $275400.00         | $234180.17         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2055-02-15      | 2.3750%  | 0.0000% | $200.00            | $203.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2028-11-30      | 1.5000%  | 0.0000% | $29000.00          | $27406.44          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2027-10-15      | 1.6250%  | 0.0000% | $20544400.00       | $22744039.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2030-01-31      | 4.2500%  | 0.0000% | $112000.00         | $115666.21         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2032-01-31      | 4.3750%  | 0.0000% | $165200.00         | $171900.76         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2028-03-15      | 3.8750%  | 0.0000% | $991200.00         | $1002574.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $100.76            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.130000%
- **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: LMRP10353165
- **C.18 - Value (incl. sponsor support):** $212701000.00
- **C.18.a - Value (excl. sponsor support):** $212701000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2027-01-15      | 4.0000%  | 0.0000% | $90857700.00       | $92249197.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 4.2500%  | 0.0000% | $36200600.00       | $36616001.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $86950300.00       | $88089918.67       | U.S. Treasuries (including strips) |

### Security 185: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.140000%
- **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.5 - Other ID: LMRP10353175
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 2.7300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                              | 2053-05-01      | 5.5000%  | 0.0000% | $27197594.00       | $24530131.80       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-04-01      | 1.5000%  | 0.0000% | $11651100.00       | $8231313.11        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-04-01      | 5.0000%  | 0.0000% | $17953964.00       | $16064968.43       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-06-01      | 5.0000%  | 0.0000% | $13800.00          | $11224.38          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-01-01      | 4.5000%  | 0.0000% | $1745600.00        | $1624190.49        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2047-03-01      | 4.0000%  | 0.0000% | $4725482.00        | $2016502.47        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-10-01      | 6.0000%  | 0.0000% | $1571785.00        | $1596890.32        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2045-03-01      | 5.5000%  | 0.0000% | $7932856.00        | $7319525.26        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2026-01-01      | 3.1000%  | 0.0000% | $57564000.00       | $57476694.58       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2026-10-01      | 2.4700%  | 0.0000% | $16639680.00       | $16406014.51       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-10-01      | 5.5000%  | 0.0000% | $498700.00         | $442094.07         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-01-01      | 6.0000%  | 0.0000% | $1111826.00        | $1129203.64        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $3580300.00        | $3579052.91        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-03-01      | 5.5000%  | 0.0000% | $3925200.00        | $3919568.16        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-08-01      | 5.0000%  | 0.0000% | $1619291.00        | $1621137.02        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $870900.00         | $871582.98         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $3411100.00        | $3198481.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $2519800.00        | $2509450.29        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-07-01      | 5.0000%  | 0.0000% | $1902800.00        | $1910834.73        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $2588368.00        | $2649018.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-08-01      | 5.0000%  | 0.0000% | $3754900.00        | $3748123.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $4655600.00        | $4720840.06        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $2660145.00        | $2697392.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 6.0000%  | 0.0000% | $13507100.00       | $13511499.62       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $5277100.00        | $5302021.74        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 5.0000%  | 0.0000% | $5481700.00        | $5480200.80        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-10-01      | 6.0000%  | 0.0000% | $4353817.00        | $4487291.97        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2025-12-01      | 3.5900%  | 0.0000% | $21072300.00       | $21071892.61       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2026-03-01      | 3.5600%  | 0.0000% | $354700.00         | $354207.56         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-09-01      | 3.0000%  | 0.0000% | $32900.00          | $26750.19          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-01-01      | 5.0000%  | 0.0000% | $2606200.00        | $2599417.86        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $3095800.00        | $3105020.51        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-04-01      | 6.0000%  | 0.0000% | $1325000.00        | $1324736.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-10-01      | 4.5000%  | 0.0000% | $773800.00         | $612850.46         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-01-01      | 5.0000%  | 0.0000% | $4303900.00        | $3766094.30        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-04-01      | 5.0000%  | 0.0000% | $874600.00         | $757314.49         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-10-01      | 5.0000%  | 0.0000% | $1484700.00        | $1480282.07        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-10-01      | 5.5000%  | 0.0000% | $2747333.00        | $2809208.34        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-06-01      | 6.0000%  | 0.0000% | $25374736.00       | $25366032.82       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 5.0000%  | 0.0000% | $28636350.00       | $28589958.82       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 5.0000%  | 0.0000% | $93600.00          | $93677.94          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-06-01      | 6.5000%  | 0.0000% | $20000.00          | $18143.24          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-02-01      | 4.5000%  | 0.0000% | $15900.00          | $14523.64          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $257600.00         | $264424.83         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $54234782.00       | $54073969.92       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-09-01      | 5.5000%  | 0.0000% | $18800.00          | $17004.43          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-10-01      | 4.5000%  | 0.0000% | $812670.00         | $808503.66         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-11-01      | 4.5000%  | 0.0000% | $1164200.00        | $1167354.98        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-12-01      | 5.0000%  | 0.0000% | $77000.00          | $73060.99          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $10494856.00       | $10508476.57       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $2111300.00        | $2159285.02        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $2854700.00        | $2701303.31        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 5.0000%  | 0.0000% | $2738800.00        | $2750523.94        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 5.0000%  | 0.0000% | $1423638.00        | $1418800.34        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-07-01      | 5.0000%  | 0.0000% | $5330500.00        | $5320227.16        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 5.0000%  | 0.0000% | $51607000.00       | $51358500.11       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 6.0000%  | 0.0000% | $2183033.00        | $2240461.25        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 5.5000%  | 0.0000% | $20960682.00       | $21299581.29       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-07-01      | 6.0000%  | 0.0000% | $31514100.00       | $32007684.56       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 6.0000%  | 0.0000% | $22018700.00       | $21981215.68       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 5.0000%  | 0.0000% | $46761578.00       | $46808675.85       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 5.0000%  | 0.0000% | $14740641.00       | $14747210.42       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 6.0000%  | 0.0000% | $13252500.00       | $13259451.79       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $196735000.00      | $197433849.89      | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 6.0000%  | 0.0000% | $80211600.00       | $79699031.00       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 7.0000%  | 0.0000% | $8777670.00        | $8932565.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $4047033.00        | $1900891.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $86004721.00       | $66676900.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $11992260.00       | $9592538.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-15      | 4.0000%  | 0.0000% | $1194500.00        | $760117.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $1000.00           | $718.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.2700%  | 0.0000% | $10646650.00       | $10920052.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 4.8300%  | 0.0000% | $2000000.00        | $1988145.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $2508000.00        | $2423734.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $32509700.00       | $32380405.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $30000000.00       | $29994189.62       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $3444877.00        | $3496406.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $300000.00         | $141275.02         | Agency Mortgage-Backed Securities |

### Security 186: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10353185
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-01-31      | 0.3750%  | 0.0000% | $50000000.00       | $49605375.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $50000000.00       | $49485277.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $9497500.00        | $9372854.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49842138.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $50000000.00       | $50315100.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50655327.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $45966500.00       | $46724027.92       | U.S. Treasuries (including strips) |

### Security 187: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.140000%
- **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: LMRP10353195
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2050-12-01      | 2.7730%  | 0.0000% | $2535738.00        | $1959652.52        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-09-01      | 4.7600%  | 0.0000% | $102200.00         | $89727.66          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2026-10-01      | 6.3550%  | 0.0000% | $1612.00           | $0.31              | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2048-10-01      | 4.0000%  | 0.0000% | $131996.00         | $9537.18           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2032-09-01      | 3.0000%  | 0.0000% | $1015891.00        | $120031.53         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2037-02-01      | 6.7150%  | 0.0000% | $54784908.00       | $1749548.14        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2038-05-01      | 6.5770%  | 0.0000% | $12317658.00       | $223162.50         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2035-03-01      | 4.2470%  | 0.0000% | $623926.00         | $14262.47          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2036-02-01      | 6.5390%  | 0.0000% | $34507499.00       | $258340.53         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2034-05-01      | 5.0000%  | 0.0000% | $6346246.00        | $169713.12         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2037-06-01      | 5.0000%  | 0.0000% | $1504391.00        | $15784.10          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-11-01      | 4.0000%  | 0.0000% | $1335000.00        | $103017.08         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-06-01      | 4.0000%  | 0.0000% | $68691.00          | $11338.47          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-06-01      | 4.0000%  | 0.0000% | $136000.00         | $18872.65          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-07-01      | 4.0000%  | 0.0000% | $1376000.00        | $254987.26         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2044-04-01      | 4.5000%  | 0.0000% | $296523.00         | $41598.26          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-03-01      | 4.5000%  | 0.0000% | $1005.00           | $275.75            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-04-01      | 5.5000%  | 0.0000% | $99657.00          | $93336.30          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2033-04-01      | 3.0000%  | 0.0000% | $1261.00           | $153.40            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2035-12-01      | 5.0000%  | 0.0000% | $179000.00         | $6704.45           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2038-09-01      | 7.0000%  | 0.0000% | $2122167.00        | $25867.92          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-09-01      | 6.5000%  | 0.0000% | $13820014.00       | $416973.20         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2041-12-01      | 5.0000%  | 0.0000% | $6184999.00        | $456874.00         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-03-01      | 3.0000%  | 0.0000% | $285000.00         | $33777.78          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-05-01      | 3.0000%  | 0.0000% | $1714410.00        | $235407.52         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-12-01      | 3.5000%  | 0.0000% | $186000.00         | $45891.92          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-01-01      | 5.0000%  | 0.0000% | $1360000.00        | $118163.98         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2048-11-01      | 4.5000%  | 0.0000% | $107000.00         | $75647.01          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-10-01      | 2.5000%  | 0.0000% | $2184000.00        | $966808.40         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-12-01      | 2.0000%  | 0.0000% | $945000.00         | $579716.31         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-01      | 3.0000%  | 0.0000% | $2724696.00        | $1503575.55        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-06-01      | 2.5000%  | 0.0000% | $33783.00          | $21798.08          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-12-01      | 3.5000%  | 0.0000% | $2302400.00        | $661334.58         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $662.34            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $500000.00         | $345120.28         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-01      | 3.0000%  | 0.0000% | $3465561.00        | $2241271.45        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $2151843.00        | $1573779.76        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $1200000.00        | $940943.11         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-06-01      | 2.5000%  | 0.0000% | $420237.00         | $293911.12         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-12-01      | 3.5000%  | 0.0000% | $15000.00          | $11532.58          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-12-01      | 4.5000%  | 0.0000% | $360793.00         | $286648.98         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $825.54            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 3.5000%  | 0.0000% | $54000.00          | $42011.62          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-02-01      | 5.5000%  | 0.0000% | $34580.00          | $25986.32          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $82251.18          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $1796164.00        | $1292945.19        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-09-01      | 2.5000%  | 0.0000% | $1449314.00        | $1077092.91        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-06-01      | 5.0000%  | 0.0000% | $738480.00         | $615878.33         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-04-01      | 5.5000%  | 0.0000% | $500000.00         | $451430.02         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-08-01      | 5.5000%  | 0.0000% | $30895.00          | $26771.52          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.5000%  | 0.0000% | $1072021.00        | $878305.09         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $877.90            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 4.5000%  | 0.0000% | $2728360.00        | $2349642.88        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.0000%  | 0.0000% | $35550806.00       | $32714215.99       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $1964590.00        | $1822919.77        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-10-01      | 3.0000%  | 0.0000% | $743990.00         | $111758.86         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-02-01      | 2.5000%  | 0.0000% | $40883.00          | $10067.10          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-05-01      | 3.5000%  | 0.0000% | $2998990.00        | $671600.00         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-08-01      | 3.5000%  | 0.0000% | $2925000.00        | $544094.82         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-11-01      | 2.5000%  | 0.0000% | $51000.00          | $22265.81          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-04-01      | 2.0000%  | 0.0000% | $7019472.00        | $4091447.77        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-07-01      | 2.0000%  | 0.0000% | $618568.00         | $380934.42         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.5000%  | 0.0000% | $1001.00           | $638.93            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-12-01      | 2.5000%  | 0.0000% | $1465680.00        | $945132.32         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-10-01      | 5.5000%  | 0.0000% | $745045.00         | $569390.17         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 3.5000%  | 0.0000% | $9000.00           | $7066.58           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 5.0000%  | 0.0000% | $13689100.00       | $11154176.84       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-04-01      | 5.5000%  | 0.0000% | $541531.00         | $464787.29         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-01-01      | 6.5000%  | 0.0000% | $92000.00          | $53410.43          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $791.80            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 4.0000%  | 0.0000% | $126000.00         | $115162.10         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 5.5000%  | 0.0000% | $465000.00         | $431322.24         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-09-01      | 6.0000%  | 0.0000% | $96993.00          | $81440.17          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-09-01      | 5.0000%  | 0.0000% | $676681.00         | $582605.00         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 5.5000%  | 0.0000% | $5038520.00        | $4371441.78        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2042-08-01      | 4.5000%  | 0.0000% | $880460.00         | $39931.84          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-06-01      | 4.0000%  | 0.0000% | $1973000.00        | $267274.80         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-02-01      | 7.0000%  | 0.0000% | $1001.00           | $126.95            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $177.85            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-09-01      | 2.0000%  | 0.0000% | $1186.00           | $621.73            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-10-01      | 2.5000%  | 0.0000% | $2303713.00        | $1138321.69        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-03-01      | 2.0000%  | 0.0000% | $14998000.00       | $9169616.05        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-10-01      | 2.5000%  | 0.0000% | $72358.00          | $45811.59          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $167262.00         | $96554.67          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 4.5000%  | 0.0000% | $86000.00          | $61988.88          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 6.0000%  | 0.0000% | $1106500.00        | $813883.31         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-09-01      | 5.0000%  | 0.0000% | $65195.00          | $44371.76          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-10-01      | 5.0000%  | 0.0000% | $4448440.00        | $3634285.47        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-09-01      | 5.5000%  | 0.0000% | $650369.00         | $641260.68         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 6.0000%  | 0.0000% | $1112266.00        | $988327.37         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $200000.00         | $152760.94         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $1704251.00        | $902881.00         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 5.5000%  | 0.0000% | $1026816.00        | $867833.73         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-03-01      | 6.0000%  | 0.0000% | $3646443.00        | $3039063.39        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 5.0000%  | 0.0000% | $99103.00          | $84764.41          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-07-01      | 5.5000%  | 0.0000% | $3076688.00        | $2918100.92        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 6.5000%  | 0.0000% | $12000.00          | $8076.06           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $998000.00         | $947167.59         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $1252797.00        | $1068734.96        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $1702275.00        | $1754150.12        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 7.0000%  | 0.0000% | $3251585.00        | $2969426.47        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $1505538.00        | $1170039.68        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $1178502.00        | $1188764.85        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-07-01      | 4.0000%  | 0.0000% | $1235902.00        | $1079817.09        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-05-01      | 3.0000%  | 0.0000% | $4787090.00        | $2002094.15        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-04-01      | 4.5000%  | 0.0000% | $1250430.00        | $279282.30         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-11-01      | 2.5000%  | 0.0000% | $364085.00         | $189022.40         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-02-01      | 2.0000%  | 0.0000% | $1168728.00        | $650841.46         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $386669.00         | $231790.03         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-03-01      | 2.0000%  | 0.0000% | $1935086.00        | $1205261.75        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 4.0000%  | 0.0000% | $1301000.00        | $923836.14         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-02-01      | 3.0000%  | 0.0000% | $48941.00          | $34902.23          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-06-01      | 5.0000%  | 0.0000% | $2957313.00        | $1971385.16        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $1004993.00        | $804394.91         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $283570.00         | $209204.14         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-09-01      | 5.0000%  | 0.0000% | $5832000.00        | $4673580.29        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 6.0000%  | 0.0000% | $1916590.00        | $1489738.44        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-07-01      | 2.5000%  | 0.0000% | $500000.00         | $55044.40          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-05-01      | 5.5000%  | 0.0000% | $5811.00           | $5424.99           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-06-01      | 6.0000%  | 0.0000% | $1957097.00        | $1901265.49        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-06-01      | 4.5000%  | 0.0000% | $2819297.00        | $1863305.63        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2029-06-01      | 4.2630%  | 0.0000% | $1072.00           | $0.44              | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2033-12-01      | 6.4150%  | 0.0000% | $7311296.00        | $46339.34          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-09-01      | 3.7800%  | 0.0000% | $210131.00         | $198934.80         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-03-25      | 3.0000%  | 0.0000% | $8558353.00        | $7148244.53        | Agency Collateralized Mortgage Obligation |
| Fanniemae-Aces                           | 2030-09-25      | 3.7498%  | 0.0000% | $1240.00           | $872.09            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2054-11-25      | 5.4328%  | 0.0000% | $1000.00           | $857.78            | Agency Collateralized Mortgage Obligation |
| Fanniemae-Aces                           | 2030-04-25      | 4.6200%  | 0.0000% | $250939.00         | $256484.75         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2054-08-25      | 5.6328%  | 0.0000% | $2192.00           | $1986.09           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2041-08-15      | 3.5000%  | 0.0000% | $5000000.00        | $2432630.52        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2045-05-15      | 3.0000%  | 0.0000% | $154374.00         | $128708.46         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2052-09-25      | 4.8328%  | 0.0000% | $14662298.00       | $9938036.02        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2052-09-25      | 4.8328%  | 0.0000% | $477025.00         | $335126.95         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2055-06-25      | 5.6828%  | 0.0000% | $165051.00         | $154447.14         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2029-07-01      | 5.8600%  | 0.0000% | $1000000.00        | $779072.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-10-01      | 5.5530%  | 0.0000% | $30606764.00       | $19414.49          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-02-01      | 6.0000%  | 0.0000% | $7897351.00        | $17883.75          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-03-01      | 7.0000%  | 0.0000% | $1220191.00        | $37371.72          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-08-01      | 4.5000%  | 0.0000% | $2230000.00        | $148340.23         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.5000%  | 0.0000% | $250000.00         | $31697.93          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.5000%  | 0.0000% | $250000.00         | $28870.33          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.0000%  | 0.0000% | $720000.00         | $51303.13          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-11-01      | 3.5000%  | 0.0000% | $6109572.00        | $690828.08         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-09-01      | 3.5000%  | 0.0000% | $28047545.00       | $2388179.44        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-10-01      | 6.0000%  | 0.0000% | $51466148.00       | $2529331.27        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-01-01      | 3.5000%  | 0.0000% | $196684.00         | $59969.97          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-10-01      | 5.6020%  | 0.0000% | $8000000.00        | $1405366.94        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2036-05-01      | 6.3480%  | 0.0000% | $336821.00         | $35738.10          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2035-09-01      | 3.4700%  | 0.0000% | $1000.00           | $578.44            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2038-02-01      | 3.5600%  | 0.0000% | $459633.00         | $364077.97         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2027-06-01      | 3.0000%  | 0.0000% | $398867.00         | $9400.85           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-01-01      | 3.0000%  | 0.0000% | $225000.00         | $48781.11          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-03-01      | 2.5000%  | 0.0000% | $102916.00         | $27598.73          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-03-01      | 3.0000%  | 0.0000% | $1550000.00        | $272563.55         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-02-01      | 4.0000%  | 0.0000% | $1811630.00        | $203289.93         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-12-01      | 4.0000%  | 0.0000% | $8295000.00        | $1128171.14        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-07-01      | 4.0000%  | 0.0000% | $174000.00         | $23252.79          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-12-01      | 3.0000%  | 0.0000% | $514000.00         | $151596.28         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-02-01      | 4.0000%  | 0.0000% | $36267542.00       | $11155901.26       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-04-01      | 3.5000%  | 0.0000% | $945000.00         | $182737.13         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-06-01      | 4.0000%  | 0.0000% | $273000.00         | $48244.77          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-07-01      | 4.0000%  | 0.0000% | $280356.00         | $44785.62          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-08-01      | 3.5000%  | 0.0000% | $137000.00         | $19220.58          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-10-01      | 5.0000%  | 0.0000% | $1695535.00        | $418506.36         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-06-01      | 4.5000%  | 0.0000% | $8000000.00        | $1084329.02        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-10-01      | 3.5000%  | 0.0000% | $100981.00         | $15694.58          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2032-07-15      | 6.5000%  | 0.0000% | $15.00             | $0.52              | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2033-12-25      | 6.0000%  | 0.0000% | $1217.00           | $261.22            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2033-02-01      | 6.0380%  | 0.0000% | $6552863.00        | $149127.47         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-09-01      | 6.3980%  | 0.0000% | $4288410.00        | $11429.50          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-08-01      | 4.5000%  | 0.0000% | $3999600.00        | $15384.85          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-10-01      | 4.5000%  | 0.0000% | $10305081.00       | $72074.25          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-11-01      | 5.0000%  | 0.0000% | $1016.00           | $28.00             | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2035-11-01      | 5.9840%  | 0.0000% | $1625571.00        | $12815.11          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-10-01      | 6.5000%  | 0.0000% | $11000.00          | $8735.56           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 7.5000%  | 0.0000% | $1423666.00        | $1519675.28        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 5.0000%  | 0.0000% | $53152.00          | $52073.34          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-01-01      | 7.0000%  | 0.0000% | $1003266.00        | $1059881.50        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $8016.00           | $8065.68           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $2575397.00        | $2640830.22        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 4.5000%  | 0.0000% | $1125871.00        | $1072234.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-10-01      | 6.0000%  | 0.0000% | $1014655.00        | $1033046.73        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $2018627.00        | $2039769.17        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $1389412.00        | $716610.39         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.0000%  | 0.0000% | $429047.00         | $364869.37         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $36070.00          | $28293.06          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1133218.00        | $1196007.12        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 7.0000%  | 0.0000% | $1463547.00        | $1555108.79        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 7.0000%  | 0.0000% | $355048.00         | $329965.15         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $1109569.00        | $1067891.14        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-11-01      | 5.0000%  | 0.0000% | $214884.00         | $211987.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $692899.00         | $668129.31         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.5000%  | 0.0000% | $9222.00           | $8230.96           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $1091236.00        | $1099367.68        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $3435672.00        | $3465848.25        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 6.5000%  | 0.0000% | $247466.00         | $258252.77         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 6.0000%  | 0.0000% | $6563674.00        | $6734748.98        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $237770.00         | $248878.29         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $4552.00           | $4038.28           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $1408095.00        | $1424124.72        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $966.38            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $634917.00         | $661913.33         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $2399073.00        | $2496044.90        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $1425137.00        | $1472275.56        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1032746.00        | $999972.38         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $1153564.00        | $1194718.88        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 6.5000%  | 0.0000% | $3654869.00        | $3733457.30        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $676918.00         | $690311.06         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $1411488.00        | $1437923.08        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $24212558.00       | $24606596.90       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 7.5000%  | 0.0000% | $1673930.00        | $1821517.66        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $1469242.00        | $1450803.27        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.04           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $4717334.00        | $4896447.88        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $6272848.00        | $6428063.35        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 6.5000%  | 0.0000% | $12524072.00       | $13005717.46       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1034.51           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-09-01      | 6.0000%  | 0.0000% | $10325390.00       | $10542458.21       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-10-01      | 5.5000%  | 0.0000% | $6090805.00        | $6196558.02        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-11-01      | 4.0000%  | 0.0000% | $184943.00         | $83585.75          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-09-01      | 3.0000%  | 0.0000% | $1424549.00        | $320601.69         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-10-01      | 3.0000%  | 0.0000% | $555817.00         | $159349.91         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-11-01      | 3.0000%  | 0.0000% | $225816.00         | $44881.55          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-02-01      | 3.0000%  | 0.0000% | $53301.00          | $12404.38          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-10-01      | 4.0000%  | 0.0000% | $298000.00         | $39851.19          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-10-01      | 3.0000%  | 0.0000% | $29000.00          | $5036.97           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-11-01      | 3.0000%  | 0.0000% | $540000.00         | $173547.94         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-06-01      | 4.5000%  | 0.0000% | $141000.00         | $38282.22          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-07-01      | 5.0000%  | 0.0000% | $4161701.00        | $1206351.15        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-08-01      | 5.0000%  | 0.0000% | $85166.00          | $10491.74          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-09-01      | 5.0000%  | 0.0000% | $33156.00          | $6084.33           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2034-06-01      | 3.3700%  | 0.0000% | $59885.00          | $56029.92          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $198.98            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-02-01      | 4.0000%  | 0.0000% | $94000.00          | $19669.87          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-02-01      | 4.0000%  | 0.0000% | $77436.00          | $16256.06          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-05-01      | 3.5000%  | 0.0000% | $1110000.00        | $82012.10          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $280.08            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-02-01      | 3.0000%  | 0.0000% | $33866.00          | $6313.84           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $235.39            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-04-01      | 4.5000%  | 0.0000% | $650000.00         | $185266.13         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-11-01      | 4.0000%  | 0.0000% | $45870512.00       | $7241206.79        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-09-01      | 6.5130%  | 0.0000% | $177000.00         | $30315.35          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-11-01      | 5.0000%  | 0.0000% | $1043000.00        | $220254.92         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-04-01      | 6.6030%  | 0.0000% | $11355487.00       | $10668584.56       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-12-01      | 4.5000%  | 0.0000% | $1998990.00        | $160381.11         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-01-01      | 5.0000%  | 0.0000% | $2002501.00        | $596860.22         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 3.0000%  | 0.0000% | $98996.00          | $14701.02          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-10-01      | 3.0000%  | 0.0000% | $100000.00         | $33790.60          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-12-01      | 3.5000%  | 0.0000% | $585000.00         | $127417.39         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-12-01      | 3.0000%  | 0.0000% | $48992.00          | $16570.30          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-04-01      | 4.5000%  | 0.0000% | $97000.00          | $28584.20          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $2600000.00        | $1539833.56        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-11-01      | 3.0000%  | 0.0000% | $392000.00         | $122894.73         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-09-01      | 2.5000%  | 0.0000% | $1034.00           | $617.08            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $55395.75          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 2.5900%  | 0.0000% | $11302136.00       | $7985906.36        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-01-01      | 2.2600%  | 0.0000% | $2000000.00        | $1542046.78        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.9400%  | 0.0000% | $298073.00         | $220319.82         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-03-01      | 2.9700%  | 0.0000% | $3267896.00        | $2569371.16        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 2.5000%  | 0.0000% | $200000.00         | $114475.26         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-08-01      | 2.5000%  | 0.0000% | $494379.00         | $273866.28         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-10-01      | 2.0000%  | 0.0000% | $11001.00          | $7302.23           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.5000%  | 0.0000% | $1828807.00        | $1891168.83        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-06-01      | 6.0000%  | 0.0000% | $1220057.00        | $1009620.97        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.5000%  | 0.0000% | $1001633.00        | $725880.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $883873.00         | $597214.22         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 2.5000%  | 0.0000% | $102717.00         | $72527.36          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 4.0000%  | 0.0000% | $100000.00         | $70426.95          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.5000%  | 0.0000% | $1424393.00        | $893765.92         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 5.0000%  | 0.0000% | $1777000.00        | $1145318.11        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $979.79            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.5000%  | 0.0000% | $176895.00         | $133172.16         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.5000%  | 0.0000% | $1188354.00        | $991469.48         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $125105.28         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $991.21            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 6.5000%  | 0.0000% | $1175066.00        | $1192601.39        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 7.0000%  | 0.0000% | $1030418.00        | $1088401.64        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 7.0000%  | 0.0000% | $1319549.00        | $1415738.93        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 7.0000%  | 0.0000% | $1365584.00        | $1382121.38        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 6.5000%  | 0.0000% | $1141362.00        | $878523.34         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-04-01      | 5.1300%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2030-05-01      | 4.3000%  | 0.0000% | $2552578.00        | $2556649.75        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-04-01      | 4.4000%  | 0.0000% | $198454.00         | $200279.12         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-09-01      | 5.2500%  | 0.0000% | $5266930.00        | $5507986.85        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-08-01      | 4.5000%  | 0.0000% | $296000.00         | $48934.04          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-09-01      | 4.0000%  | 0.0000% | $204000.00         | $15619.02          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-09-01      | 4.5000%  | 0.0000% | $81000.00          | $17458.74          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-10-01      | 3.5000%  | 0.0000% | $225000.00         | $58947.57          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 5.0000%  | 0.0000% | $897777.00         | $143936.47         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-02-01      | 3.0000%  | 0.0000% | $150000.00         | $58346.61          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-04-01      | 4.0000%  | 0.0000% | $189472.00         | $51030.45          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-08-01      | 3.0000%  | 0.0000% | $1005.00           | $385.66            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-09-01      | 2.0000%  | 0.0000% | $1370000.00        | $692508.09         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-11-01      | 2.5000%  | 0.0000% | $1868465.00        | $1018001.78        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-01-01      | 4.5000%  | 0.0000% | $1167477.00        | $269275.31         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 3.0000%  | 0.0000% | $632000.00         | $345464.06         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 3.0000%  | 0.0000% | $977999.00         | $616367.99         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $1250647.58        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $23480.00          | $15305.28          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $1149000.00        | $792066.04         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 5.0000%  | 0.0000% | $2751924.00        | $1929308.37        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $57600.00          | $40878.24          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 5.0000%  | 0.0000% | $5148000.00        | $4321249.83        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 5.5000%  | 0.0000% | $401006.00         | $328709.60         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 5.0000%  | 0.0000% | $3400000.00        | $2741150.10        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 4.5000%  | 0.0000% | $130000.00         | $110569.44         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 4.0000%  | 0.0000% | $1000000.00        | $785428.61         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $2088676.00        | $1735922.23        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $586611.00         | $428347.28         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $19629632.00       | $15809842.23       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-08-01      | 6.0000%  | 0.0000% | $1138512.00        | $965698.41         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-11-01      | 5.5000%  | 0.0000% | $140050.00         | $122749.41         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $258000.00         | $188503.17         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.5000%  | 0.0000% | $6361664.00        | $5909190.53        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 6.0000%  | 0.0000% | $163053.00         | $164459.43         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 5.0000%  | 0.0000% | $6733632.00        | $6415894.80        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.92           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1068.24           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2029-09-01      | 6.0000%  | 0.0000% | $748339.00         | $27349.89          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-06-01      | 5.5000%  | 0.0000% | $1191056.00        | $300880.78         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-11-01      | 4.5000%  | 0.0000% | $5000000.00        | $911797.68         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-02-01      | 4.0000%  | 0.0000% | $2301740.00        | $727105.02         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-05-01      | 3.5000%  | 0.0000% | $255000.00         | $62830.38          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-07-01      | 5.0000%  | 0.0000% | $145000.00         | $53360.72          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-03-01      | 3.0000%  | 0.0000% | $2234558.00        | $899994.31         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-07-01      | 3.0000%  | 0.0000% | $129000.00         | $46209.74          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-05-01      | 3.5000%  | 0.0000% | $133000.00         | $28920.64          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-07-01      | 3.5000%  | 0.0000% | $85000.00          | $35977.47          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-12-01      | 2.5000%  | 0.0000% | $283000.00         | $130281.46         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-11-01      | 3.5000%  | 0.0000% | $468342.00         | $181590.95         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $467.95            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2038-11-01      | 7.5000%  | 0.0000% | $1000.00           | $442.98            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-05-01      | 3.0000%  | 0.0000% | $1625227.00        | $785650.59         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-01-01      | 4.0000%  | 0.0000% | $2151652.00        | $893325.33         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-07-01      | 2.5000%  | 0.0000% | $98000.00          | $59651.45          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $375000.00         | $233439.46         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-04-01      | 5.0000%  | 0.0000% | $1000.00           | $404.63            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 3.0000%  | 0.0000% | $15000.00          | $9710.37           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.0000%  | 0.0000% | $600001.00         | $378111.53         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 3.5000%  | 0.0000% | $58001.00          | $36881.45          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.5000%  | 0.0000% | $355000.00         | $243396.86         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $141665.62         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 5.0000%  | 0.0000% | $2160169.00        | $1750168.31        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $760.95            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $212482.00         | $137273.68         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 4.0000%  | 0.0000% | $47997.00          | $31370.35          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $76034.36          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-08-01      | 2.0000%  | 0.0000% | $1789650.00        | $1187916.29        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 4.0000%  | 0.0000% | $43000.00          | $31696.70          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 3.5000%  | 0.0000% | $110000.00         | $79645.69          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 2.5000%  | 0.0000% | $22000.00          | $15336.79          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.0000%  | 0.0000% | $1800000.00        | $1195766.69        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.0000%  | 0.0000% | $55000.00          | $43272.20          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 2.5000%  | 0.0000% | $330000.00         | $220036.41         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 6.0000%  | 0.0000% | $197277.00         | $142181.01         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 4.5000%  | 0.0000% | $2498340.00        | $1936492.82        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 4.0000%  | 0.0000% | $230000.00         | $176177.11         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 2.5000%  | 0.0000% | $264165.00         | $192229.16         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.0000%  | 0.0000% | $260573.00         | $211444.07         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.0000%  | 0.0000% | $3424417.00        | $2707676.63        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 5.0000%  | 0.0000% | $1047891.00        | $858783.17         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 6.0000%  | 0.0000% | $1004.00           | $705.30            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $83464.64          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.5000%  | 0.0000% | $7000.00           | $5137.26           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $6189110.00        | $5049318.33        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 5.0000%  | 0.0000% | $1396980.00        | $1103583.50        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-07-01      | 3.0000%  | 0.0000% | $3409685.00        | $2546558.04        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $613634.00         | $451318.55         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 5.0000%  | 0.0000% | $100000.00         | $80171.51          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-06-01      | 5.5000%  | 0.0000% | $200000.00         | $137429.25         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 5.5000%  | 0.0000% | $99999.00          | $85759.13          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $818.47            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-04-01      | 4.5000%  | 0.0000% | $4457427.00        | $3543513.82        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-09-01      | 2.5000%  | 0.0000% | $245000.00         | $177628.30         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-09-01      | 6.0000%  | 0.0000% | $8985000.00        | $7163645.19        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 3.0000%  | 0.0000% | $10998.00          | $8689.01           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-08-01      | 4.0000%  | 0.0000% | $1061448.00        | $894780.72         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-01-01      | 4.0000%  | 0.0000% | $4500000.00        | $3712064.60        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 2.5000%  | 0.0000% | $2026779.00        | $1578417.68        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $5201612.00        | $4294481.15        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $2144484.00        | $2071726.30        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-01-01      | 5.5000%  | 0.0000% | $19377933.00       | $100261.38         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-11-01      | 6.5000%  | 0.0000% | $5806057.00        | $70059.25          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-10-01      | 6.5000%  | 0.0000% | $5225000.00        | $36161.31          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-11-01      | 6.5000%  | 0.0000% | $2772852.00        | $11961.05          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-10-01      | 4.5000%  | 0.0000% | $2000000.00        | $255762.55         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2039-07-01      | 4.5000%  | 0.0000% | $353000.00         | $11493.75          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-02-01      | 4.5000%  | 0.0000% | $40977792.00       | $2978050.61        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 3.0000%  | 0.0000% | $449000.00         | $139580.73         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-08-01      | 6.5000%  | 0.0000% | $4034700.00        | $30194.57          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2027-08-01      | 6.0000%  | 0.0000% | $3300000.00        | $8264.14           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2038-11-01      | 7.0000%  | 0.0000% | $277329.00         | $6813.90           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2034-09-01      | 5.5000%  | 0.0000% | $1000.00           | $19.59             | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-02-01      | 4.5000%  | 0.0000% | $115000.00         | $9862.77           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 4.5000%  | 0.0000% | $1450006.00        | $87959.72          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-03-01      | 4.0000%  | 0.0000% | $1700000.00        | $196393.23         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2039-10-01      | 5.0000%  | 0.0000% | $285000.00         | $11375.32          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2030-12-01      | 4.5000%  | 0.0000% | $2890000.00        | $74757.19          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-10-01      | 3.0000%  | 0.0000% | $250000.00         | $37240.76          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-06-01      | 3.0000%  | 0.0000% | $6000000.00        | $650454.43         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-12-01      | 4.0000%  | 0.0000% | $705000.00         | $88677.51          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-02-01      | 4.5000%  | 0.0000% | $663991.00         | $43431.04          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-10-01      | 3.0000%  | 0.0000% | $356000.00         | $47670.45          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-07-01      | 4.5000%  | 0.0000% | $5245361.00        | $416841.10         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-09-01      | 2.5000%  | 0.0000% | $87000.00          | $53161.36          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $869000.00         | $559936.55         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 3.5000%  | 0.0000% | $57000.00          | $5791.36           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-07-01      | 2.5000%  | 0.0000% | $4799999.00        | $1706146.17        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-08-01      | 2.5000%  | 0.0000% | $7216359.00        | $2719229.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-09-01      | 2.0000%  | 0.0000% | $73999.00          | $36206.02          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-10-01      | 2.5000%  | 0.0000% | $2630670.00        | $1222202.45        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-11-01      | 3.0000%  | 0.0000% | $348000.00         | $120954.06         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-03-01      | 2.5000%  | 0.0000% | $220001.00         | $110135.17         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 2.5000%  | 0.0000% | $471000.00         | $262406.79         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-05-01      | 2.5000%  | 0.0000% | $220208.00         | $123060.50         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 3.5000%  | 0.0000% | $20000.00          | $8028.48           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-03-01      | 6.5000%  | 0.0000% | $688606.00         | $432417.80         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-12-01      | 2.0000%  | 0.0000% | $1784784.00        | $1124576.61        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $277999.00         | $182069.12         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.5000%  | 0.0000% | $23000.00          | $15945.59          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.0000%  | 0.0000% | $58239.00          | $44628.69          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-06-01      | 3.0000%  | 0.0000% | $100000.00         | $72126.02          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 4.0000%  | 0.0000% | $247441.00         | $177738.57         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 5.0000%  | 0.0000% | $304002.00         | $210414.11         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 3.0000%  | 0.0000% | $230218.00         | $171400.87         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 4.5000%  | 0.0000% | $141000.00         | $108535.72         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-11-01      | 4.0000%  | 0.0000% | $5000.00           | $3180.21           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 5.5000%  | 0.0000% | $58998.00          | $45915.93          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 6.5000%  | 0.0000% | $247830.00         | $161395.63         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 5.0000%  | 0.0000% | $1014222.00        | $822239.50         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 3.0000%  | 0.0000% | $33997.00          | $25465.17          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 5.0000%  | 0.0000% | $1294000.00        | $1041614.71        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 4.5000%  | 0.0000% | $61000.00          | $57665.81          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $117077.00         | $112788.95         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 6.5000%  | 0.0000% | $2192200.00        | $2185154.22        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-10-01      | 4.5000%  | 0.0000% | $1024.00           | $1002.42           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-10-01      | 5.0000%  | 0.0000% | $28603264.00       | $28613751.87       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-05-01      | 5.0000%  | 0.0000% | $1001.00           | $45.50             | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 4.5000%  | 0.0000% | $1627600.00        | $113817.12         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 4.5000%  | 0.0000% | $368000.00         | $31697.88          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 6.5000%  | 0.0000% | $2473188.00        | $2591034.97        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 6.0000%  | 0.0000% | $1168692.00        | $913375.28         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $509356.00         | $522879.02         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.5000%  | 0.0000% | $323496.00         | $337783.06         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 6.5000%  | 0.0000% | $2175903.00        | $1496539.43        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $2487334.00        | $2471644.61        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 4.5000%  | 0.0000% | $503636.00         | $466464.82         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 5.5000%  | 0.0000% | $3431561.00        | $3476971.04        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $13112084.00       | $12003413.54       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 4.5000%  | 0.0000% | $224630.00         | $219268.09         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $856.13            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.80           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1908243.00        | $2018837.57        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 7.0000%  | 0.0000% | $23678.00          | $25043.23          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $1522032.00        | $1528206.26        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $79587.00          | $75248.19          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 5.0000%  | 0.0000% | $1014024.00        | $1012362.32        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $299036.00         | $291705.23         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1301450.00        | $1194506.41        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.5000%  | 0.0000% | $1013542.00        | $637023.35         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.0000%  | 0.0000% | $527677.00         | $541921.57         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $3731772.00        | $3657589.68        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.5000%  | 0.0000% | $2840523.00        | $2653280.47        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $499210.00         | $506923.09         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $2512452.00        | $2504624.27        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $7773880.00        | $7020332.94        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.0000%  | 0.0000% | $1162710.00        | $1164302.48        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.0000%  | 0.0000% | $54000.00          | $53842.11          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $4357042.00        | $4429166.70        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.35           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.5000%  | 0.0000% | $4115728.00        | $4249416.24        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $5820032.00        | $5777615.75        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.5000%  | 0.0000% | $9015.00           | $9353.19           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.81           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 6.0000%  | 0.0000% | $496386.00         | $494570.34         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-07-01      | 6.5000%  | 0.0000% | $1375691.00        | $1439237.16        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-08-01      | 6.0000%  | 0.0000% | $10860330.00       | $10459113.78       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-08-01      | 6.5000%  | 0.0000% | $2619124.00        | $2723334.92        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-09-01      | 6.0000%  | 0.0000% | $297929.00         | $306850.35         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-09-01      | 6.0000%  | 0.0000% | $3885140.00        | $3990151.60        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $994.45            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-09-01      | 5.5000%  | 0.0000% | $29619.00          | $30214.02          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-09-01      | 6.0000%  | 0.0000% | $5094100.00        | $5246264.52        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-09-01      | 5.5000%  | 0.0000% | $23437087.00       | $22969845.45       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-09-01      | 5.5000%  | 0.0000% | $2381934.00        | $2416700.70        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-11-01      | 5.5000%  | 0.0000% | $746688.00         | $760853.67         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1799023.00        | $1647315.36        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-10-01      | 6.0000%  | 0.0000% | $28450048.00       | $29409668.12       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-12-01      | 6.0000%  | 0.0000% | $7800.00           | $5884.74           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-10-01      | 6.0000%  | 0.0000% | $4879376.00        | $4344764.93        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.5000%  | 0.0000% | $1016.00           | $923.14            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 4.5000%  | 0.0000% | $1365340.00        | $1284757.60        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $197840.00         | $200577.79         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $1612064.00        | $1467559.59        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.5000%  | 0.0000% | $3750181.00        | $3628654.42        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-08-01      | 7.0000%  | 0.0000% | $1485911.00        | $1510024.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $99.52             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $12417214.00       | $1482352.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $2023.00           | $187.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 4.5000%  | 0.0000% | $264907.00         | $162720.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1000.00           | $573.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $5324058.00        | $3285422.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $143576.00         | $111435.08         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $11636977.00       | $9061367.46        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $6928815.00        | $5190846.99        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1000.00           | $753.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1008.00           | $756.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $2000.00           | $1509.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1024.00           | $783.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $128680.00         | $102932.45         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $337568.00         | $283435.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2024.00           | $1662.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1024.00           | $821.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2770836.00        | $1993589.05        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $7310137.00        | $3922378.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1008.00           | $802.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $691.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $928.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $1008.00           | $1033.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $374160.00         | $39102.13          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2703611.00        | $2758554.52        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1023.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1565265.00        | $1629667.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1060.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1626850.00        | $1733718.32        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1124.00           | $1197.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $539040.00         | $574451.87         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1467448.00        | $1544634.17        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1606.00           | $1734.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1008.00           | $1067.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $9686923.00        | $9108499.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $4744996.00        | $4636900.66        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $989.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $313904.00         | $314846.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2048.00           | $2062.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $2112.00           | $2150.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1024.00           | $1055.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1000.00           | $1010.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $2000.00           | $1961.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $32508.00          | $33901.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $347993.00         | $12278.93          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $5055913.00        | $118752.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-07-20      | 4.6250%  | 0.0000% | $57009173.00       | $68191.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-01-20      | 6.6250%  | 0.0000% | $929532.00         | $24755.72          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $1021.00           | $55.87             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $1000.00           | $101.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $13871681.00       | $3820320.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.1838%  | 0.0000% | $9964210.00        | $6485546.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 4.5000%  | 0.0000% | $57649.00          | $57171.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $3725310.00        | $3479011.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $3076552.00        | $2900805.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $3977759.00        | $3944588.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.0614%  | 0.0000% | $23504852.00       | $23546045.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.2138%  | 0.0000% | $8590718.00        | $5707707.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1179628.00        | $761447.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.1338%  | 0.0000% | $8525040.00        | $6556633.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0638%  | 0.0000% | $1010.00           | $704.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.2438%  | 0.0000% | $24199599.00       | $10901025.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.1838%  | 0.0000% | $11702327.00       | $5298685.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.4838%  | 0.0000% | $47346508.00       | $17243702.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2438%  | 0.0000% | $19404152.00       | $15496298.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.2838%  | 0.0000% | $10605530.00       | $8321449.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.2838%  | 0.0000% | $2285985.00        | $1835194.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.1338%  | 0.0000% | $2000.00           | $1773.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0338%  | 0.0000% | $4689993.00        | $3304528.12        | Agency Collateralized Mortgage Obligation |

### Security 188: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.140000%
- **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: LMRP10353205
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2049-11-15      | 0.0000%  | 0.0000% | $187906400.00      | $59702936.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $50020000.00       | $45587551.10       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2049-02-15      | 1.0000%  | 0.0000% | $48254900.00       | $46482522.37       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $105216800.00      | $104260691.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $340800.00         | $340805.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $9321600.00        | $9301185.70        | U.S. Treasuries (including strips) |
| STRIPS          | 2037-08-15      | 0.0000%  | 0.0000% | $67873469.27       | $40324306.83       | U.S. Treasuries (including strips) |

### Security 189: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.130000%
- **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: LMRP10354405
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-11-06      | 0.0000%  | 0.0000% | $5623900.00        | $5620300.70        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-12      | 0.0000%  | 0.0000% | $1363800.00        | $1362040.70        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-09      | 0.0000%  | 0.0000% | $7645000.00        | $7613196.80        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-16      | 0.0000%  | 0.0000% | $6664200.00        | $6631412.14        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-30      | 0.0000%  | 0.0000% | $24500000.00       | $24343935.00       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-20      | 0.0000%  | 0.0000% | $311000.00         | $308390.71         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2039-11-15      | 0.0000%  | 0.0000% | $54077200.00       | $29042538.80       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2043-02-15      | 0.0000%  | 0.0000% | $52534000.00       | $23453016.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $102.39            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $88034400.00       | $68630489.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $8722500.00        | $4821568.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $532800.00         | $403721.68         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $797600.00         | $752735.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $396700.00         | $375266.74         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $22362000.00       | $23298932.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $8018700.00        | $7812800.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $477000.00         | $476592.74         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $477000.00         | $473952.44         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $984600.00         | $976552.79         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $803400.00         | $749612.48         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 1.3750%  | 0.0000% | $604200.00         | $593840.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $268200.00         | $263474.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $152000.00         | $142530.81         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $111500.00         | $106078.56         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $800.00            | $757.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $16789400.00       | $15722433.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $2743800.00        | $2686554.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $1742100.00        | $1633612.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $13990600.00       | $13265096.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $34823000.00       | $34173025.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $600.00            | $607.15            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $2955300.00        | $2983951.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $43023300.00       | $44030594.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $898200.00         | $879453.96         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $2969900.00        | $3100085.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $211800.00         | $218176.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $252200.00         | $255736.12         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $21600.00          | $21883.10          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $4968000.00        | $5061850.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $8629300.00        | $8915152.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $1323600.00        | $1404768.47        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $3021700.00        | $3120656.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 4.6250%  | 0.0000% | $126600.00         | $129220.44         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $130600.00         | $133849.02         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $79697800.00       | $81858606.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $86607900.00       | $86012663.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $1758700.00        | $1759985.20        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $18813500.00       | $18880099.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $934900.00         | $965886.19         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $310900.00         | $317150.70         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $25000100.00       | $25642923.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $600.00            | $602.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $47900000.00       | $48919822.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $22195000.00       | $22513142.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $25274300.00       | $25729547.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $19932300.00       | $20204724.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $23560300.00       | $23955170.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $4492000.00        | $4484536.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $6783200.00        | $6768344.79        | U.S. Treasuries (including strips) |

### Security 190: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.160000%
- **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: LMRP10354415
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $149999000.00      | $140255364.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 4.6250%  | 0.0000% | $999100.00         | $1008999.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $22695500.00       | $22836721.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $14489100.00       | $14460802.79       | U.S. Treasuries (including strips) |

### Security 191: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10354425
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2040-05-01      | 5.5000%  | 0.0000% | $50000000.00       | $2218165.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-06-01      | 3.5000%  | 0.0000% | $31680135.00       | $4343790.52        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-12-01      | 4.0000%  | 0.0000% | $13863466.00       | $1695286.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-11-01      | 4.0000%  | 0.0000% | $6464790.00        | $1970587.92        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.5000%  | 0.0000% | $4321659.00        | $2134420.76        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-05-01      | 4.5000%  | 0.0000% | $6063252.00        | $2300399.12        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-08-01      | 4.0000%  | 0.0000% | $16300000.00       | $2840957.58        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 3.5000%  | 0.0000% | $4885456.00        | $3713477.21        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 5.5000%  | 0.0000% | $5080000.00        | $4606986.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $5300000.00        | $4297710.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 4.0000%  | 0.0000% | $25051955.00       | $4842896.01        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-05-01      | 4.0000%  | 0.0000% | $25038621.00       | $3779600.57        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-04-01      | 4.5000%  | 0.0000% | $18294673.00       | $3139701.58        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 4.0000%  | 0.0000% | $14188234.00       | $3034056.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-12-01      | 4.0000%  | 0.0000% | $33644725.00       | $4732237.85        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-04-01      | 3.5000%  | 0.0000% | $19763896.00       | $3824188.08        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-10-01      | 4.0000%  | 0.0000% | $7504249.00        | $1947232.40        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-02-01      | 4.0000%  | 0.0000% | $6842817.00        | $1682798.97        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-08-01      | 4.0000%  | 0.0000% | $18768058.00       | $3242351.58        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-03-01      | 3.5000%  | 0.0000% | $9890634.00        | $2142811.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-09-01      | 4.0000%  | 0.0000% | $23750000.00       | $5530544.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-10-01      | 4.5000%  | 0.0000% | $13262444.00       | $3050720.43        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.0000%  | 0.0000% | $13095028.00       | $3353614.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-09-01      | 4.0000%  | 0.0000% | $18250000.00       | $3349450.55        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 3.0000%  | 0.0000% | $8530000.00        | $5249113.30        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $5604000.00        | $3613091.72        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 5.0000%  | 0.0000% | $6345291.00        | $4899943.43        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $5067897.00        | $3437835.79        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $6617511.00        | $4876876.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.0000%  | 0.0000% | $7069475.00        | $5789977.03        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $7160718.00        | $4695737.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $2175963.00        | $1839480.46        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $4966669.00        | $3228867.94        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $2716812.00        | $2224265.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $8347276.00        | $6742390.52        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 6.0000%  | 0.0000% | $4461000.00        | $3697259.77        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $7559995.00        | $5772546.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $6944230.00        | $4944724.06        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.5000%  | 0.0000% | $7628993.00        | $5737460.59        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $3438201.00        | $2687392.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $1601192.00        | $1521346.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 6.0000%  | 0.0000% | $2553622.00        | $2137822.32        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 7.0000%  | 0.0000% | $2918848.00        | $1537883.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 6.5000%  | 0.0000% | $6901884.00        | $5243206.77        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $3244011.00        | $3272906.24        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $2222964.00        | $2044878.70        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 6.0000%  | 0.0000% | $3664207.00        | $3339248.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 6.0000%  | 0.0000% | $4526918.00        | $3289220.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 4.0000%  | 0.0000% | $40750234.00       | $3961249.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 3.5000%  | 0.0000% | $20262946.00       | $2688083.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-06-01      | 4.5000%  | 0.0000% | $18593036.00       | $2290720.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 3.5000%  | 0.0000% | $26000000.00       | $3661134.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-01-01      | 3.5000%  | 0.0000% | $27780445.00       | $4349426.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-01-01      | 3.5000%  | 0.0000% | $27914088.00       | $5777747.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 3.5000%  | 0.0000% | $16027628.00       | $2545492.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 4.0000%  | 0.0000% | $18192000.00       | $2676557.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.5000%  | 0.0000% | $32500000.00       | $5197419.26        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-02-01      | 4.5000%  | 0.0000% | $5620383.00        | $1079610.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-03-01      | 4.0000%  | 0.0000% | $29550780.00       | $4722452.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-02-01      | 3.5000%  | 0.0000% | $22100000.00       | $4744446.34        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 4.0000%  | 0.0000% | $24400000.00       | $5288367.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 3.5000%  | 0.0000% | $25752372.00       | $5039063.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 3.5000%  | 0.0000% | $15795696.00       | $1972155.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 3.5000%  | 0.0000% | $38624895.00       | $6637265.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.5000%  | 0.0000% | $11815017.00       | $2631036.34        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-08-01      | 3.5000%  | 0.0000% | $17378360.00       | $2064985.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-09-01      | 4.5000%  | 0.0000% | $13950751.00       | $2180550.38        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 4.0000%  | 0.0000% | $16320144.00       | $3216859.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-02-01      | 4.0000%  | 0.0000% | $23000000.00       | $1788245.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-07-01      | 3.5000%  | 0.0000% | $10869498.00       | $2539274.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 3.5000%  | 0.0000% | $14195006.00       | $2263787.66        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $2219292.00        | $2049799.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $4259901.00        | $4468649.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $2190241.00        | $2272108.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $3123830.00        | $3213719.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $4677745.00        | $4801026.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $3277893.00        | $3362307.10        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $3167935.00        | $3282381.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $2738920.00        | $2864415.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $2379810.00        | $2476369.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $3151250.00        | $2962402.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1633396.00        | $1689609.70        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1457500.00        | $1523359.10        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1758300.00        | $1846879.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $4834680.00        | $4901794.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1853186.00        | $1936569.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $5555164.00        | $5702659.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $3925014.00        | $4048755.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $2955031.00        | $2846237.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $1584200.00        | $1665456.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $2491593.00        | $2584698.69        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $1819654.00        | $1907241.63        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $2270287.00        | $2359115.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $1708908.00        | $1759602.12        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $4177453.00        | $4363270.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-02-01      | 3.5000%  | 0.0000% | $10124489.00       | $3120530.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-07-01      | 4.0000%  | 0.0000% | $18290465.00       | $6050519.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-02-01      | 4.5000%  | 0.0000% | $15025000.00       | $3876903.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $15247440.00       | $2933143.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 4.0000%  | 0.0000% | $13316618.00       | $4510097.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 4.5000%  | 0.0000% | $9570364.00        | $1712133.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $9753159.00        | $2399568.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $8058708.00        | $2598332.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-07-01      | 4.0000%  | 0.0000% | $11632666.00       | $1860154.61        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.5000%  | 0.0000% | $7595096.00        | $2210679.63        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 3.5000%  | 0.0000% | $24276038.00       | $5923809.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.0000%  | 0.0000% | $35250000.00       | $6776810.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $10052097.00       | $1909895.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 3.0000%  | 0.0000% | $3114246.00        | $2321844.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 3.0000%  | 0.0000% | $7452000.00        | $2674452.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $7302233.00        | $5459744.15        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 5.0000%  | 0.0000% | $8549011.00        | $6367774.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $8253101.00        | $6502214.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1785462.00        | $1811283.58        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $2481862.00        | $2005463.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $2971573.00        | $2278707.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $2274570.00        | $1927329.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $4615995.00        | $3523813.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.0000%  | 0.0000% | $2602200.00        | $2056540.73        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 6.0000%  | 0.0000% | $1889246.00        | $1672607.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $4040000.00        | $3375220.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $6500242.00        | $5945745.82        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 4.5000%  | 0.0000% | $3469856.00        | $3284347.10        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $3136800.00        | $2497492.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $3386082.00        | $3371853.54        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $2841827.00        | $2806100.70        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $11713487.00       | $3853212.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 4.0000%  | 0.0000% | $9193638.00        | $5071707.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 5.0000%  | 0.0000% | $3800000.00        | $2602484.82        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $7350753.00        | $5765830.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 4.5000%  | 0.0000% | $5558980.00        | $5153857.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $5450000.00        | $4863725.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 3.5000%  | 0.0000% | $6800000.00        | $2082093.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 4.0000%  | 0.0000% | $26540883.00       | $2016165.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 4.0000%  | 0.0000% | $31668136.00       | $2152241.74        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 3.5000%  | 0.0000% | $30509999.00       | $1966787.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-10-01      | 3.5000%  | 0.0000% | $8932000.00        | $1535412.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 3.5000%  | 0.0000% | $35600000.00       | $5241778.54        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.5000%  | 0.0000% | $21112506.00       | $3588153.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 5.5000%  | 0.0000% | $188383077.00      | $3776216.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-03-01      | 4.5000%  | 0.0000% | $19670934.00       | $2108165.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 4.0000%  | 0.0000% | $30249884.00       | $2725765.20        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $4262694.00        | $3723328.51        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $3269858.00        | $3357349.09        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $1645673.00        | $1687825.40        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $2367472.00        | $2430858.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $2578022.00        | $2642588.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $3474898.00        | $3574557.24        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $5750020.00        | $5959453.32        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $3116785.00        | $3208350.95        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 6.0000%  | 0.0000% | $3200021.00        | $3345148.35        | Agency Mortgage-Backed Securities |

### Security 192: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.130000%
- **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: LMRP10354445
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2050-02-20      | 3.5000%  | 0.0000% | $10913720.00       | $1495833.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $8695000.00        | $6185679.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $8186103.00        | $6487962.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $10000000.00       | $6390745.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $6268945.00        | $6010097.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $6637018.00        | $6710796.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $6354941.00        | $6612514.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3027113.00        | $3119827.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $5695685.00        | $5725081.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 7.0000%  | 0.0000% | $5014422.00        | $5174034.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $6145634.00        | $5966837.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $5746407.00        | $6024275.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $6469366.00        | $6682195.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.0000%  | 0.0000% | $5555765.00        | $5667192.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $5615167.00        | $5863789.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $6038675.00        | $6243653.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $2599510.00        | $2689119.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $6277473.00        | $6522281.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $6351905.00        | $6479713.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $5894887.00        | $6013499.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 6.1500%  | 0.0000% | $5404000.00        | $5746056.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $5709949.00        | $5824840.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $6149459.00        | $6285480.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $5995829.00        | $6120160.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $6130290.00        | $6253645.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $6209700.00        | $6334653.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $6268600.00        | $6394738.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $5846144.00        | $6140941.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $6380811.00        | $5999801.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $6000000.00        | $6078797.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $5521888.00        | $5644079.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.5000%  | 0.0000% | $6495712.00        | $6599417.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $5573818.00        | $5711485.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $6627301.00        | $6738411.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $5778345.00        | $6062354.51        | Agency Mortgage-Backed Securities |

### Security 193: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.140000%
- **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: LMRP10354475
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $399489600.00      | $408140809.25      | U.S. Treasuries (including strips) |

### Security 194: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.140000%
- **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: LMRP10354485
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2033-10-01      | 6.0000%  | 0.0000% | $290000.00         | $1142.38           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-12-01      | 5.0000%  | 0.0000% | $700000.00         | $8423.16           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-11-01      | 5.5000%  | 0.0000% | $460699.00         | $8555.70           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-03-01      | 5.0000%  | 0.0000% | $15000.00          | $233.50            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-06-01      | 5.5000%  | 0.0000% | $27248.00          | $145.47            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-12-01      | 4.5000%  | 0.0000% | $77000.00          | $1376.10           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-12-01      | 4.0000%  | 0.0000% | $25000.00          | $1886.62           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-12-01      | 4.5000%  | 0.0000% | $78000.00          | $6502.80           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-04-01      | 4.5000%  | 0.0000% | $563557.00         | $34972.53          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-09-01      | 4.0000%  | 0.0000% | $236000.00         | $21356.28          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-02-01      | 3.0000%  | 0.0000% | $100000.00         | $18140.58          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-04-01      | 3.0000%  | 0.0000% | $15505.00          | $2985.36           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-07-01      | 3.0000%  | 0.0000% | $368950.00         | $66620.45          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-11-01      | 4.5000%  | 0.0000% | $192141.00         | $12690.41          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-11-01      | 3.5000%  | 0.0000% | $235000.00         | $37125.07          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-02-01      | 3.5000%  | 0.0000% | $2780000.00        | $385099.82         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-12-01      | 3.0000%  | 0.0000% | $18587.00          | $4736.81           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-01-01      | 3.0000%  | 0.0000% | $500000.00         | $143905.37         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-01-01      | 3.5000%  | 0.0000% | $250000.00         | $27010.76          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-01-01      | 4.0000%  | 0.0000% | $1000000.00        | $81728.22          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-12-01      | 6.0000%  | 0.0000% | $1199999.00        | $2942.43           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-04-01      | 3.5000%  | 0.0000% | $208000.00         | $24835.78          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-02-01      | 3.5000%  | 0.0000% | $150000.00         | $16895.07          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-10-01      | 4.0000%  | 0.0000% | $315000.00         | $7278.77           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-09-01      | 4.0000%  | 0.0000% | $1000000.00        | $42629.50          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-06-01      | 5.5000%  | 0.0000% | $1000000.00        | $22776.07          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-06-01      | 5.5000%  | 0.0000% | $21000000.00       | $167626.62         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-10-01      | 5.0000%  | 0.0000% | $345000.00         | $2440.51           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-06-01      | 6.0000%  | 0.0000% | $169801.00         | $1143.93           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-10-01      | 5.5000%  | 0.0000% | $3109444.00        | $20749.31          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-09-01      | 6.0000%  | 0.0000% | $1402164.00        | $9923.41           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-01-01      | 5.5000%  | 0.0000% | $2696864.00        | $20289.53          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-07-01      | 5.5000%  | 0.0000% | $1214852.00        | $7727.14           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-10-01      | 5.5000%  | 0.0000% | $593000.00         | $8335.70           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-06-01      | 5.5000%  | 0.0000% | $388000.00         | $2248.41           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-09-01      | 5.5000%  | 0.0000% | $11500880.00       | $76790.58          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-01-01      | 5.0000%  | 0.0000% | $687000.00         | $8208.00           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-10-01      | 4.5000%  | 0.0000% | $15000.00          | $366.67            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-12-01      | 4.5000%  | 0.0000% | $250000.00         | $7854.30           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-05-01      | 4.5000%  | 0.0000% | $9000.00           | $130.89            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-07-01      | 5.0000%  | 0.0000% | $7611752.00        | $200406.28         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-07-01      | 4.5000%  | 0.0000% | $12000.00          | $1024.46           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-03-01      | 5.0000%  | 0.0000% | $57000.00          | $4733.54           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-08-01      | 6.0000%  | 0.0000% | $68563.00          | $981.83            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 3.5000%  | 0.0000% | $22638.00          | $1789.71           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-01-01      | 3.5000%  | 0.0000% | $74000.00          | $6398.04           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-05-01      | 4.5000%  | 0.0000% | $2320000.00        | $216191.29         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-02-01      | 4.0000%  | 0.0000% | $50000.00          | $5864.07           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-04-01      | 3.0000%  | 0.0000% | $8159424.00        | $1509871.54        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-09-01      | 4.0000%  | 0.0000% | $36000.00          | $46.40             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-06-01      | 4.5000%  | 0.0000% | $393210.00         | $35.86             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-03-01      | 2.0000%  | 0.0000% | $660000.00         | $20533.53          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-10-01      | 3.0000%  | 0.0000% | $39000.00          | $7465.31           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-01-01      | 5.5000%  | 0.0000% | $322910.00         | $1045.38           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-03-01      | 4.0000%  | 0.0000% | $15000.00          | $1393.21           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-09-01      | 3.0000%  | 0.0000% | $110000.00         | $23994.72          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-12-01      | 4.5000%  | 0.0000% | $3025000.00        | $450894.79         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-02-01      | 3.5000%  | 0.0000% | $19144384.00       | $3672974.94        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-06-01      | 5.5000%  | 0.0000% | $20000.00          | $5313.84           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.0000%  | 0.0000% | $21000.00          | $4559.46           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-09-01      | 4.5000%  | 0.0000% | $129000.00         | $30818.40          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-11-01      | 4.5000%  | 0.0000% | $2350000.00        | $190336.45         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-03-01      | 5.0000%  | 0.0000% | $1399000.00        | $270050.48         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-05-01      | 3.5000%  | 0.0000% | $23270000.00       | $1839474.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-03-01      | 4.5000%  | 0.0000% | $150000.00         | $39239.87          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-08-01      | 2.5000%  | 0.0000% | $4664288.00        | $4390997.16        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-10-01      | 4.5000%  | 0.0000% | $14000.00          | $8055.36           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-12-01      | 4.0000%  | 0.0000% | $125000.00         | $79243.07          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-09-01      | 5.5000%  | 0.0000% | $9000.00           | $5235.23           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-10-01      | 6.0000%  | 0.0000% | $5000.00           | $2837.13           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-02-01      | 5.0000%  | 0.0000% | $23000.00          | $14933.39          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 4.5000%  | 0.0000% | $9000.00           | $7945.37           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 6.0000%  | 0.0000% | $7000.00           | $4938.54           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-03-01      | 4.5000%  | 0.0000% | $5000.00           | $4580.55           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 5.5000%  | 0.0000% | $21000.00          | $17854.13          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-05-01      | 5.0000%  | 0.0000% | $119658.00         | $19605.29          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 5.0000%  | 0.0000% | $1455000.00        | $159797.04         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-08-01      | 3.5000%  | 0.0000% | $542701.00         | $253554.97         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-04-01      | 4.0000%  | 0.0000% | $4646920.00        | $1912286.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $27000.00          | $21271.06          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 5.0000%  | 0.0000% | $400000.00         | $320578.13         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $975000.00         | $701199.12         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 4.0000%  | 0.0000% | $295000.00         | $227894.20         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $1260000.00        | $845795.02         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 6.0000%  | 0.0000% | $1801590.00        | $1348846.56        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.0000%  | 0.0000% | $1356584.00        | $1036476.57        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $400000.00         | $309076.56         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 6.0000%  | 0.0000% | $935000.00         | $789392.84         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-09-01      | 4.5000%  | 0.0000% | $100000.00         | $71962.68          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $86315.13          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $81226.10          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-03-01      | 4.5000%  | 0.0000% | $700000.00         | $504447.64         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 6.0000%  | 0.0000% | $100000.00         | $84630.29          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 5.5000%  | 0.0000% | $745000.00         | $631780.55         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 5.5000%  | 0.0000% | $170000.00         | $156064.70         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.5000%  | 0.0000% | $600000.00         | $528112.73         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 4.5000%  | 0.0000% | $913000.00         | $783956.11         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 5.5000%  | 0.0000% | $235000.00         | $216421.02         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.0000%  | 0.0000% | $2884988.00        | $2134008.96        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-11-01      | 3.0000%  | 0.0000% | $3337260.00        | $2731995.73        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-08-01      | 3.0000%  | 0.0000% | $2344564.00        | $1912045.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $1988836.00        | $1803327.17        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.0000%  | 0.0000% | $3312436.00        | $2960624.52        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 4.5000%  | 0.0000% | $394000.00         | $361249.56         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $187226.69         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 5.0000%  | 0.0000% | $86000.00          | $77600.05          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $147.99            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 2.5000%  | 0.0000% | $4204272.00        | $3398298.43        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.5000%  | 0.0000% | $10000.00          | $6102.32           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.5000%  | 0.0000% | $7000.00           | $3205.92           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 3.0000%  | 0.0000% | $1100000.00        | $383480.59         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.5000%  | 0.0000% | $165000.00         | $78067.07          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 3.0000%  | 0.0000% | $2274000.00        | $1406809.98        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 3.5000%  | 0.0000% | $735000.00         | $383935.21         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 3.0000%  | 0.0000% | $52000.00          | $38702.71          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.0000%  | 0.0000% | $1039000.00        | $757541.98         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $6118552.00        | $4802195.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $3350000.00        | $2489404.51        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.0000%  | 0.0000% | $519000.00         | $409767.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $1429764.00        | $1124412.66        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.5000%  | 0.0000% | $37000.00          | $27006.07          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.0000%  | 0.0000% | $5931000.00        | $4832707.98        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 4.5000%  | 0.0000% | $12000.00          | $9694.69           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3823.72           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 5.5000%  | 0.0000% | $967000.00         | $765108.39         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 4.5000%  | 0.0000% | $121000.00         | $101949.14         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $7148000.00        | $5667844.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $111000.00         | $93753.26          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 6.0000%  | 0.0000% | $1022000.00        | $778759.52         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 4.5000%  | 0.0000% | $647237.00         | $558255.96         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 4.5000%  | 0.0000% | $218000.00         | $189963.63         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.0000%  | 0.0000% | $14943600.00       | $11523904.46       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 5.0000%  | 0.0000% | $216000.00         | $195846.86         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 5.5000%  | 0.0000% | $4310000.00        | $3704368.95        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 6.0000%  | 0.0000% | $1910244.00        | $1447645.43        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4379.77           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 2.5000%  | 0.0000% | $10905000.00       | $8194771.17        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 4.0000%  | 0.0000% | $1984000.00        | $1581654.95        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $170000.00         | $137818.13         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $734000.00         | $641966.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-09-01      | 4.0000%  | 0.0000% | $2000000.00        | $227433.55         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-03-01      | 3.0000%  | 0.0000% | $200000.00         | $45491.94          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-05-01      | 3.0000%  | 0.0000% | $100000.00         | $44606.35          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 3.0000%  | 0.0000% | $415000.00         | $154860.32         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.5000%  | 0.0000% | $1625000.00        | $1017862.90        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $9377328.00        | $6264330.53        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 3.0000%  | 0.0000% | $20524480.00       | $12874736.26       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $1343000.00        | $837719.23         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.0000%  | 0.0000% | $1310000.00        | $964393.26         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.5000%  | 0.0000% | $18710000.00       | $12437638.92       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.5000%  | 0.0000% | $95000.00          | $60800.97          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $285000.00         | $218854.21         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 6.0000%  | 0.0000% | $6450000.00        | $4913711.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 4.5000%  | 0.0000% | $21000.00          | $17223.99          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 5.0000%  | 0.0000% | $1433960.00        | $1413178.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.5000%  | 0.0000% | $1525000.00        | $843363.04         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.5000%  | 0.0000% | $22252096.00       | $12666873.66       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.5000%  | 0.0000% | $240000.00         | $146577.96         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $2955380.00        | $2231700.15        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $200000.00         | $166197.00         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $237886.00         | $219510.60         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-04-01      | 2.5000%  | 0.0000% | $18000.00          | $12271.23          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.5000%  | 0.0000% | $1100356.00        | $1067107.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-08-01      | 3.0000%  | 0.0000% | $145913.00         | $84039.00          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $10000.00          | $8707.06           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $511912.00         | $518363.96         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 3.0000%  | 0.0000% | $15710000.00       | $13317838.81       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.0000%  | 0.0000% | $5601536.00        | $4836517.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-03-01      | 4.0000%  | 0.0000% | $6269184.00        | $6045824.10        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-03-01      | 4.5000%  | 0.0000% | $5851512.00        | $5807968.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $18438527.00       | $18761372.84       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $2056080.00        | $2064048.84        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 5.5000%  | 0.0000% | $19636544.00       | $19939624.55       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $1869182.00        | $1665164.79        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.0000%  | 0.0000% | $3750240.00        | $3709791.20        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.0000%  | 0.0000% | $24850000.00       | $24917310.37       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $33249664.00       | $28807680.44       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $90924.48          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.0000%  | 0.0000% | $1071000.00        | $1017448.76        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 6.5000%  | 0.0000% | $15493000.00       | $14635996.15       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.5000%  | 0.0000% | $3814272.00        | $3561060.39        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.5000%  | 0.0000% | $3833560.00        | $4003921.90        | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2025-11-07

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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