# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001145549-25-057983
**Filing Date:** 2025-9
**Character Count:** 660781
**Document Hash:** fd5b2c4efb57fbc5dcff60af723fb9ec
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-057983.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-057983

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**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:** 251299214

**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):** 2025-08-31

**Registrant Full Name:** Master Portfolio Trust

**CIK Number of Registrant:** 0001140869

**LEI of Registrant:** 549300I1QJ6KR2C8FZ09

**Name of Series:** Government Portfolio

**LEI of Series:** 5493001CSMCYHP65OO69

**EDGAR Series Identifier:** S000025611

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 31 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $33040981682.86

- **Amortized Cost of Portfolio Securities:** $33036587694.00

- **Cash:** $820513315.13

- **Total Other Assets:** $75010563.99

- **Total Liabilities:** $957898238.62

- **Net Assets of Series:** $32974213334.50

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $20538192769.94           | $21569461609.17            | 65.2100%                  | 68.4900%                   |
| 2025-08-04 | $19651602555.53           | $20682945968.38            | 64.1300%                  | 67.5000%                   |
| 2025-08-05 | $19685719673.14           | $20517137659.61            | 64.5900%                  | 67.3200%                   |
| 2025-08-06 | $19404139631.93           | $20156211473.74            | 64.1700%                  | 66.6600%                   |
| 2025-08-07 | $20204397232.23           | $20756519953.20            | 65.5100%                  | 67.3000%                   |
| 2025-08-08 | $19909875586.79           | $20662150945.30            | 64.7400%                  | 67.1900%                   |
| 2025-08-11 | $20679510250.70           | $21631590616.00            | 65.4800%                  | 68.4900%                   |
| 2025-08-12 | $20999163389.85           | $21960672385.07            | 65.6400%                  | 68.6500%                   |
| 2025-08-13 | $21255205566.31           | $22216796683.75            | 65.6100%                  | 68.5800%                   |
| 2025-08-14 | $21315583563.25           | $22095451843.58            | 66.0900%                  | 68.5000%                   |
| 2025-08-15 | $21098570635.80           | $22182991276.71            | 65.2700%                  | 68.6300%                   |
| 2025-08-18 | $21673634586.40           | $22982235908.86            | 65.5200%                  | 69.4700%                   |
| 2025-08-19 | $21472023026.74           | $22780739955.76            | 65.3000%                  | 69.2800%                   |
| 2025-08-20 | $21808477356.06           | $23099114891.63            | 65.6900%                  | 69.5800%                   |
| 2025-08-21 | $21809926344.24           | $22573597541.21            | 66.7700%                  | 69.1100%                   |
| 2025-08-22 | $21378480016.12           | $22662338601.05            | 65.2600%                  | 69.1800%                   |
| 2025-08-25 | $21248645717.80           | $22532613780.79            | 65.1200%                  | 69.0600%                   |
| 2025-08-26 | $21632384059.33           | $22916461600.35            | 65.2200%                  | 69.0900%                   |
| 2025-08-27 | $22970761739.19           | $24100149758.29            | 66.6200%                  | 69.9000%                   |
| 2025-08-28 | $25324232140.23           | $26522828597.51            | 67.5300%                  | 70.7300%                   |
| 2025-08-29 | $21500475148.91           | $23179473091.14            | 63.3600%                  | 68.3100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 0.0000%             |
| 2025-08-04 | 0.0000%             |
| 2025-08-05 | 0.0000%             |
| 2025-08-06 | 0.0000%             |
| 2025-08-07 | 0.0000%             |
| 2025-08-08 | 0.0000%             |
| 2025-08-11 | 0.0000%             |
| 2025-08-12 | 0.0000%             |
| 2025-08-13 | 0.0000%             |
| 2025-08-14 | 0.0000%             |
| 2025-08-15 | 0.0000%             |
| 2025-08-18 | 0.0000%             |
| 2025-08-19 | 0.0000%             |
| 2025-08-20 | 0.0000%             |
| 2025-08-21 | 0.0000%             |
| 2025-08-22 | 0.0000%             |
| 2025-08-25 | 0.0000%             |
| 2025-08-26 | 0.0000%             |
| 2025-08-27 | 0.0000%             |
| 2025-08-28 | 0.0000%             |
| 2025-08-29 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 0.0000                      |
|  |  |
| 2025-08-04 | 0.0000                      |
|  |  |
| 2025-08-05 | 0.0000                      |
|  |  |
| 2025-08-06 | 0.0000                      |
|  |  |
| 2025-08-07 | 0.0000                      |
|  |  |
| 2025-08-08 | 0.0000                      |
|  |  |
| 2025-08-11 | 0.0000                      |
|  |  |
| 2025-08-12 | 0.0000                      |
|  |  |
| 2025-08-13 | 0.0000                      |
|  |  |
| 2025-08-14 | 0.0000                      |
|  |  |
| 2025-08-15 | 0.0000                      |
|  |  |
| 2025-08-18 | 0.0000                      |
|  |  |
| 2025-08-19 | 0.0000                      |
|  |  |
| 2025-08-20 | 0.0000                      |
|  |  |
| 2025-08-21 | 0.0000                      |
|  |  |
| 2025-08-22 | 0.0000                      |
|  |  |
| 2025-08-25 | 0.0000                      |
|  |  |
| 2025-08-26 | 0.0000                      |
|  |  |
| 2025-08-27 | 0.0000                      |
|  |  |
| 2025-08-28 | 0.0000                      |
|  |  |
| 2025-08-29 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $32974213334.50

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2714056.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.0000          |
|  |  |
| 2025-08-04 | 0.0000          |
|  |  |
| 2025-08-05 | 0.0000          |
|  |  |
| 2025-08-06 | 0.0000          |
|  |  |
| 2025-08-07 | 0.0000          |
|  |  |
| 2025-08-08 | 0.0000          |
|  |  |
| 2025-08-11 | 0.0000          |
|  |  |
| 2025-08-12 | 0.0000          |
|  |  |
| 2025-08-13 | 0.0000          |
|  |  |
| 2025-08-14 | 0.0000          |
|  |  |
| 2025-08-15 | 0.0000          |
|  |  |
| 2025-08-18 | 0.0000          |
|  |  |
| 2025-08-19 | 0.0000          |
|  |  |
| 2025-08-20 | 0.0000          |
|  |  |
| 2025-08-21 | 0.0000          |
|  |  |
| 2025-08-22 | 0.0000          |
|  |  |
| 2025-08-25 | 0.0000          |
|  |  |
| 2025-08-26 | 0.0000          |
|  |  |
| 2025-08-27 | 0.0000          |
|  |  |
| 2025-08-28 | 0.0000          |
|  |  |
| 2025-08-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.00                     | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $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   |
|:---|:---|
| 2025-08-01 | 0.0000%           |
| 2025-08-04 | 0.0000%           |
| 2025-08-05 | 0.0000%           |
| 2025-08-06 | 0.0000%           |
| 2025-08-07 | 0.0000%           |
| 2025-08-08 | 0.0000%           |
| 2025-08-11 | 0.0000%           |
| 2025-08-12 | 0.0000%           |
| 2025-08-13 | 0.0000%           |
| 2025-08-14 | 0.0000%           |
| 2025-08-15 | 0.0000%           |
| 2025-08-18 | 0.0000%           |
| 2025-08-19 | 0.0000%           |
| 2025-08-20 | 0.0000%           |
| 2025-08-21 | 0.0000%           |
| 2025-08-22 | 0.0000%           |
| 2025-08-25 | 0.0000%           |
| 2025-08-26 | 0.0000%           |
| 2025-08-27 | 0.0000%           |
| 2025-08-28 | 0.0000%           |
| 2025-08-29 | 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):** $37884971.07
- **C.18.a - Value (excl. sponsor support):** $37884971.07
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALGR9, C.4 - ISIN: US3130ALGR94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24606753.00
- **C.18.a - Value (excl. sponsor support):** $24606753.00
- **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):** $19871515.40
- **C.18.a - Value (excl. sponsor support):** $19871515.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ATUC9, C.4 - ISIN: US3130ATUC95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $32059027.52
- **C.18.a - Value (excl. sponsor support):** $32059027.52
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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):** $10028195.50
- **C.18.a - Value (excl. sponsor support):** $10028195.50
- **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 4.340000%
- **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):** $75031611.00
- **C.18.a - Value (excl. sponsor support):** $75031611.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **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):** $100049691.00
- **C.18.a - Value (excl. sponsor support):** $100049691.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYDK9, C.4 - ISIN: US3130AYDK99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200161900.24
- **C.18.a - Value (excl. sponsor support):** $200161900.24
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **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):** $50019151.00
- **C.18.a - Value (excl. sponsor support):** $50019151.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **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):** $81045090.27
- **C.18.a - Value (excl. sponsor support):** $81045090.27
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **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):** $130044116.80
- **C.18.a - Value (excl. sponsor support):** $130044116.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **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):** $75048954.75
- **C.18.a - Value (excl. sponsor support):** $75048954.75
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2WK7, C.4 - ISIN: US3130B2WK78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $63507484.75
- **C.18.a - Value (excl. sponsor support):** $63507484.75
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **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):** $6833752.54
- **C.18.a - Value (excl. sponsor support):** $6833752.54
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **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):** $100033923.00
- **C.18.a - Value (excl. sponsor support):** $100033923.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **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):** $100037041.00
- **C.18.a - Value (excl. sponsor support):** $100037041.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **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):** $147785050.37
- **C.18.a - Value (excl. sponsor support):** $147785050.37
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **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):** $150055315.50
- **C.18.a - Value (excl. sponsor support):** $150055315.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **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):** $164684970.04
- **C.18.a - Value (excl. sponsor support):** $164684970.04
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **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):** $199999688.00
- **C.18.a - Value (excl. sponsor support):** $199999688.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LE6, C.4 - ISIN: US313313LE67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19990666.60
- **C.18.a - Value (excl. sponsor support):** $19990666.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ML9, C.4 - ISIN: US313313ML91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $224128750.50
- **C.18.a - Value (excl. sponsor support):** $224128750.50
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MY1, C.4 - ISIN: US313313MY13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $159161777.60
- **C.18.a - Value (excl. sponsor support):** $159161777.60
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MB9, C.4 - ISIN: US313385MB96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169284807.77
- **C.18.a - Value (excl. sponsor support):** $169284807.77
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385ME3, C.4 - ISIN: US313385ME36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99673333.00
- **C.18.a - Value (excl. sponsor support):** $99673333.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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 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: 313385MT0, C.4 - ISIN: US313385MT05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134369625.60
- **C.18.a - Value (excl. sponsor support):** $134369625.60
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $262447615.47
- **C.18.a - Value (excl. sponsor support):** $262447615.47
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385NA0, C.4 - ISIN: US313385NA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59671999.80
- **C.18.a - Value (excl. sponsor support):** $59671999.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385NP7, C.4 - ISIN: US313385NP73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $209534136.58
- **C.18.a - Value (excl. sponsor support):** $209534136.58
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $697955975.00
- **C.18.a - Value (excl. sponsor support):** $697955975.00
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132750658.35
- **C.18.a - Value (excl. sponsor support):** $132750658.35
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133971074.55
- **C.18.a - Value (excl. sponsor support):** $133971074.55
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385NY8, C.4 - ISIN: US313385NY80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79372333.60
- **C.18.a - Value (excl. sponsor support):** $79372333.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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? 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: 313385PD2, C.4 - ISIN: US313385PD26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149641412.81
- **C.18.a - Value (excl. sponsor support):** $149641412.81
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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? 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: 313385PN0, C.4 - ISIN: US313385PN08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $41991888.74
- **C.18.a - Value (excl. sponsor support):** $41991888.74
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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? 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: 313385PT7, C.4 - ISIN: US313385PT77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79201966.40
- **C.18.a - Value (excl. sponsor support):** $79201966.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97772619.78
- **C.18.a - Value (excl. sponsor support):** $97772619.78
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $394491000.00
- **C.18.a - Value (excl. sponsor support):** $394491000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39818261.07
- **C.18.a - Value (excl. sponsor support):** $39818261.07
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENQ78, C.4 - ISIN: US3133ENQ788, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17003893.00
- **C.18.a - Value (excl. sponsor support):** $17003893.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4R3, C.4 - ISIN: US3133EP4R31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155058448.95
- **C.18.a - Value (excl. sponsor support):** $155058448.95
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5M3, C.4 - ISIN: US3133EP5M35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125009338.75
- **C.18.a - Value (excl. sponsor support):** $125009338.75
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: 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):** $5791808.89
- **C.18.a - Value (excl. sponsor support):** $5791808.89
- **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 44: 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):** $29703007.00
- **C.18.a - Value (excl. sponsor support):** $29703007.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $30011413.20
- **C.18.a - Value (excl. sponsor support):** $30011413.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM77, C.4 - ISIN: US3133EPM774, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50000655.50
- **C.18.a - Value (excl. sponsor support):** $50000655.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPU45, C.4 - ISIN: US3133EPU454, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43509672.23
- **C.18.a - Value (excl. sponsor support):** $43509672.23
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $25011910.50
- **C.18.a - Value (excl. sponsor support):** $25011910.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWB7, C.4 - ISIN: US3133EPWB75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25001257.25
- **C.18.a - Value (excl. sponsor support):** $25001257.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: 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):** $47788867.01
- **C.18.a - Value (excl. sponsor support):** $47788867.01
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $72674795.76
- **C.18.a - Value (excl. sponsor support):** $72674795.76
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4Z1, C.4 - ISIN: US3133ER4Z11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999595.90
- **C.18.a - Value (excl. sponsor support):** $44999595.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $109965352.20
- **C.18.a - Value (excl. sponsor support):** $109965352.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $32777200.55
- **C.18.a - Value (excl. sponsor support):** $32777200.55
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $147537608.08
- **C.18.a - Value (excl. sponsor support):** $147537608.08
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBQ3, C.4 - ISIN: US3133ERBQ30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88935759.14
- **C.18.a - Value (excl. sponsor support):** $88935759.14
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $2331642.14
- **C.18.a - Value (excl. sponsor support):** $2331642.14
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $369996958.88
- **C.18.a - Value (excl. sponsor support):** $369996958.88
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $78819366.37
- **C.18.a - Value (excl. sponsor support):** $78819366.37
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39989801.20
- **C.18.a - Value (excl. sponsor support):** $39989801.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $4232681.06
- **C.18.a - Value (excl. sponsor support):** $4232681.06
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHB0, C.4 - ISIN: US3133ERHB07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $27802502.55
- **C.18.a - Value (excl. sponsor support):** $27802502.55
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $15008662.80
- **C.18.a - Value (excl. sponsor support):** $15008662.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKY6, C.4 - ISIN: US3133ERKY62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24993825.50
- **C.18.a - Value (excl. sponsor support):** $24993825.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $50021248.50
- **C.18.a - Value (excl. sponsor support):** $50021248.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $9285876.47
- **C.18.a - Value (excl. sponsor support):** $9285876.47
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $48287889.83
- **C.18.a - Value (excl. sponsor support):** $48287889.83
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $72012898.80
- **C.18.a - Value (excl. sponsor support):** $72012898.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQC8, C.4 - ISIN: US3133ERQC88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149654314.12
- **C.18.a - Value (excl. sponsor support):** $149654314.12
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $3149725.65
- **C.18.a - Value (excl. sponsor support):** $3149725.65
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $50017829.50
- **C.18.a - Value (excl. sponsor support):** $50017829.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSA0, C.4 - ISIN: US3133ERSA05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70000244.30
- **C.18.a - Value (excl. sponsor support):** $70000244.30
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $73439789.41
- **C.18.a - Value (excl. sponsor support):** $73439789.41
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $120048771.60
- **C.18.a - Value (excl. sponsor support):** $120048771.60
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $17795551.90
- **C.18.a - Value (excl. sponsor support):** $17795551.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $7805635.11
- **C.18.a - Value (excl. sponsor support):** $7805635.11
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $2502084.15
- **C.18.a - Value (excl. sponsor support):** $2502084.15
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX55, C.4 - ISIN: US3133ERX553, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59695397.47
- **C.18.a - Value (excl. sponsor support):** $59695397.47
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $88060083.76
- **C.18.a - Value (excl. sponsor support):** $88060083.76
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6355877.64
- **C.18.a - Value (excl. sponsor support):** $6355877.64
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $7005116.93
- **C.18.a - Value (excl. sponsor support):** $7005116.93
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69970051.20
- **C.18.a - Value (excl. sponsor support):** $69970051.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAC1, C.4 - ISIN: US3133ETAC19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14999861.55
- **C.18.a - Value (excl. sponsor support):** $14999861.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $49999904.50
- **C.18.a - Value (excl. sponsor support):** $49999904.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $30009570.00
- **C.18.a - Value (excl. sponsor support):** $30009570.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $90036999.90
- **C.18.a - Value (excl. sponsor support):** $90036999.90
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFZ5, C.4 - ISIN: US3133ETFZ58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35006532.05
- **C.18.a - Value (excl. sponsor support):** $35006532.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $70016804.90
- **C.18.a - Value (excl. sponsor support):** $70016804.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJB4, C.4 - ISIN: US3133ETJB45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149678825.01
- **C.18.a - Value (excl. sponsor support):** $149678825.01
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999773.00
- **C.18.a - Value (excl. sponsor support):** $24999773.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKP1, C.4 - ISIN: US3133ETKP12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100001603.00
- **C.18.a - Value (excl. sponsor support):** $100001603.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLC9, C.4 - ISIN: US3133ETLC99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199993798.00
- **C.18.a - Value (excl. sponsor support):** $199993798.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 93: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $80002255.20
- **C.18.a - Value (excl. sponsor support):** $80002255.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 94: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 7.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74998303.50
- **C.18.a - Value (excl. sponsor support):** $74998303.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 7.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL 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):** $29999884.80
- **C.18.a - Value (excl. sponsor support):** $29999884.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 96: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $9999981.70
- **C.18.a - Value (excl. sponsor support):** $9999981.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 97: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $164999481.90
- **C.18.a - Value (excl. sponsor support):** $164999481.90
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 98: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $44999793.90
- **C.18.a - Value (excl. sponsor support):** $44999793.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **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 99: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $64999747.80
- **C.18.a - Value (excl. sponsor support):** $64999747.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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 100: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $55010974.70
- **C.18.a - Value (excl. sponsor support):** $55010974.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **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 101: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $130022404.20
- **C.18.a - Value (excl. sponsor support):** $130022404.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **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 102: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.340000%
- **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):** $154999412.55
- **C.18.a - Value (excl. sponsor support):** $154999412.55
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **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 103: 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):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 104: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 0.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWZ82, C.4 - ISIN: US3134GWZ825, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $57585167.80
- **C.18.a - Value (excl. sponsor support):** $57585167.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.5900%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 0.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GXHL1, C.4 - ISIN: US3134GXHL12, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $121383215.89
- **C.18.a - Value (excl. sponsor support):** $121383215.89
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 0.7000%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.340000%
- **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):** $148329525.96
- **C.18.a - Value (excl. sponsor support):** $148329525.96
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.340000%
- **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):** $94349843.21
- **C.18.a - Value (excl. sponsor support):** $94349843.21
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.340000%
- **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):** $97460800.00
- **C.18.a - Value (excl. sponsor support):** $97460800.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.340000%
- **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):** $75082475.71
- **C.18.a - Value (excl. sponsor support):** $75082475.71
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.340000%
- **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):** $73045966.64
- **C.18.a - Value (excl. sponsor support):** $73045966.64
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.340000%
- **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):** $419938243.20
- **C.18.a - Value (excl. sponsor support):** $419938243.20
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 112: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G06A6, C.4 - ISIN: US3135G06A65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $21096124.24
- **C.18.a - Value (excl. sponsor support):** $21096124.24
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.5800%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: 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):** $53259258.58
- **C.18.a - Value (excl. sponsor support):** $53259258.58
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.5000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.340000%
- **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):** $75042572.25
- **C.18.a - Value (excl. sponsor support):** $75042572.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.340000%
- **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):** $217151674.58
- **C.18.a - Value (excl. sponsor support):** $217151674.58
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.340000%
- **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):** $87528958.71
- **C.18.a - Value (excl. sponsor support):** $87528958.71
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.340000%
- **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):** $68955642.26
- **C.18.a - Value (excl. sponsor support):** $68955642.26
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.340000%
- **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):** $306962619.03
- **C.18.a - Value (excl. sponsor support):** $306962619.03
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.340000%
- **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):** $87919937.04
- **C.18.a - Value (excl. sponsor support):** $87919937.04
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $88199243.60
- **C.18.a - Value (excl. sponsor support):** $88199243.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $143847420.48
- **C.18.a - Value (excl. sponsor support):** $143847420.48
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149594026.50
- **C.18.a - Value (excl. sponsor support):** $149594026.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **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 123: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297670614.45
- **C.18.a - Value (excl. sponsor support):** $297670614.45
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $133898517.45
- **C.18.a - Value (excl. sponsor support):** $133898517.45
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299502357.00
- **C.18.a - Value (excl. sponsor support):** $299502357.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398679332.00
- **C.18.a - Value (excl. sponsor support):** $398679332.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+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: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $402512196.00
- **C.18.a - Value (excl. sponsor support):** $402512196.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 128: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99356000.00
- **C.18.a - Value (excl. sponsor support):** $99356000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $46346595.66
- **C.18.a - Value (excl. sponsor support):** $46346595.66
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148928055.00
- **C.18.a - Value (excl. sponsor support):** $148928055.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297411303.00
- **C.18.a - Value (excl. sponsor support):** $297411303.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $278748380.23
- **C.18.a - Value (excl. sponsor support):** $278748380.23
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 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):** $161264391.68
- **C.18.a - Value (excl. sponsor support):** $161264391.68
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 134: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $417000956.80
- **C.18.a - Value (excl. sponsor support):** $417000956.80
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $53154131.06
- **C.18.a - Value (excl. sponsor support):** $53154131.06
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: 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):** $139877015.45
- **C.18.a - Value (excl. sponsor support):** $139877015.45
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 137: 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):** $98281250.00
- **C.18.a - Value (excl. sponsor support):** $98281250.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 138: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $130570671.21
- **C.18.a - Value (excl. sponsor support):** $130570671.21
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 139: 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):** $276262906.64
- **C.18.a - Value (excl. sponsor support):** $276262906.64
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 140: 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):** $266292305.37
- **C.18.a - Value (excl. sponsor support):** $266292305.37
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 141: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $322832694.24
- **C.18.a - Value (excl. sponsor support):** $322832694.24
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 5.0000%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55057649.90
- **C.18.a - Value (excl. sponsor support):** $55057649.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 5.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: 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):** $83423973.72
- **C.18.a - Value (excl. sponsor support):** $83423973.72
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 144: 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):** $397996566.90
- **C.18.a - Value (excl. sponsor support):** $397996566.90
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 145: 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):** $181013764.44
- **C.18.a - Value (excl. sponsor support):** $181013764.44
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 146: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44120312.72
- **C.18.a - Value (excl. sponsor support):** $44120312.72
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 147: 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):** $77429515.24
- **C.18.a - Value (excl. sponsor support):** $77429515.24
- **C.19 - Percentage of Net Assets:** 0.2300%
- **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 148: 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):** $150832032.00
- **C.18.a - Value (excl. sponsor support):** $150832032.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 149: 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):** $257552050.14
- **C.18.a - Value (excl. sponsor support):** $257552050.14
- **C.19 - Percentage of Net Assets:** 0.7800%
- **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 150: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10189075
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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    | 2045-12-01      | 3.5000%  | 0.0000% | $300000.00         | $57474.40          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.5000%  | 0.0000% | $1534975.00        | $1424066.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 5.0000%  | 0.0000% | $1028197.00        | $690151.30         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 6.0000%  | 0.0000% | $1016300.00        | $1002011.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $3363843.00        | $3078343.04        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $1363092.00        | $1398202.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $2385301.00        | $2286972.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $2784931.00        | $2875387.21        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $1022699.00        | $1062944.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $15900000.00       | $14963461.96       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $1016650.00        | $1035279.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1170400.00        | $1217116.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $6239711.00        | $6466521.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 6.5000%  | 0.0000% | $1053086.00        | $1100673.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 6.0000%  | 0.0000% | $1122625.00        | $1154409.51        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 3.0000%  | 0.0000% | $3111478.00        | $2201393.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $8144354.00        | $5981826.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.5000%  | 0.0000% | $2924546.00        | $2680415.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $32000000.00       | $25993924.31       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $200000.00         | $148545.56         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 4.5000%  | 0.0000% | $2582989.00        | $1941127.99        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 3.5000%  | 0.0000% | $450000.00         | $149444.71         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $100000.00         | $53855.15          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-10-01      | 4.5000%  | 0.0000% | $1183000.00        | $388068.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-04-01      | 5.5000%  | 0.0000% | $75444.00          | $3289.17           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.0000%  | 0.0000% | $98000.00          | $58191.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-02-01      | 6.0000%  | 0.0000% | $1666020.00        | $1333840.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $186882.00         | $155469.70         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 5.0000%  | 0.0000% | $5695821.00        | $136799.40         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-06-01      | 4.5000%  | 0.0000% | $1698200.00        | $50705.29          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-06-01      | 4.0000%  | 0.0000% | $35000.00          | $4578.31           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 3.5000%  | 0.0000% | $90000.00          | $15520.95          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 5.5000%  | 0.0000% | $12900000.00       | $11246896.78       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.0000%  | 0.0000% | $18800000.00       | $15626473.39       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.5000%  | 0.0000% | $13100000.00       | $13464228.39       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 7.0000%  | 0.0000% | $31300000.00       | $29953605.30       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-03-01      | 6.0000%  | 0.0000% | $2764436.00        | $2727675.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 7.5000%  | 0.0000% | $510289.00         | $374122.63         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 5.0000%  | 0.0000% | $5580249.00        | $54193.08          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 4.0000%  | 0.0000% | $9300000.00        | $1242531.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-05-01      | 4.5000%  | 0.0000% | $1050000.00        | $33089.71          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-07-01      | 2.5000%  | 0.0000% | $1465000.00        | $101722.10         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $688458.00         | $433063.95         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 4.0000%  | 0.0000% | $63000.00          | $5390.84           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 3.5000%  | 0.0000% | $419999.00         | $57732.66          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-10-01      | 6.0000%  | 0.0000% | $200888.00         | $88676.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-02-01      | 6.0000%  | 0.0000% | $15700000.00       | $11953563.97       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $2085000.00        | $1908991.54        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $44629.00          | $33998.81          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-11-01      | 4.5000%  | 0.0000% | $3509576.00        | $3116894.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $29400000.00       | $30336878.51       | Agency Mortgage-Backed Securities |

### Security 151: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10190115
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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    | 2028-10-01      | 3.5000%  | 0.0000% | $25000.00          | $1125.56           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 4.5000%  | 0.0000% | $715485.00         | $7864.57           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.5000%  | 0.0000% | $170000.00         | $127003.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.0000%  | 0.0000% | $2515763.00        | $2519282.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $1929752.00        | $1899871.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.0000%  | 0.0000% | $1039777.00        | $1030120.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $1408811.00        | $1331604.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $7748117.00        | $7911158.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.0000%  | 0.0000% | $23600000.00       | $23291616.18       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 4.5000%  | 0.0000% | $1177435.00        | $1133081.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $304097.00         | $278287.33         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $2983946.00        | $3119184.63        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $3837022.00        | $3864895.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $1459895.00        | $1380593.54        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $1210277.00        | $1253195.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $9786230.00        | $7566844.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 2.0000%  | 0.0000% | $115853.00         | $65966.69          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.5000%  | 0.0000% | $22600000.00       | $15636476.43       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.0000%  | 0.0000% | $29072.00          | $16456.03          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-01-01      | 7.0000%  | 0.0000% | $1040621.00        | $153298.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 2.0000%  | 0.0000% | $838405.00         | $534988.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.5000%  | 0.0000% | $5000000.00        | $3367849.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.5000%  | 0.0000% | $51000.00          | $36550.52          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 5.0000%  | 0.0000% | $662384.00         | $78534.86          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.0000%  | 0.0000% | $1600000.00        | $832989.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-02-01      | 2.0000%  | 0.0000% | $7331825.00        | $4724274.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.0000%  | 0.0000% | $8836029.00        | $8645758.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $10000000.00       | $7244229.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $345843.00         | $268581.17         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-06-01      | 3.5000%  | 0.0000% | $45000.00          | $622.29            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-10-01      | 3.5000%  | 0.0000% | $1133000.00        | $48314.88          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $310000.00         | $291357.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-12-01      | 3.0000%  | 0.0000% | $8861229.00        | $147629.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 4.0000%  | 0.0000% | $5135000.00        | $696577.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-06-01      | 3.5000%  | 0.0000% | $221276.00         | $19211.77          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-09-01      | 2.5000%  | 0.0000% | $264998.00         | $41632.30          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $2211417.00        | $1691287.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-08-01      | 2.5000%  | 0.0000% | $800000.00         | $629958.17         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 3.0000%  | 0.0000% | $101000.00         | $60769.81          | Agency Mortgage-Backed Securities |

### Security 152: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10197325
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2033-09-01      | 7.5000%  | 0.0000% | $8975.00           | $230.39            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-06-01      | 5.0000%  | 0.0000% | $100000.00         | $1044.95           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-05-01      | 4.5000%  | 0.0000% | $842997.00         | $21478.44          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-09-01      | 4.0000%  | 0.0000% | $488999.00         | $44411.68          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-01-01      | 4.5000%  | 0.0000% | $148000.00         | $22179.12          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-04-01      | 3.5000%  | 0.0000% | $600000.00         | $71403.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-01-01      | 3.0000%  | 0.0000% | $55473.00          | $9932.13           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-03-01      | 2.5000%  | 0.0000% | $423698.00         | $88626.22          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.5000%  | 0.0000% | $28033.00          | $20937.30          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.5000%  | 0.0000% | $7146496.00        | $5390826.99        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.0000%  | 0.0000% | $889901.00         | $864243.98         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 4.5000%  | 0.0000% | $482486.00         | $11877.03          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $838729.00         | $825743.23         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 7.0000%  | 0.0000% | $1580740.00        | $1666713.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 7.0000%  | 0.0000% | $9971104.00        | $10554151.04       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $1094408.00        | $1124355.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-03-01      | 3.0000%  | 0.0000% | $89992.00          | $876.41            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.0000%  | 0.0000% | $105793.00         | $104913.74         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $4040496.00        | $4177790.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.0000%  | 0.0000% | $1025000.00        | $1012498.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-08-01      | 4.6000%  | 0.0000% | $6360816.00        | $6091905.84        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 4.5000%  | 0.0000% | $241944.00         | $215794.62         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 5.0000%  | 0.0000% | $118560.00         | $114855.97         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $90000.00          | $86934.71          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 3.0000%  | 0.0000% | $1050000.00        | $770103.79         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 6.0000%  | 0.0000% | $296120.00         | $212803.94         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.0000%  | 0.0000% | $1700000.00        | $1364670.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.5000%  | 0.0000% | $300000.00         | $263063.13         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $14027.00          | $9199.61           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $493215.00         | $327089.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 4.5000%  | 0.0000% | $1483890.00        | $1216413.69        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $190000.00         | $157937.69         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-12-01      | 4.5000%  | 0.0000% | $2010204.00        | $443469.21         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.5000%  | 0.0000% | $842054.00         | $585294.02         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 4.0000%  | 0.0000% | $75954.00          | $67067.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.5000%  | 0.0000% | $2545316.00        | $1959439.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 5.5000%  | 0.0000% | $3374708.00        | $27652.01          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-09-01      | 3.0000%  | 0.0000% | $130081.00         | $34062.41          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 4.5000%  | 0.0000% | $698535.00         | $637058.58         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-09-01      | 3.5000%  | 0.0000% | $29998.00          | $3722.66           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-11-01      | 2.0000%  | 0.0000% | $200000.00         | $123175.55         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.0000%  | 0.0000% | $100000.00         | $85301.20          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $245610.00         | $216171.73         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 3.5000%  | 0.0000% | $1735436.00        | $1671636.77        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-03-01      | 6.6480%  | 0.0000% | $1863120.00        | $1745648.55        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $682516.00         | $603042.81         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 7.0000%  | 0.0000% | $12800000.00       | $8651678.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $36300000.00       | $29156423.23       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $18900000.00       | $19180734.98       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10209765
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY BILL      | 2025-12-26      | 0.0000%  | 0.0000% | $188300.00         | $185889.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2025-09-25      | 0.0000%  | 0.0000% | $116100.00         | $115786.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2025-09-30      | 0.0000%  | 0.0000% | $3648900.00        | $3636851.33        | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2025-12-18      | 0.0000%  | 0.0000% | $600.00            | $592.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.31             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2045-02-15      | 2.5000%  | 0.0000% | $556800.00         | $387850.78         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2045-02-15      | 0.7500%  | 0.0000% | $557300.00         | $552678.59         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2046-02-15      | 2.5000%  | 0.0000% | $37600000.00       | $25735713.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2050-08-15      | 1.3750%  | 0.0000% | $400.00            | $193.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2050-11-15      | 1.6250%  | 0.0000% | $2923800.00        | $1520632.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2051-02-15      | 1.8750%  | 0.0000% | $31000000.00       | $17122138.09       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $65.90             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2051-08-15      | 2.0000%  | 0.0000% | $252600.00         | $142675.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2041-08-15      | 1.7500%  | 0.0000% | $1200.00           | $793.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2052-02-15      | 2.2500%  | 0.0000% | $21100000.00       | $12618049.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2052-08-15      | 3.0000%  | 0.0000% | $143700.00         | $101721.39         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2053-05-15      | 3.6250%  | 0.0000% | $480800.00         | $389284.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-05-15      | 4.6250%  | 0.0000% | $117400.00         | $113355.92         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-08-15      | 4.2500%  | 0.0000% | $409500.00         | $366830.04         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-08-15      | 4.2500%  | 0.0000% | $519300.00         | $465188.86         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2055-02-15      | 2.3750%  | 0.0000% | $794900.00         | $768888.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-02-15      | 2.7500%  | 0.0000% | $1151200.00        | $1129451.75        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2026-07-15      | 0.1250%  | 0.0000% | $1669100.00        | $2236019.23        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2031-01-15      | 0.1250%  | 0.0000% | $232900.00         | $272086.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-02-15      | 1.1250%  | 0.0000% | $2400.00           | $2095.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-04-30      | 0.7500%  | 0.0000% | $292200.00         | $286743.17         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2031-07-15      | 0.1250%  | 0.0000% | $1181100.00        | $1332480.87        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2027-10-15      | 1.6250%  | 0.0000% | $43500000.00       | $48586091.77       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2027-10-15      | 1.6250%  | 0.0000% | $200.00            | $223.21            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2033-01-15      | 1.1250%  | 0.0000% | $600.00            | $631.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $102.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-04-15      | 3.7500%  | 0.0000% | $1382000.00        | $1399127.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2033-05-15      | 3.3750%  | 0.0000% | $39200000.00       | $37880828.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-09-30      | 4.6250%  | 0.0000% | $7500.00           | $7864.79           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $104.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1034.23           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-04-15      | 4.5000%  | 0.0000% | $12700000.00       | $13011666.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-04-30      | 4.6250%  | 0.0000% | $989000.00         | $1045713.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-05-31      | 4.5000%  | 0.0000% | $35500.00          | $36957.76          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-06-30      | 4.2500%  | 0.0000% | $530400.00         | $545566.44         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-07-15      | 4.3750%  | 0.0000% | $341400.00         | $347599.78         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-07-15      | 4.3750%  | 0.0000% | $300.00            | $305.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-09-30      | 3.6250%  | 0.0000% | $1000.00           | $1003.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-09-30      | 3.5000%  | 0.0000% | $25100.00          | $25321.86          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2034-11-15      | 4.2500%  | 0.0000% | $9400.00           | $9572.03           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-02-29      | 4.1250%  | 0.0000% | $3375300.00        | $3489786.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-06-30      | 4.0000%  | 0.0000% | $28800000.00       | $29087771.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2035-08-15      | 4.2500%  | 0.0000% | $523000.00         | $524558.46         | U.S. Treasuries (including strips) |

### Security 154: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10248115
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac          | 2043-12-01      | 4.0000%  | 0.0000% | $13900000.00       | $1791545.50        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2047-11-01      | 4.0000%  | 0.0000% | $6464790.00        | $2006276.77        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2048-04-01      | 4.5000%  | 0.0000% | $6265395.00        | $1308381.68        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2048-07-01      | 4.5000%  | 0.0000% | $4321659.00        | $2115165.57        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2048-05-01      | 4.5000%  | 0.0000% | $6063252.00        | $2284168.07        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2048-08-01      | 4.0000%  | 0.0000% | $16300000.00       | $2876678.10        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2048-08-01      | 4.0000%  | 0.0000% | $4034225.00        | $1469772.47        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2042-06-01      | 4.0000%  | 0.0000% | $24300000.00       | $1415015.60        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2042-06-01      | 3.5000%  | 0.0000% | $16000000.00       | $2533525.26        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2042-06-01      | 4.0000%  | 0.0000% | $18200000.00       | $2657516.12        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2042-08-01      | 4.0000%  | 0.0000% | $11000000.00       | $1095436.06        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2042-10-01      | 3.5000%  | 0.0000% | $2297507.00        | $518085.55         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2042-10-01      | 3.5000%  | 0.0000% | $1771309.00        | $331818.96         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2043-01-01      | 3.5000%  | 0.0000% | $5283409.00        | $934216.72         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2043-12-01      | 4.0000%  | 0.0000% | $3500000.00        | $523081.54         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2044-02-01      | 4.5000%  | 0.0000% | $7868059.00        | $1608936.20        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2034-06-01      | 4.5000%  | 0.0000% | $5884151.00        | $150606.87         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2035-09-01      | 6.0000%  | 0.0000% | $28000000.00       | $304178.37         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2053-12-01      | 7.0000%  | 0.0000% | $4042449.00        | $3281182.12        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2054-01-01      | 7.0000%  | 0.0000% | $1890571.00        | $1276388.05        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2054-05-01      | 6.0000%  | 0.0000% | $2219292.00        | $2047462.97        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2054-07-01      | 6.0000%  | 0.0000% | $2476664.00        | $2522490.84        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2054-10-01      | 6.0000%  | 0.0000% | $1356905.00        | $1397911.28        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2040-02-01      | 5.5000%  | 0.0000% | $7962109.00        | $757935.89         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2035-11-01      | 5.5000%  | 0.0000% | $8996296.00        | $1123940.09        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2040-06-01      | 5.5000%  | 0.0000% | $3702334.00        | $238978.94         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2040-10-01      | 4.5000%  | 0.0000% | $2760069.00        | $278105.46         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2040-10-01      | 4.5000%  | 0.0000% | $3202089.00        | $154752.26         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2041-03-01      | 4.5000%  | 0.0000% | $19700000.00       | $2183617.37        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2040-11-01      | 4.0000%  | 0.0000% | $30200000.00       | $2732175.49        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-12-01      | 5.5000%  | 0.0000% | $1024263.00        | $1041407.64        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-02-01      | 5.5000%  | 0.0000% | $2950192.00        | $2969441.14        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-02-01      | 5.5000%  | 0.0000% | $2567739.00        | $2586626.39        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-04-01      | 5.5000%  | 0.0000% | $2892280.00        | $2925234.39        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-04-01      | 6.5000%  | 0.0000% | $2521742.00        | $2638515.08        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-04-01      | 7.0000%  | 0.0000% | $2332509.00        | $2459220.47        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-05-01      | 6.5000%  | 0.0000% | $1081520.00        | $1136036.57        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-06-01      | 6.0000%  | 0.0000% | $997132.00         | $1027508.04        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-06-01      | 6.0000%  | 0.0000% | $3163350.00        | $3252390.33        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-06-01      | 6.5000%  | 0.0000% | $1074747.00        | $1128892.53        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-06-01      | 6.5000%  | 0.0000% | $3269858.00        | $3347158.65        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-07-01      | 6.5000%  | 0.0000% | $1204500.00        | $1265123.31        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-06-01      | 6.0000%  | 0.0000% | $1301375.00        | $1334669.59        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-07-01      | 6.0000%  | 0.0000% | $1645673.00        | $1687730.71        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-06-01      | 6.0000%  | 0.0000% | $1913079.00        | $1910497.60        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2054-08-01      | 6.0000%  | 0.0000% | $1944962.00        | $1914399.15        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2054-08-01      | 5.5000%  | 0.0000% | $1287536.00        | $1291404.60        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2054-10-01      | 5.5000%  | 0.0000% | $1215227.00        | $1167927.31        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-01-01      | 5.5000%  | 0.0000% | $1702900.00        | $1720644.48        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-02-01      | 5.5000%  | 0.0000% | $3386581.00        | $3430822.57        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-02-01      | 5.5000%  | 0.0000% | $2123050.00        | $1913030.69        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-02-01      | 6.0000%  | 0.0000% | $2060105.00        | $2131642.01        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-01-01      | 7.0000%  | 0.0000% | $2121302.00        | $1993657.05        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-01-01      | 7.0000%  | 0.0000% | $2028992.00        | $1656987.83        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-04-01      | 6.0000%  | 0.0000% | $2556708.00        | $2650228.76        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-08-01      | 6.0000%  | 0.0000% | $2190241.00        | $2272415.92        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-08-01      | 6.5000%  | 0.0000% | $1006022.00        | $1052747.25        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-08-01      | 6.0000%  | 0.0000% | $1218350.00        | $1258086.08        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-07-01      | 6.0000%  | 0.0000% | $1046915.00        | $1088775.55        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-08-01      | 6.0000%  | 0.0000% | $3123830.00        | $3209828.00        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-08-01      | 6.5000%  | 0.0000% | $1355780.00        | $1414940.21        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-04-01      | 6.5000%  | 0.0000% | $1268250.00        | $1319690.22        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-08-01      | 6.0000%  | 0.0000% | $1342240.00        | $1384701.32        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-05-01      | 6.5000%  | 0.0000% | $1082000.00        | $1127405.69        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.5000%  | 0.0000% | $1149405.00        | $1197819.07        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.5000%  | 0.0000% | $1096729.00        | $1140273.48        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.5000%  | 0.0000% | $1491493.00        | $1554757.32        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-06-01      | 6.0000%  | 0.0000% | $1441372.00        | $1480367.84        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-08-01      | 6.0000%  | 0.0000% | $2397775.00        | $2475095.25        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-07-01      | 6.5000%  | 0.0000% | $1065655.00        | $1111916.74        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-08-01      | 6.0000%  | 0.0000% | $1052437.00        | $1090405.42        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-08-01      | 6.0000%  | 0.0000% | $1883023.00        | $1933574.01        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-08-01      | 6.0000%  | 0.0000% | $1186880.00        | $1219592.39        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-08-01      | 6.5000%  | 0.0000% | $1159452.00        | $1211770.60        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-07-01      | 6.0000%  | 0.0000% | $2367472.00        | $2430758.47        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-08-01      | 6.0000%  | 0.0000% | $1393518.00        | $1430646.43        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-08-01      | 5.5000%  | 0.0000% | $2578022.00        | $2627086.34        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-08-01      | 6.5000%  | 0.0000% | $1199562.00        | $1267594.63        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-08-01      | 6.0000%  | 0.0000% | $3474898.00        | $3572565.80        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-09-01      | 6.5000%  | 0.0000% | $1377391.00        | $1448447.24        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-09-01      | 6.5000%  | 0.0000% | $1027465.00        | $1086687.63        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-09-01      | 6.5000%  | 0.0000% | $1003082.00        | $1060379.60        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2034-04-01      | 4.5000%  | 0.0000% | $46100000.00       | $45961298.77       | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-03-01      | 5.0000%  | 0.0000% | $1604929.00        | $1442156.74        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2049-10-01      | 3.5000%  | 0.0000% | $4885456.00        | $3686974.16        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.0000%  | 0.0000% | $1173863.00        | $1204134.95        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.0000%  | 0.0000% | $3277893.00        | $3362143.48        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.5000%  | 0.0000% | $2296100.00        | $2406681.17        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.5000%  | 0.0000% | $1867214.00        | $1954987.13        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.5000%  | 0.0000% | $3167935.00        | $3293391.22        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.5000%  | 0.0000% | $1506357.00        | $1585456.19        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.5000%  | 0.0000% | $1994450.00        | $2084962.76        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.5000%  | 0.0000% | $2738920.00        | $2858939.22        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-07-01      | 7.0000%  | 0.0000% | $1632500.00        | $1727526.17        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-07-01      | 6.0000%  | 0.0000% | $1207168.00        | $1241860.52        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.5000%  | 0.0000% | $1087148.00        | $1131554.12        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.5000%  | 0.0000% | $1052392.00        | $1098276.92        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-07-01      | 6.5000%  | 0.0000% | $2379810.00        | $2485204.23        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-07-01      | 6.5000%  | 0.0000% | $3151250.00        | $3290661.84        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-05-01      | 6.5000%  | 0.0000% | $1067050.00        | $1081275.48        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-07-01      | 6.0000%  | 0.0000% | $1633396.00        | $1675276.94        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.5000%  | 0.0000% | $1166000.00        | $1220821.72        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-07-01      | 6.5000%  | 0.0000% | $1457500.00        | $1519023.38        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-07-01      | 6.5000%  | 0.0000% | $440306.00         | $467484.13         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-07-01      | 6.5000%  | 0.0000% | $538201.00         | $569525.67         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-08-01      | 6.5000%  | 0.0000% | $1010928.00        | $1056334.39        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-08-01      | 6.5000%  | 0.0000% | $1022138.00        | $1084616.75        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-09-01      | 6.5000%  | 0.0000% | $1269956.00        | $1331239.70        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-09-01      | 6.0000%  | 0.0000% | $1042597.00        | $1081723.23        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-08-01      | 6.5000%  | 0.0000% | $1758300.00        | $1838344.07        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-07-01      | 6.0000%  | 0.0000% | $1853186.00        | $1929130.80        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-07-01      | 6.5000%  | 0.0000% | $1959324.00        | $2067197.63        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-08-01      | 6.5000%  | 0.0000% | $2412893.00        | $2528040.01        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-09-01      | 6.5000%  | 0.0000% | $2955031.00        | $3090718.80        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-09-01      | 6.5000%  | 0.0000% | $1020810.00        | $1079646.99        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-09-01      | 6.5000%  | 0.0000% | $1113450.00        | $1174564.55        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-08-01      | 6.5000%  | 0.0000% | $1006650.00        | $1053403.41        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2045-08-01      | 3.5000%  | 0.0000% | $9297548.00        | $1541365.42        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2046-02-01      | 4.0000%  | 0.0000% | $2862183.00        | $516522.43         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2046-08-01      | 4.0000%  | 0.0000% | $2714179.00        | $840230.71         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2046-09-01      | 4.0000%  | 0.0000% | $1602044.00        | $162539.72         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2047-02-01      | 3.5000%  | 0.0000% | $10100000.00       | $3080781.00        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2047-03-01      | 3.5000%  | 0.0000% | $9087651.00        | $3441994.47        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2047-06-01      | 4.0000%  | 0.0000% | $2894974.00        | $953556.01         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2047-07-01      | 4.0000%  | 0.0000% | $3585023.00        | $1373615.82        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2047-08-01      | 4.0000%  | 0.0000% | $15200000.00       | $2900281.89        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2047-10-01      | 4.0000%  | 0.0000% | $5042494.00        | $1153037.37        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-04-01      | 4.5000%  | 0.0000% | $9570364.00        | $1883635.43        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-07-01      | 4.0000%  | 0.0000% | $1932421.00        | $406161.23         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-02-01      | 4.0000%  | 0.0000% | $1900000.00        | $445072.15         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-05-01      | 4.0000%  | 0.0000% | $2955771.00        | $806570.65         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-08-01      | 4.5000%  | 0.0000% | $3400000.00        | $854645.94         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-04-01      | 5.0000%  | 0.0000% | $3889577.00        | $313673.50         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-05-01      | 5.5000%  | 0.0000% | $1598926.00        | $103975.96         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-06-01      | 5.0000%  | 0.0000% | $4190821.00        | $222034.96         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-06-01      | 5.5000%  | 0.0000% | $1508847.00        | $89005.13          | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-06-01      | 5.5000%  | 0.0000% | $5678237.00        | $429371.14         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-06-01      | 5.0000%  | 0.0000% | $9988776.00        | $521568.97         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-07-01      | 5.0000%  | 0.0000% | $6098841.00        | $123309.30         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-07-01      | 5.0000%  | 0.0000% | $10100000.00       | $461048.34         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-07-01      | 5.0000%  | 0.0000% | $6307887.00        | $515587.88         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-07-01      | 5.5000%  | 0.0000% | $3511192.00        | $267140.32         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-07-01      | 5.0000%  | 0.0000% | $5075274.00        | $473863.93         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-07-01      | 5.0000%  | 0.0000% | $5074559.00        | $554777.47         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-07-01      | 5.0000%  | 0.0000% | $12900000.00       | $867018.64         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-07-01      | 5.0000%  | 0.0000% | $6584882.00        | $237610.70         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-07-01      | 5.0000%  | 0.0000% | $5445994.00        | $186760.25         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-09-01      | 4.0000%  | 0.0000% | $2684964.00        | $77771.27          | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2028-03-01      | 3.0000%  | 0.0000% | $1010994.00        | $25017.88          | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2048-09-01      | 4.5000%  | 0.0000% | $8999982.00        | $1459301.64        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2049-04-01      | 4.5000%  | 0.0000% | $18300000.00       | $3144877.26        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2044-02-01      | 4.0000%  | 0.0000% | $14200000.00       | $3009025.54        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2046-09-01      | 3.5000%  | 0.0000% | $1465375.00        | $390377.91         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2046-10-01      | 4.0000%  | 0.0000% | $7504249.00        | $1945068.41        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2047-02-01      | 4.0000%  | 0.0000% | $6842817.00        | $1790982.45        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2047-04-01      | 3.5000%  | 0.0000% | $2205404.00        | $783820.68         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2047-08-01      | 4.0000%  | 0.0000% | $18800000.00       | $3274786.54        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2047-10-01      | 4.5000%  | 0.0000% | $13300000.00       | $3187902.63        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2048-07-01      | 4.0000%  | 0.0000% | $13100000.00       | $3309964.45        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2048-09-01      | 4.0000%  | 0.0000% | $18300000.00       | $3359515.52        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2048-10-01      | 4.5000%  | 0.0000% | $1917368.00        | $1078947.25        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2048-11-01      | 5.0000%  | 0.0000% | $3560218.00        | $1436979.39        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2031-03-15      | 7.0000%  | 0.0000% | $1814141.00        | $131384.72         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2052-11-01      | 5.5000%  | 0.0000% | $2971573.00        | $2263729.71        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2052-08-01      | 5.0000%  | 0.0000% | $2274570.00        | $1913834.22        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2052-11-01      | 5.5000%  | 0.0000% | $4615995.00        | $3501495.75        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2052-10-01      | 5.0000%  | 0.0000% | $1426207.00        | $1120214.64        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2053-02-01      | 5.0000%  | 0.0000% | $2602200.00        | $2041949.76        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2053-06-01      | 6.0000%  | 0.0000% | $1889246.00        | $1667032.34        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2053-02-01      | 6.5000%  | 0.0000% | $2471691.00        | $1597314.36        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2053-04-01      | 5.5000%  | 0.0000% | $4040000.00        | $3385381.76        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2053-06-01      | 5.5000%  | 0.0000% | $2575139.00        | $1794600.24        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2053-05-01      | 5.5000%  | 0.0000% | $4219973.00        | $3748044.65        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2053-07-01      | 5.5000%  | 0.0000% | $3136800.00        | $2553531.76        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2053-07-01      | 5.5000%  | 0.0000% | $3386082.00        | $3356189.30        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2053-07-01      | 5.5000%  | 0.0000% | $2841827.00        | $2790809.99        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2053-08-01      | 5.0000%  | 0.0000% | $4047400.00        | $1865116.92        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2053-11-01      | 6.5000%  | 0.0000% | $2071651.00        | $1991330.25        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2047-06-01      | 3.5000%  | 0.0000% | $6800000.00        | $2072891.72        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-09-01      | 4.5000%  | 0.0000% | $9753159.00        | $2848636.61        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-09-01      | 4.5000%  | 0.0000% | $3951528.00        | $1203427.78        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-05-01      | 4.0000%  | 0.0000% | $2329613.00        | $270201.35         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-08-01      | 4.5000%  | 0.0000% | $8058708.00        | $2590871.04        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-07-01      | 4.0000%  | 0.0000% | $11600000.00       | $1837952.55        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-05-01      | 4.0000%  | 0.0000% | $3069488.00        | $757429.95         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-06-01      | 4.0000%  | 0.0000% | $2453872.00        | $962747.76         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-08-01      | 4.5000%  | 0.0000% | $1209358.00        | $499605.66         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-11-01      | 4.5000%  | 0.0000% | $7595096.00        | $2196036.44        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-10-01      | 4.5000%  | 0.0000% | $3917154.00        | $814235.83         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-11-01      | 4.0000%  | 0.0000% | $2479005.00        | $752896.33         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-09-01      | 4.5000%  | 0.0000% | $10100000.00       | $1897861.45        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-11-01      | 4.0000%  | 0.0000% | $2517782.00        | $599760.96         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2049-03-01      | 4.0000%  | 0.0000% | $3089287.00        | $480198.61         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2049-10-01      | 3.0000%  | 0.0000% | $3114246.00        | $2279186.56        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2050-10-01      | 3.0000%  | 0.0000% | $7452000.00        | $2626637.52        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-02-01      | 6.5000%  | 0.0000% | $2533834.00        | $2320708.50        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-02-01      | 6.5000%  | 0.0000% | $3095001.00        | $3185156.63        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-06-01      | 6.0000%  | 0.0000% | $1785462.00        | $1821301.19        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-07-01      | 6.0000%  | 0.0000% | $2481862.00        | $2548203.83        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2043-04-01      | 4.0000%  | 0.0000% | $5000000.00        | $800588.52         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2043-05-01      | 3.5000%  | 0.0000% | $15800000.00       | $1966568.50        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2043-08-01      | 3.5000%  | 0.0000% | $11800000.00       | $2601550.95        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2033-08-01      | 3.5000%  | 0.0000% | $17400000.00       | $2109410.51        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-02-01      | 6.5000%  | 0.0000% | $3115718.00        | $2467404.51        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-02-01      | 5.5000%  | 0.0000% | $2138485.00        | $2158252.97        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-03-01      | 6.5000%  | 0.0000% | $2611148.00        | $2518157.50        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2055-02-01      | 6.5000%  | 0.0000% | $2193848.00        | $2295481.73        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2043-09-01      | 4.5000%  | 0.0000% | $14000000.00       | $2214616.70        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2043-12-01      | 4.0000%  | 0.0000% | $16300000.00       | $3199342.57        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2042-02-01      | 4.0000%  | 0.0000% | $23000000.00       | $1814799.60        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2045-03-01      | 3.5000%  | 0.0000% | $8512149.00        | $1907466.06        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2045-07-01      | 3.5000%  | 0.0000% | $10900000.00       | $2510946.82        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2045-08-01      | 3.5000%  | 0.0000% | $14200000.00       | $2247160.04        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2040-12-01      | 5.5000%  | 0.0000% | $2054221.00        | $98640.44          | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2041-02-01      | 6.0000%  | 0.0000% | $1087942.00        | $92292.30          | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2033-05-01      | 5.5000%  | 0.0000% | $1691735.00        | $191858.21         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2041-03-01      | 5.5000%  | 0.0000% | $2312722.00        | $77160.16          | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2041-03-01      | 5.5000%  | 0.0000% | $3436366.00        | $96089.44          | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2041-02-01      | 5.5000%  | 0.0000% | $1535056.00        | $83142.43          | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2041-03-01      | 5.5000%  | 0.0000% | $8449196.00        | $802384.18         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2041-02-01      | 5.5000%  | 0.0000% | $1093165.00        | $89162.73          | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2041-03-01      | 5.5000%  | 0.0000% | $1523688.00        | $85848.40          | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2041-05-01      | 5.5000%  | 0.0000% | $6902694.00        | $508141.58         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2036-08-01      | 4.5000%  | 0.0000% | $3396997.00        | $421668.14         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2042-03-01      | 3.5000%  | 0.0000% | $20300000.00       | $2672464.95        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2032-02-01      | 6.0000%  | 0.0000% | $17600000.00       | $366905.67         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2041-06-01      | 4.5000%  | 0.0000% | $18600000.00       | $2297661.67        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2042-04-01      | 3.5000%  | 0.0000% | $26000000.00       | $3659936.02        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2042-03-01      | 3.5000%  | 0.0000% | $3345000.00        | $374649.08         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2044-10-01      | 4.0000%  | 0.0000% | $5139457.00        | $815227.98         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2045-11-01      | 3.5000%  | 0.0000% | $12000000.00       | $2771186.35        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2054-02-01      | 7.0000%  | 0.0000% | $1141688.00        | $1024358.04        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2037-03-01      | 6.5000%  | 0.0000% | $6000000.00        | $224104.63         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2038-10-01      | 6.5000%  | 0.0000% | $46000000.00       | $733150.54         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2042-01-01      | 4.0000%  | 0.0000% | $4392966.00        | $825610.87         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2042-03-01      | 4.0000%  | 0.0000% | $26500000.00       | $2191279.18        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2042-04-01      | 4.0000%  | 0.0000% | $31700000.00       | $2259100.07        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2037-05-01      | 3.5000%  | 0.0000% | $30500000.00       | $1980584.88        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2042-10-01      | 3.5000%  | 0.0000% | $8932000.00        | $1540800.87        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2034-07-01      | 5.0000%  | 0.0000% | $22400000.00       | $881871.87         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2038-01-01      | 5.5000%  | 0.0000% | $11500000.00       | $855790.97         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2040-01-01      | 5.5000%  | 0.0000% | $9880005.00        | $425791.42         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2043-07-01      | 3.5000%  | 0.0000% | $21100000.00       | $3595436.47        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2029-05-01      | 3.5000%  | 0.0000% | $6755000.00        | $417569.86         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2052-11-01      | 6.0000%  | 0.0000% | $4526918.00        | $3400099.68        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-05-01      | 7.0000%  | 0.0000% | $1215942.00        | $951640.33         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-05-01      | 5.5000%  | 0.0000% | $1159770.00        | $1032615.57        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2036-04-01      | 6.0000%  | 0.0000% | $40800000.00       | $173218.15         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2035-11-01      | 5.5000%  | 0.0000% | $26400000.00       | $1087578.09        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2038-10-01      | 7.0000%  | 0.0000% | $35500000.00       | $630780.69         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2039-09-01      | 6.0000%  | 0.0000% | $2507708.00        | $199825.92         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2039-11-01      | 5.5000%  | 0.0000% | $15900000.00       | $864669.11         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-01-01      | 5.5000%  | 0.0000% | $1164381.00        | $204716.82         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-02-01      | 5.5000%  | 0.0000% | $5036246.00        | $147518.47         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-02-01      | 5.5000%  | 0.0000% | $1307573.00        | $118049.22         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-03-01      | 5.5000%  | 0.0000% | $1119610.00        | $105572.46         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-06-01      | 5.5000%  | 0.0000% | $3524380.00        | $199270.99         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-06-01      | 5.5000%  | 0.0000% | $1389545.00        | $232186.34         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-04-01      | 5.5000%  | 0.0000% | $1678496.00        | $67659.37          | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-05-01      | 5.5000%  | 0.0000% | $1118175.00        | $170591.83         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-06-01      | 5.5000%  | 0.0000% | $1583822.00        | $112112.91         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-07-01      | 5.5000%  | 0.0000% | $1482660.00        | $124773.86         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-08-01      | 5.0000%  | 0.0000% | $15200000.00       | $706986.26         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-08-01      | 5.5000%  | 0.0000% | $2001619.00        | $190480.35         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-09-01      | 5.0000%  | 0.0000% | $3232398.00        | $292620.59         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2035-06-01      | 5.5000%  | 0.0000% | $27600000.00       | $796284.45         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2035-08-01      | 5.0000%  | 0.0000% | $6337399.00        | $106453.98         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2037-06-01      | 8.0000%  | 0.0000% | $58800000.00       | $1465092.97        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2032-12-01      | 6.0000%  | 0.0000% | $82800000.00       | $513777.79         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2037-08-01      | 7.5000%  | 0.0000% | $2694536.00        | $245452.90         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2035-05-01      | 5.5000%  | 0.0000% | $4900256.00        | $100048.73         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-05-01      | 5.5000%  | 0.0000% | $50000000.00       | $2224004.50        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2040-03-01      | 5.5000%  | 0.0000% | $50000000.00       | $1467756.19        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-03-01      | 5.5000%  | 0.0000% | $1332161.00        | $196594.25         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2041-03-01      | 5.0000%  | 0.0000% | $3598053.00        | $352313.61         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2033-06-01      | 5.5000%  | 0.0000% | $4411532.00        | $134949.69         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2035-08-01      | 5.5000%  | 0.0000% | $2629970.00        | $75430.42          | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2035-09-01      | 5.5000%  | 0.0000% | $2867914.00        | $93714.49          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90773 G | 2040-01-01      | 5.5000%  | 0.0000% | $15500000.00       | $339669.34         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2052-04-01      | 3.0000%  | 0.0000% | $5604000.00        | $3632329.70        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2052-04-01      | 4.5000%  | 0.0000% | $1954863.00        | $1529418.93        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2052-10-01      | 5.0000%  | 0.0000% | $2175963.00        | $2061944.08        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2052-10-01      | 5.0000%  | 0.0000% | $4966669.00        | $3434078.18        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2052-11-01      | 5.5000%  | 0.0000% | $2716812.00        | $2215684.73        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2052-11-01      | 6.0000%  | 0.0000% | $4461000.00        | $3688793.15        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2053-03-01      | 6.0000%  | 0.0000% | $1959301.00        | $1317070.57        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2053-03-01      | 5.5000%  | 0.0000% | $1190890.00        | $1100590.62        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2053-04-01      | 6.0000%  | 0.0000% | $1111416.00        | $998130.15         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2053-04-01      | 5.5000%  | 0.0000% | $3438201.00        | $2677544.28        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2053-05-01      | 4.5000%  | 0.0000% | $1601192.00        | $1501217.67        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2053-06-01      | 5.5000%  | 0.0000% | $1083672.00        | $1080610.45        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2053-07-01      | 6.0000%  | 0.0000% | $2553622.00        | $2141385.87        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2053-08-01      | 6.5000%  | 0.0000% | $1513047.00        | $1578141.72        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2053-07-01      | 6.5000%  | 0.0000% | $1008409.00        | $844863.35         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2053-11-01      | 7.0000%  | 0.0000% | $2918848.00        | $1545633.50        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2053-12-01      | 6.5000%  | 0.0000% | $2592177.00        | $1590290.44        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2053-11-01      | 7.0000%  | 0.0000% | $2000825.00        | $1532071.40        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2053-11-01      | 6.5000%  | 0.0000% | $3562633.00        | $2065118.39        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2053-12-01      | 6.5000%  | 0.0000% | $1057116.00        | $875371.02         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-08-01      | 6.0000%  | 0.0000% | $3244011.00        | $3280881.26        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-08-01      | 6.0000%  | 0.0000% | $1077113.00        | $991698.05         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-08-01      | 6.5000%  | 0.0000% | $1228436.00        | $1192864.63        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-09-01      | 6.0000%  | 0.0000% | $1070465.00        | $959245.59         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-09-01      | 6.0000%  | 0.0000% | $1123255.00        | $1022298.67        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2052-06-01      | 5.0000%  | 0.0000% | $3800000.00        | $2656824.84        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-10-01      | 5.5000%  | 0.0000% | $2222964.00        | $2044025.97        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-10-01      | 5.5000%  | 0.0000% | $2901985.00        | $2754634.28        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-10-01      | 5.5000%  | 0.0000% | $1007498.00        | $949119.94         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-10-01      | 5.5000%  | 0.0000% | $1313356.00        | $1324092.05        | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-11-01      | 5.5000%  | 0.0000% | $790000.00         | $763781.23         | Agency Mortgage-Backed Securities |
| Freddie Mac          | 2054-12-01      | 6.0000%  | 0.0000% | $3664207.00        | $3316040.24        | Agency Mortgage-Backed Securities |

### Security 155: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10254745
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIEMAE STRIPS         | 2026-01-15      | 0.0000%  | 0.0000% | $771000.00         | $758864.46         | Agency Debentures and Agency Strips |
| FANNIEMAE STRIPS         | 2030-05-15      | 0.0000%  | 0.0000% | $978000.00         | $809885.71         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2032-07-19      | 3.0500%  | 0.0000% | $20000.00          | $18760.58          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2039-08-08      | 3.3300%  | 0.0000% | $5000.00           | $4207.71           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-08-02      | 2.5900%  | 0.0000% | $15000.00          | $14705.14          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2030-05-01      | 2.9000%  | 0.0000% | $5000.00           | $4850.93           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2035-11-16      | 1.8300%  | 0.0000% | $200000.00         | $154520.77         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2036-06-16      | 2.3500%  | 0.0000% | $3840000.00        | $3080122.67        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2036-01-25      | 1.8400%  | 0.0000% | $1000000.00        | $764863.78         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-01-27      | 0.6000%  | 0.0000% | $500000.00         | $477596.67         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2041-02-25      | 2.3400%  | 0.0000% | $2000000.00        | $1403970.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2041-07-15      | 2.5000%  | 0.0000% | $1107000.00        | $792891.58         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2036-03-10      | 2.3500%  | 0.0000% | $3000000.00        | $2441015.83        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2041-04-01      | 2.7400%  | 0.0000% | $4000000.00        | $3017909.78        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2036-04-14      | 2.5000%  | 0.0000% | $500000.00         | $412074.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2036-04-21      | 2.3200%  | 0.0000% | $5000000.00        | $4030344.44        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-12-22      | 3.7500%  | 0.0000% | $50000.00          | $50450.36          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2036-10-14      | 2.3400%  | 0.0000% | $2000000.00        | $1601338.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-09-15      | 3.3750%  | 0.0000% | $70000.00          | $70642.25          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2025-09-15      | 5.0000%  | 0.0000% | $84000.00          | $85928.45          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2031-05-02      | 4.7500%  | 0.0000% | $29500000.00       | $31155406.25       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-09-20      | 3.5000%  | 0.0000% | $20000.00          | $20211.77          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2034-07-03      | 5.2900%  | 0.0000% | $8149000.00        | $8224556.62        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2028-01-03      | 4.3500%  | 0.0000% | $23500000.00       | $23658982.83       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-08-20      | 3.6250%  | 0.0000% | $24000000.00       | $23921750.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2037-08-27      | 4.7500%  | 0.0000% | $9850000.00        | $9850924.81        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-08-27      | 3.6250%  | 0.0000% | $84600000.00       | $84417028.44       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2026-08-25      | 3.8750%  | 0.0000% | $2423000.00        | $2422029.93        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2025-12-11      | 0.0000%  | 0.0000% | $303000.00         | $299302.79         | Agency Mortgage-Backed Securities   |

### Security 156: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10275335
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                              | 2051-03-25      | 3.5000%  | 0.0000% | $4041752.00        | $2076525.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-16      | 6.0000%  | 0.0000% | $2322268.00        | $3614541.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $1996000.00        | $400231.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $4367000.00        | $4069882.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $2428854.00        | $2586491.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $34100000.00       | $25329934.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5450%  | 0.0000% | $50000000.00       | $35649046.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $29100000.00       | $26000623.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.0042%  | 0.0000% | $2000.00           | $1231.86           | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2051-07-25      | 5.0000%  | 0.0000% | $7841943.00        | $5268531.43        | Agency Collateralized Mortgage Obligation |

### Security 157: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10275345
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                              | 2051-02-25      | 4.0000%  | 0.0000% | $1921753.00        | $968881.10         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2045-08-01      | 3.5000%  | 0.0000% | $120600.00         | $21492.31          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2046-05-01      | 3.5000%  | 0.0000% | $11400000.00       | $1841235.15        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-11-01      | 4.0000%  | 0.0000% | $18200000.00       | $2642821.83        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-10-01      | 3.5000%  | 0.0000% | $2869400.00        | $537282.29         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2026-10-01      | 2.4700%  | 0.0000% | $13100000.00       | $12825132.55       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 6.5000%  | 0.0000% | $1314300.00        | $1254206.50        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-04-01      | 5.5000%  | 0.0000% | $1032900.00        | $903357.53         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-06-01      | 4.5000%  | 0.0000% | $1656600.00        | $1621570.50        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-06-01      | 5.0000%  | 0.0000% | $42000.00          | $41070.19          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-07-01      | 5.0000%  | 0.0000% | $9373500.00        | $9284371.86        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $33900000.00       | $32828755.94       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 6.0000%  | 0.0000% | $1219100.00        | $1193262.64        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 6.0000%  | 0.0000% | $11700000.00       | $11552305.60       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.0000%  | 0.0000% | $1079400.00        | $1068897.16        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $3009400.00        | $2834152.60        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1033300.00        | $1040937.73        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.0000%  | 0.0000% | $8024700.00        | $7918369.57        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $4685000.00        | $4670774.69        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 5.0000%  | 0.0000% | $31000.00          | $30710.20          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-07-01      | 5.0000%  | 0.0000% | $107700.00         | $106682.99         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 5.0000%  | 0.0000% | $1524600.00        | $1515840.71        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 5.0000%  | 0.0000% | $1636500.00        | $1629495.02        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-10-01      | 3.5000%  | 0.0000% | $1994900.00        | $368328.74         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $4323600.00        | $4179002.47        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 5.0000%  | 0.0000% | $5741800.00        | $5517958.18        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 6.5000%  | 0.0000% | $9641100.00        | $9277830.43        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $2145100.00        | $2163687.83        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $13700000.00       | $13561514.98       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $3354800.00        | $3332847.21        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $4315800.00        | $4356699.41        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $8401500.00        | $8460005.45        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $3645500.00        | $3679518.74        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.0000%  | 0.0000% | $4547100.00        | $4483924.12        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $4775100.00        | $4737040.69        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $1236600.00        | $1225794.79        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 5.5000%  | 0.0000% | $10600000.00       | $10343421.16       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-06-01      | 5.5000%  | 0.0000% | $12700000.00       | $12853645.10       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $54800000.00       | $54229468.54       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-08-01      | 5.5000%  | 0.0000% | $34600000.00       | $34947978.61       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 6.5000%  | 0.0000% | $19400000.00       | $19393793.62       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $205000000.00      | $206868999.27      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-06-20      | 3.5000%  | 0.0000% | $500000.00         | $34514.03          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-05-20      | 3.5000%  | 0.0000% | $186900.00         | $19226.63          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $687700.00         | $56110.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $145000.00         | $10612.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $19800000.00       | $4047024.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-02-20      | 3.5000%  | 0.0000% | $201900.00         | $89183.60          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-07-01      | 4.0000%  | 0.0000% | $95300.00          | $72822.29          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-10-01      | 6.0000%  | 0.0000% | $10100.00          | $10070.97          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 5.5000%  | 0.0000% | $5080400.00        | $4921300.29        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 5.0000%  | 0.0000% | $1784400.00        | $1776979.43        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 5.0000%  | 0.0000% | $1229900.00        | $1219069.15        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $3517900.00        | $2679962.06        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $80000000.00       | $76097942.60       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-11-15      | 4.5000%  | 0.0000% | $858600.00         | $823082.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $1973100.00        | $914156.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2062-10-20      | 5.5000%  | 0.0000% | $196400.00         | $193300.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-05-15      | 5.2300%  | 0.0000% | $26000000.00       | $26404602.43       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-11-15      | 5.2700%  | 0.0000% | $524500.00         | $533834.87         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $3998200.00        | $3859993.56        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-06-15      | 6.0000%  | 0.0000% | $2652700.00        | $2850806.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $4345700.00        | $4238272.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-10-20      | 6.0000%  | 0.0000% | $2709100.00        | $752988.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-06-20      | 6.0000%  | 0.0000% | $244100.00         | $248467.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $35700000.00       | $34334526.33       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $12600.00          | $12351.36          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-10-01      | 6.0000%  | 0.0000% | $2606100.00        | $2193392.45        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2042-10-01      | 3.0000%  | 0.0000% | $9704600.00        | $1338691.78        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2030-04-01      | 4.2500%  | 0.0000% | $31900.00          | $32116.40          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 3.5000%  | 0.0000% | $2438900.00        | $470440.46         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-07-01      | 3.5000%  | 0.0000% | $1849900.00        | $339649.71         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-03-01      | 5.0000%  | 0.0000% | $473400.00         | $84532.45          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-09-01      | 5.5000%  | 0.0000% | $252000.00         | $219760.24         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.0000%  | 0.0000% | $494500.00         | $412257.45         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2025-11-01      | 3.5700%  | 0.0000% | $3495500.00        | $3490384.92        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-10-01      | 4.0000%  | 0.0000% | $16500000.00       | $1658203.65        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2038-04-01      | 6.8580%  | 0.0000% | $1992400.00        | $394252.55         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 5.3250%  | 0.0000% | $5858800.00        | $5619047.67        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.0000%  | 0.0000% | $2745900.00        | $2670340.30        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $9939400.00        | $9844521.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $14400000.00       | $14260334.58       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $5085700.00        | $4880993.51        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-03-15      | 6.0000%  | 0.0000% | $2025100.00        | $17238.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $246100.00         | $20035.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-12-20      | 2.5000%  | 0.0000% | $1000.00           | $638.79            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-05-01      | 4.5000%  | 0.0000% | $102000000.00      | $18866854.33       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.5000%  | 0.0000% | $383800.00         | $376961.71         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $53700000.00       | $54246042.38       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-01-01      | 5.0000%  | 0.0000% | $12200000.00       | $367233.78         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-10-01      | 4.0000%  | 0.0000% | $2150000.00        | $245022.30         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2039-07-01      | 3.0000%  | 0.0000% | $1091500.00        | $126450.07         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2046-10-01      | 3.0000%  | 0.0000% | $743500.00         | $187267.67         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-08-01      | 5.0000%  | 0.0000% | $1351800.00        | $1132276.92        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-04-01      | 6.0000%  | 0.0000% | $1062900.00        | $1079292.54        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-05-01      | 6.5000%  | 0.0000% | $5571800.00        | $5288253.68        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $954800.00         | $934381.13         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-08-01      | 3.5000%  | 0.0000% | $13900000.00       | $11734394.71       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 6.0000%  | 0.0000% | $1465000.00        | $1463640.26        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-02-01      | 6.0000%  | 0.0000% | $191500.00         | $157078.67         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-06-01      | 6.0000%  | 0.0000% | $1023100.00        | $1022237.12        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 5.0000%  | 0.0000% | $35800.00          | $35289.06          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-12-01      | 6.0000%  | 0.0000% | $114000.00         | $106608.26         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-12-01      | 6.5000%  | 0.0000% | $4114000.00        | $4020704.94        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-03-01      | 5.5000%  | 0.0000% | $3367200.00        | $3267013.22        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-06-01      | 6.0000%  | 0.0000% | $5269000.00        | $5165219.43        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.0000%  | 0.0000% | $70700000.00       | $68606218.33       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $2956300.00        | $2835270.42        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 5.5000%  | 0.0000% | $129700.00         | $127890.91         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-01-01      | 6.0000%  | 0.0000% | $37800000.00       | $37066405.87       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 2.5000%  | 0.0000% | $39200000.00       | $31572921.08       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.0000%  | 0.0000% | $13500000.00       | $13452198.06       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 5.0000%  | 0.0000% | $35100000.00       | $34936184.12       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-10-01      | 5.5000%  | 0.0000% | $52400.00          | $51075.34          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-10-01      | 5.0000%  | 0.0000% | $2618100.00        | $2554699.39        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-10-01      | 5.0000%  | 0.0000% | $1572800.00        | $1546743.89        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $2044800.00        | $1983289.42        | Agency Mortgage-Backed Securities         |

### Security 158: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10275355
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 4.5500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2043-06-01      | 6.3230%  | 0.0000% | $20000000.00       | $326713.58         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-11-01      | 6.6300%  | 0.0000% | $592140.00         | $57505.00          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-05-01      | 3.4500%  | 0.0000% | $1700000.00        | $1413821.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-11-01      | 5.0150%  | 0.0000% | $10000000.00       | $10005755.56       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-12-01      | 3.0600%  | 0.0000% | $5000000.00        | $4907950.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-05-01      | 3.7000%  | 0.0000% | $1438280.00        | $1299810.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-06-01      | 3.6000%  | 0.0000% | $25900000.00       | $25272272.11       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.2800%  | 0.0000% | $52000.00          | $44786.57          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 6.6780%  | 0.0000% | $1737788.00        | $34447.06          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 6.3530%  | 0.0000% | $3100964.00        | $12767.41          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 6.2080%  | 0.0000% | $29300000.00       | $244048.70         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-06-01      | 6.1590%  | 0.0000% | $750000.00         | $10805.56          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-07-01      | 5.5080%  | 0.0000% | $1000000.00        | $5036.37           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-04-01      | 6.8450%  | 0.0000% | $8000000.00        | $17081.07          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-04-01      | 6.5180%  | 0.0000% | $5750000.00        | $80677.26          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $1523674.00        | $1552482.59        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $29700000.00       | $29735262.24       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 5.5000%  | 0.0000% | $982030.00         | $976812.04         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-04-01      | 5.0000%  | 0.0000% | $688419.00         | $581422.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 3.5000%  | 0.0000% | $34200000.00       | $29789434.97       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 3.5000%  | 0.0000% | $71300000.00       | $63490368.84       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-04-01      | 4.5000%  | 0.0000% | $5247904.00        | $5085811.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 4.0000%  | 0.0000% | $159000000.00      | $147489381.88      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $87200000.00       | $87899595.37       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-07-01      | 5.5000%  | 0.0000% | $300000.00         | $298105.34         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 4.0000%  | 0.0000% | $9632880.00        | $9393227.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 5.5000%  | 0.0000% | $409376.00         | $398666.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-04-01      | 5.5000%  | 0.0000% | $1195000.00        | $16272.96          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-06-01      | 5.5000%  | 0.0000% | $101000000.00      | $1890588.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-03-01      | 5.5000%  | 0.0000% | $98300000.00       | $3887245.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-04-01      | 5.5000%  | 0.0000% | $153000000.00      | $2898938.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0170%  | 0.0000% | $817000.00         | $834398.64         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 4.5000%  | 0.0000% | $587188.00         | $498952.05         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1158200.00        | $1113012.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 6.0000%  | 0.0000% | $5527384.00        | $5450985.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $14700000.00       | $14561839.10       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 6.5000%  | 0.0000% | $530756.00         | $556538.27         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 6.5000%  | 0.0000% | $962155.00         | $980946.50         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $1319906.00        | $1344921.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $1400126.00        | $1418022.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $580697.00         | $582884.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.0000%  | 0.0000% | $482748.00         | $497939.09         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.5000%  | 0.0000% | $432426.00         | $454781.36         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $2357750.00        | $2457377.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1565654.00        | $1587198.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $245983.00         | $247327.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $4509488.00        | $4422691.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $2815470.00        | $2937489.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $10700000.00       | $11053526.94       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $1002640.00        | $1022346.32        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 7.0000%  | 0.0000% | $2011750.00        | $2156062.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1059800.00        | $1068942.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $3927308.00        | $4047993.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $3002724.00        | $3073009.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $1130052.00        | $1127201.72        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 5.5000%  | 0.0000% | $1030142.00        | $1050874.85        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.8840%  | 0.0000% | $2772432.00        | $2845458.02        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 6.3030%  | 0.0000% | $3933688.00        | $4033863.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1936970.00        | $1989831.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1444026.00        | $1503378.82        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $600556.00         | $605655.64         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 5.0000%  | 0.0000% | $1365874.00        | $1387104.99        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 5.0000%  | 0.0000% | $1219018.00        | $1237500.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 6.0000%  | 0.0000% | $1024212.00        | $1068387.97        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $4082336.00        | $4205694.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1430466.00        | $1453537.95        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $1654902.00        | $1692354.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $13000000.00       | $13155559.87       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 5.5000%  | 0.0000% | $1644372.00        | $1688388.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $1175766.00        | $1173303.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $10900000.00       | $11554937.11       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $14200000.00       | $14460542.88       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $12200000.00       | $12656985.63       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $1262478.00        | $1279525.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 4.5000%  | 0.0000% | $8647696.00        | $7724351.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1020084.00        | $1070633.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $3812580.00        | $3863200.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $30900000.00       | $31232193.00       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 5.5000%  | 0.0000% | $1773000.00        | $1812966.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 5.5000%  | 0.0000% | $1017056.00        | $1041835.28        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $12400000.00       | $13158083.95       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1248360.00        | $1308124.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $2346590.00        | $2380164.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $9351696.00        | $9447623.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1140738.00        | $1186105.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $12600000.00       | $12954086.34       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $29800000.00       | $30127447.94       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 5.0000%  | 0.0000% | $1010330.00        | $1025876.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 4.0000%  | 0.0000% | $1075582.00        | $1010602.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1015958.00        | $1081673.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-07-01      | 5.5000%  | 0.0000% | $6277100.00        | $1198071.97        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-08-01      | 2.5000%  | 0.0000% | $25166.00          | $10236.59          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-03-01      | 6.6100%  | 0.0000% | $250000.00         | $11795.07          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-08-01      | 3.5000%  | 0.0000% | $52700000.00       | $15546694.72       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 4.5000%  | 0.0000% | $850000.00         | $249242.75         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2062-12-01      | 3.5000%  | 0.0000% | $579387.00         | $402634.08         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 4.5000%  | 0.0000% | $95306.00          | $14155.80          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 4.5000%  | 0.0000% | $108097.00         | $6440.97           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-01-01      | 6.6810%  | 0.0000% | $780000.00         | $6311.38           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.0000%  | 0.0000% | $10800000.00       | $8566892.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.0000%  | 0.0000% | $35046.00          | $25045.72          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 4.0000%  | 0.0000% | $344564.00         | $297873.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.0000%  | 0.0000% | $25387.00          | $21586.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $2406656.00        | $1453938.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-12-01      | 5.4800%  | 0.0000% | $31200000.00       | $33132917.39       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-08-01      | 4.4800%  | 0.0000% | $41400000.00       | $41744186.29       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.5000%  | 0.0000% | $47000.00          | $13532.17          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-07-01      | 4.0000%  | 0.0000% | $82910.00          | $7498.19           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 3.0000%  | 0.0000% | $1900000.00        | $521167.45         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 3.5000%  | 0.0000% | $1085150.00        | $508732.17         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.5000%  | 0.0000% | $21200000.00       | $13632376.09       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-10-01      | 2.5000%  | 0.0000% | $450941.00         | $201436.99         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 1.5000%  | 0.0000% | $27000000.00       | $14820266.38       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-12-01      | 2.0000%  | 0.0000% | $2000000.00        | $1113356.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 2.0000%  | 0.0000% | $32100000.00       | $17629722.77       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-08-01      | 2.0000%  | 0.0000% | $90400000.00       | $47679807.17       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $51100000.00       | $52938303.16       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 3.0000%  | 0.0000% | $18000.00          | $5729.57           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.0000%  | 0.0000% | $407000.00         | $40324.27          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 4.0000%  | 0.0000% | $2373492.00        | $619962.45         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 3.0000%  | 0.0000% | $120000.00         | $28961.60          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 3.0000%  | 0.0000% | $126750.00         | $62566.87          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 3.0000%  | 0.0000% | $7400000.00        | $3494827.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-04-01      | 2.0000%  | 0.0000% | $873567.00         | $417436.67         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 3.5000%  | 0.0000% | $105566.00         | $55338.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.0000%  | 0.0000% | $475000.00         | $243226.55         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-10-01      | 2.0000%  | 0.0000% | $680000.00         | $400194.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $153000.00         | $107168.80         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 3.0000%  | 0.0000% | $1250000.00        | $792052.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $8462576.00        | $5767499.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $100000.00         | $76803.75          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $63832.00          | $47942.77          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.5000%  | 0.0000% | $7053976.00        | $5185216.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 2.5000%  | 0.0000% | $2136000.00        | $1486390.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 3.0000%  | 0.0000% | $974197.00         | $662793.63         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $300000.00         | $247830.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $80620.08          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.5000%  | 0.0000% | $25000000.00       | $18954897.12       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 3.5000%  | 0.0000% | $456000.00         | $359644.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $895000.00         | $615049.58         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 4.5000%  | 0.0000% | $110000.00         | $87680.07          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-11-01      | 3.8400%  | 0.0000% | $2860852.00        | $2750153.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-02-01      | 3.9600%  | 0.0000% | $2201000.00        | $2140967.38        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 3.5000%  | 0.0000% | $36254.00          | $7163.58           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 6.6590%  | 0.0000% | $797000.00         | $147861.19         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-02-01      | 3.5000%  | 0.0000% | $66000.00          | $8882.87           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-07-01      | 4.0000%  | 0.0000% | $49700000.00       | $16854693.92       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 5.0000%  | 0.0000% | $78000.00          | $17256.67          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.0000%  | 0.0000% | $420000.00         | $96511.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.0000%  | 0.0000% | $646127.00         | $57132.22          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 6.6100%  | 0.0000% | $853665.00         | $191204.43         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 3.0000%  | 0.0000% | $99000.00          | $16050.13          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-03-01      | 4.3000%  | 0.0000% | $1278000.00        | $556697.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-04-01      | 2.0000%  | 0.0000% | $1964434.00        | $795173.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 5.0000%  | 0.0000% | $1032796.00        | $580442.98         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.2940%  | 0.0000% | $1340666.00        | $410899.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.5000%  | 0.0000% | $500000.00         | $280591.98         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-08-01      | 1.7900%  | 0.0000% | $285000.00         | $243525.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-12-01      | 4.9700%  | 0.0000% | $4364376.00        | $4434592.51        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-08-01      | 4.6300%  | 0.0000% | $7000000.00        | $7141162.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0910%  | 0.0000% | $65000.00          | $47099.23          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $11700000.00       | $10942651.33       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.0000%  | 0.0000% | $1547820.00        | $1519376.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $31700000.00       | $31542357.23       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $9575616.00        | $9905412.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $7914848.00        | $8053901.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $2531800.00        | $2561132.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.6440%  | 0.0000% | $100000.00         | $79478.40          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $11300000.00       | $7940083.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $119551.00         | $86113.37          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $84527.00          | $61289.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $500668.00         | $430069.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-06-01      | 6.2150%  | 0.0000% | $1500000.00        | $79627.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-05-01      | 6.3640%  | 0.0000% | $2946920.00        | $380600.66         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-09-01      | 6.3350%  | 0.0000% | $3190716.00        | $96594.85          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 6.6150%  | 0.0000% | $5649472.00        | $475481.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-11-01      | 6.5550%  | 0.0000% | $1759868.00        | $74796.11          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-05-01      | 6.6980%  | 0.0000% | $200000.00         | $14029.84          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 6.7500%  | 0.0000% | $2995000.00        | $117376.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $90400000.00       | $89302858.87       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 5.5000%  | 0.0000% | $77500000.00       | $527703.98         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 5.5000%  | 0.0000% | $138000000.00      | $1857244.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-01-01      | 5.5000%  | 0.0000% | $1337000.00        | $20239.93          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-05-01      | 6.9060%  | 0.0000% | $14800000.00       | $81848.04          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-07-01      | 6.5820%  | 0.0000% | $60000000.00       | $393383.13         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 5.5000%  | 0.0000% | $287000000.00      | $4183013.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-12-01      | 5.5000%  | 0.0000% | $385000000.00      | $2607419.08        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-07-01      | 6.3790%  | 0.0000% | $15300000.00       | $203981.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-01-01      | 4.5000%  | 0.0000% | $120029.00         | $7209.02           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.0000%  | 0.0000% | $118207.00         | $40935.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-12-01      | 2.5000%  | 0.0000% | $98422.00          | $23229.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-02-01      | 3.5000%  | 0.0000% | $7091000.00        | $1143832.79        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $152171.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-07-01      | 3.5000%  | 0.0000% | $528797.00         | $131737.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-12-01      | 3.0000%  | 0.0000% | $42000.00          | $5514.93           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.0000%  | 0.0000% | $1019072.00        | $624975.34         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 3.5000%  | 0.0000% | $29346.00          | $14670.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 1.5000%  | 0.0000% | $603787.00         | $241650.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.5000%  | 0.0000% | $40000.00          | $9520.57           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 2.5000%  | 0.0000% | $100000.00         | $45537.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-02-01      | 2.0000%  | 0.0000% | $53000.00          | $29020.98          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 2.0000%  | 0.0000% | $119000000.00      | $71639335.28       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-05-01      | 5.5000%  | 0.0000% | $25000000.00       | $16669704.81       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 2.0000%  | 0.0000% | $200000.00         | $130036.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-04-01      | 1.5000%  | 0.0000% | $14000000.00       | $8864885.12        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.0000%  | 0.0000% | $13300000.00       | $10234052.25       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $179000.00         | $128840.27         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 2.0000%  | 0.0000% | $2018208.00        | $1459488.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 4.0000%  | 0.0000% | $1204662.00        | $997007.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $18000000.00       | $14064088.06       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.0000%  | 0.0000% | $12000.00          | $10309.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-09-01      | 6.0000%  | 0.0000% | $475000.00         | $292179.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-08-01      | 3.5000%  | 0.0000% | $18000.00          | $13279.26          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-09-01      | 5.0000%  | 0.0000% | $2760272.00        | $2116050.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-05-01      | 6.5470%  | 0.0000% | $3145000.00        | $11600.05          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-01-01      | 6.5000%  | 0.0000% | $14100000.00       | $95372.57          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-01-01      | 6.1850%  | 0.0000% | $39000000.00       | $230582.10         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-04-01      | 6.8630%  | 0.0000% | $10800000.00       | $214906.08         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-11-01      | 6.5150%  | 0.0000% | $200000.00         | $7210.41           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $18000000.00       | $15269293.08       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.5000%  | 0.0000% | $12200000.00       | $9892307.10        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.0000%  | 0.0000% | $29000.00          | $21428.15          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.5000%  | 0.0000% | $20000.00          | $14973.70          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-07-01      | 6.0000%  | 0.0000% | $500536.00         | $333762.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 4.0000%  | 0.0000% | $5099952.00        | $4540546.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-11-01      | 3.0050%  | 0.0000% | $200000.00         | $38297.54          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-11-01      | 3.8900%  | 0.0000% | $900000.00         | $175976.99         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-11-01      | 6.5520%  | 0.0000% | $89000.00          | $17255.40          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-05-01      | 6.6920%  | 0.0000% | $6700000.00        | $72245.77          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-05-01      | 6.7950%  | 0.0000% | $3000000.00        | $59104.91          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-05-01      | 6.6950%  | 0.0000% | $175000.00         | $5995.62           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-09-01      | 6.5580%  | 0.0000% | $800000.00         | $53172.09          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.5000%  | 0.0000% | $10300000.00       | $7129422.97        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $14000.00          | $9482.95           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $269550.00         | $175065.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 4.0000%  | 0.0000% | $2800000.00        | $2045932.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 3.0000%  | 0.0000% | $26000.00          | $17963.34          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.5000%  | 0.0000% | $69000.00          | $51108.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $3375744.00        | $2995050.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $2057400.00        | $1588282.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $1604110.00        | $1322805.70        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $26000000.00       | $21999020.17       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.0000%  | 0.0000% | $140000.00         | $128171.97         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $825000.00         | $811913.14         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-10-01      | 1.5000%  | 0.0000% | $32200000.00       | $28837529.49       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $107000000.00      | $109495258.36      | Agency Mortgage-Backed Securities |

### Security 159: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10275365
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY BILL               | 2025-09-25      | 0.0000%  | 0.0000% | $173500.00         | $173031.38         | U.S. Treasuries (including strips) |
| TREASURY BILL                             | 2025-12-18      | 0.0000%  | 0.0000% | $200.00            | $197.62            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2028-01-15      | 1.7500%  | 0.0000% | $29600000.00       | $46597597.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2042-05-15      | 3.0000%  | 0.0000% | $200.00            | $160.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.28             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.31             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $78.12             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2050-08-15      | 1.3750%  | 0.0000% | $500.00            | $241.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2040-11-15      | 1.3750%  | 0.0000% | $2663700.00        | $1704684.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2051-08-15      | 2.0000%  | 0.0000% | $2029000.00        | $1146033.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2052-02-15      | 2.2500%  | 0.0000% | $251200.00         | $150294.46         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $83.04             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $89.58             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2054-08-15      | 4.2500%  | 0.0000% | $400.00            | $358.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2054-08-15      | 4.2500%  | 0.0000% | $264800.00         | $237207.80         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2055-02-15      | 2.3750%  | 0.0000% | $25900.00          | $25052.46          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $116.83            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2031-01-15      | 0.1250%  | 0.0000% | $4850500.00        | $5666626.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-01-31      | 0.7500%  | 0.0000% | $416600.00         | $389531.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2031-02-15      | 1.1250%  | 0.0000% | $4103800.00        | $3583930.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND          | 2026-04-30      | 0.7500%  | 0.0000% | $7177200.00        | $7043166.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2026-05-31      | 0.7500%  | 0.0000% | $1724700.00        | $1687324.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-08-31      | 1.1250%  | 0.0000% | $955700.00         | $894372.60         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2027-04-15      | 0.1250%  | 0.0000% | $15100.00          | $17020.56          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2026-02-15      | 4.0000%  | 0.0000% | $55500000.00       | $55584433.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-02-29      | 4.0000%  | 0.0000% | $84000000.00       | $86462629.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-09-30      | 4.6250%  | 0.0000% | $20800.00          | $21811.70          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $104.38            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2034-01-15      | 1.7500%  | 0.0000% | $143400.00         | $151520.10         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2034-08-15      | 3.8750%  | 0.0000% | $15500.00          | $15210.77          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY FLOATING RATE NOTE | 2026-10-31      | 4.3484%  | 0.0000% | $4200.00           | $4215.93           | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2034-11-15      | 4.2500%  | 0.0000% | $1555900.00        | $1584374.29        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2026-12-31      | 4.2500%  | 0.0000% | $1058800.00        | $1072511.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2032-01-31      | 4.3750%  | 0.0000% | $80500.00          | $82997.89          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $103.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |

### Security 160: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP10275375
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY BILL | 2025-12-26      | 0.0000%  | 0.0000% | $400.00            | $394.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL | 2026-01-02      | 0.0000%  | 0.0000% | $100.00            | $98.61             | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2026-06-30      | 1.8750%  | 0.0000% | $200.00            | $197.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-03-31      | 0.6250%  | 0.0000% | $21100000.00       | $20154495.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-04-30      | 2.7500%  | 0.0000% | $180000000.00      | $179631090.85      | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-11-30      | 3.8750%  | 0.0000% | $310200.00         | $314720.14         | U.S. Treasuries (including strips) |
| STRIPS                      | 2046-11-15      | 0.0000%  | 0.0000% | $12600000.00       | $4265843.85        | U.S. Treasuries (including strips) |

### Security 161: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: LMRP10275385
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2055-06-01      | 4.0000%  | 0.0000% | $29700000.00       | $27491355.54       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.0000%  | 0.0000% | $28700000.00       | $27307200.54       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $22200000.00       | $23212108.62       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-08-01      | 2.0000%  | 0.0000% | $33100000.00       | $27850206.28       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.5000%  | 0.0000% | $23600000.00       | $22796593.60       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $25300000.00       | $24008397.65       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 3.5000%  | 0.0000% | $25000000.00       | $22765877.21       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $23500000.00       | $24109061.99       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 3.0000%  | 0.0000% | $28000000.00       | $24364540.47       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.0000%  | 0.0000% | $27000000.00       | $24310414.02       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 6.0000%  | 0.0000% | $26000000.00       | $23205611.84       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 4.5000%  | 0.0000% | $24800000.00       | $23886713.05       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.5000%  | 0.0000% | $11500000.00       | $12058340.87       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 3.5000%  | 0.0000% | $28900000.00       | $24974881.79       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 6.5000%  | 0.0000% | $37300000.00       | $23313307.65       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-04-15      | 3.0000%  | 0.0000% | $27800000.00       | $24963403.40       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-04-01      | 2.5000%  | 0.0000% | $50000000.00       | $25960351.18       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $29200000.00       | $22996733.12       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $50000000.00       | $26851942.08       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $29100000.00       | $25917181.36       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.0000%  | 0.0000% | $26800000.00       | $26001578.23       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 6.0000%  | 0.0000% | $28300000.00       | $23004477.71       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 6.0000%  | 0.0000% | $3333611.00        | $3034739.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 4.5000%  | 0.0000% | $25800000.00       | $24388510.27       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $25200000.00       | $25414689.83       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $27700000.00       | $27726262.25       | Agency Mortgage-Backed Securities |

### Security 162: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10275395
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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     | 2051-05-15      | 0.0000%  | 0.0000% | $822000000.00      | $227000000.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 6.2500%  | 0.0000% | $59000.00          | $66507.14          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $89300000.00       | $56089363.35       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-01-31      | 4.2414%  | 0.0000% | $19200000.00       | $19166368.53       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | 0.0000%  | 0.0000% | $8115068.99        | $4095431.87        | U.S. Treasuries (including strips) |

### Security 163: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10276755
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.5800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2036-08-01      | 6.5000%  | 0.0000% | $1322917.00        | $59365.81          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-11-01      | 5.0000%  | 0.0000% | $4939420.00        | $9329.94           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $1729063.00        | $1712137.74        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.5000%  | 0.0000% | $100000.00         | $99282.21          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $500000.00         | $488009.91         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $3593659.00        | $3702796.69        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.5000%  | 0.0000% | $1197900.00        | $562810.53         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $2643243.00        | $2325585.35        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $1102053.00        | $1160530.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 4.5000%  | 0.0000% | $1559482.00        | $1499734.66        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $2008698.00        | $1886428.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $2162910.00        | $2282013.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $1016429.00        | $1070502.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $1894163.00        | $1795872.84        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $3089851.00        | $3151688.58        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.0000%  | 0.0000% | $3134052.00        | $3108819.12        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.0000%  | 0.0000% | $2626781.00        | $2606642.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.5000%  | 0.0000% | $2602521.00        | $2643143.05        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.5000%  | 0.0000% | $1050044.00        | $1076593.69        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-08-01      | 5.5000%  | 0.0000% | $500000.00         | $2903.20           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-08-01      | 3.5000%  | 0.0000% | $87000.00          | $6747.47           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-02-01      | 3.5000%  | 0.0000% | $6000.00           | $545.11            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-09-01      | 3.5000%  | 0.0000% | $6740623.00        | $571801.60         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-10-01      | 3.5000%  | 0.0000% | $33000.00          | $6092.96           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-02-01      | 3.5000%  | 0.0000% | $80000.00          | $15724.44          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.0000%  | 0.0000% | $252000.00         | $54754.39          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-05-01      | 3.0000%  | 0.0000% | $450154.00         | $321736.85         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-10-01      | 3.0000%  | 0.0000% | $170000.00         | $122969.95         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $393350.33         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-05-01      | 5.0000%  | 0.0000% | $407000.00         | $263478.78         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-06-01      | 3.5000%  | 0.0000% | $1100000.00        | $640251.90         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $87100000.00       | $89205618.55       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $1035285.00        | $1080100.36        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $272859.00         | $275750.70         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.0000%  | 0.0000% | $1334657.00        | $1333679.88        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $1355824.00        | $1385139.33        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $1893900.00        | $1922569.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $92100000.00       | $92088107.74       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 5.5000%  | 0.0000% | $23800000.00       | $23800954.96       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $7000.00           | $7152.32           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.5000%  | 0.0000% | $600000.00         | $391137.87         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.0000%  | 0.0000% | $500000.00         | $478052.49         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 6.0000%  | 0.0000% | $37700000.00       | $37669378.37       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.5000%  | 0.0000% | $13900000.00       | $14268001.53       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $18300000.00       | $19185323.62       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $56600000.00       | $56758210.43       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $242000000.00      | $243030785.18      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.0000%  | 0.0000% | $24000.00          | $18289.68          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.0000%  | 0.0000% | $2700000.00        | $1860350.48        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-03-01      | 4.5000%  | 0.0000% | $200000.00         | $147834.44         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 3.0000%  | 0.0000% | $142000.00         | $102948.11         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 5.5000%  | 0.0000% | $42500000.00       | $40369500.52       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.5000%  | 0.0000% | $34400000.00       | $30328176.96       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 4.5000%  | 0.0000% | $466323.00         | $426684.48         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $137000.00         | $128639.86         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $400000.00         | $259267.26         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-04-01      | 1.5000%  | 0.0000% | $25000.00          | $14293.95          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $2326000.00        | $1845193.29        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 4.5000%  | 0.0000% | $23000000.00       | $19269676.27       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 4.5000%  | 0.0000% | $32800000.00       | $28202220.33       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 5.5000%  | 0.0000% | $2817546.00        | $2567695.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 4.5000%  | 0.0000% | $71400000.00       | $67143353.29       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-12-01      | 5.0000%  | 0.0000% | $3351039.00        | $507524.00         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-02-01      | 3.0000%  | 0.0000% | $61000.00          | $13493.23          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.5000%  | 0.0000% | $30000.00          | $15592.89          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-06-01      | 2.0000%  | 0.0000% | $1174211.00        | $763320.98         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.5000%  | 0.0000% | $21400000.00       | $13130610.21       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $67860.90          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.5000%  | 0.0000% | $182261.00         | $132030.50         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $2457003.00        | $2467649.08        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.0000%  | 0.0000% | $1224491.00        | $1208932.88        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.5000%  | 0.0000% | $3057565.00        | $3062037.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.0000%  | 0.0000% | $1057671.00        | $1090228.10        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-12-01      | 2.5000%  | 0.0000% | $1665328.00        | $468960.34         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-11-01      | 3.0000%  | 0.0000% | $15200000.00       | $2494691.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-11-01      | 4.0000%  | 0.0000% | $7792964.00        | $7096584.57        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-11-01      | 6.5000%  | 0.0000% | $1121917.00        | $810180.65         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 6.0000%  | 0.0000% | $1446614.00        | $1467319.57        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 4.5000%  | 0.0000% | $2383463.00        | $2316327.32        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 4.0000%  | 0.0000% | $1128000.00        | $1068786.97        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 5.5000%  | 0.0000% | $1160348.00        | $966288.70         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 5.0000%  | 0.0000% | $2771737.00        | $2687185.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-07-01      | 5.5000%  | 0.0000% | $1049150.00        | $1046541.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 5.0000%  | 0.0000% | $3153944.00        | $3181408.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 3.0000%  | 0.0000% | $86308.00          | $60524.73          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.0000%  | 0.0000% | $5000000.00        | $3247711.43        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 3.5000%  | 0.0000% | $70000.00          | $47447.31          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.0000%  | 0.0000% | $5325024.00        | $3421780.04        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1607.42           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 5.0000%  | 0.0000% | $23566.00          | $20651.24          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $93330.55          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $15154.00          | $12252.49          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.0000%  | 0.0000% | $44060.00          | $37409.02          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 6.5000%  | 0.0000% | $2514586.00        | $2580780.03        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 6.5000%  | 0.0000% | $398000.00         | $311086.21         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $66360.00          | $31817.77          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $1401500.00        | $1434742.92        | Agency Mortgage-Backed Securities |

### Security 164: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10276765
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2047-09-01      | 3.5000%  | 0.0000% | $19700000.00       | $5571045.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.5000%  | 0.0000% | $32500000.00       | $5166794.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-03-01      | 4.0000%  | 0.0000% | $29600000.00       | $4814655.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-02-01      | 3.5000%  | 0.0000% | $22100000.00       | $4753520.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 4.0000%  | 0.0000% | $24400000.00       | $5301118.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 3.5000%  | 0.0000% | $25100000.00       | $7497900.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 5.5000%  | 0.0000% | $188000000.00      | $3889058.94        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $5487952.00        | $5772056.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $4262694.00        | $4294845.37        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $2714240.00        | $2796925.00        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-06-01      | 4.0000%  | 0.0000% | $21200000.00       | $5599711.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $4259901.00        | $4485002.99        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $6074095.00        | $6148733.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $5073696.00        | $4997723.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $4677745.00        | $4802788.92        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $7110353.00        | $7309518.73        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 5.5000%  | 0.0000% | $5080000.00        | $4672858.53        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $5555164.00        | $5703662.79        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-07-01      | 4.0000%  | 0.0000% | $18300000.00       | $6023104.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-02-01      | 4.5000%  | 0.0000% | $15000000.00       | $3916393.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 4.0000%  | 0.0000% | $13300000.00       | $4454958.10        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $5300000.00        | $4357378.77        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 4.0000%  | 0.0000% | $25100000.00       | $4933487.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-05-01      | 4.0000%  | 0.0000% | $25000000.00       | $3871142.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-12-01      | 4.0000%  | 0.0000% | $33600000.00       | $4679898.70        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-04-01      | 3.5000%  | 0.0000% | $19800000.00       | $3852258.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-03-01      | 3.5000%  | 0.0000% | $32300000.00       | $6958813.72        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-09-01      | 4.0000%  | 0.0000% | $23800000.00       | $5489770.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $10000000.00       | $7016141.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $8306610.00        | $7170770.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $7505736.00        | $7215181.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $6500242.00        | $5921454.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $11700000.00       | $3900378.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 4.0000%  | 0.0000% | $9193638.00        | $5065345.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 3.0000%  | 0.0000% | $18300000.00       | $7603989.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $54600000.00       | $7617335.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 3.5000%  | 0.0000% | $24300000.00       | $5921782.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 4.5000%  | 0.0000% | $30200000.00       | $7257507.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.0000%  | 0.0000% | $35300000.00       | $6790764.15        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $7302233.00        | $5462645.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 6.0000%  | 0.0000% | $9624691.00        | $7726563.72        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $9936950.00        | $7543343.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 5.0000%  | 0.0000% | $8549011.00        | $6306772.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $8253101.00        | $6591263.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 3.5000%  | 0.0000% | $25800000.00       | $5172609.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 3.5000%  | 0.0000% | $38600000.00       | $6720768.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 4.0000%  | 0.0000% | $40800000.00       | $4125654.59        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-01-01      | 3.5000%  | 0.0000% | $27800000.00       | $4530295.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-01-01      | 3.5000%  | 0.0000% | $27900000.00       | $5809761.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 3.5000%  | 0.0000% | $35600000.00       | $5297536.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $10000000.00       | $7588957.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.5000%  | 0.0000% | $27000000.00       | $7202031.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-06-01      | 3.5000%  | 0.0000% | $31700000.00       | $4399225.99        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 3.0000%  | 0.0000% | $8530000.00        | $5332886.95        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 5.0000%  | 0.0000% | $6345291.00        | $4866608.27        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $6617511.00        | $4861086.75        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.0000%  | 0.0000% | $7069475.00        | $5699803.52        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $7160718.00        | $4983383.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $9807738.00        | $7416718.08        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $8347276.00        | $6706770.53        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $7559995.00        | $5744023.19        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $6944230.00        | $5103291.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 5.5000%  | 0.0000% | $6035349.00        | $5836999.09        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.0000%  | 0.0000% | $8429600.00        | $7594564.70        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.5000%  | 0.0000% | $7628993.00        | $5983808.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 6.0000%  | 0.0000% | $7995091.00        | $7250183.03        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 6.5000%  | 0.0000% | $6901884.00        | $5379651.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.5000%  | 0.0000% | $8411214.00        | $6824621.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $7350753.00        | $5670700.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 4.5000%  | 0.0000% | $5558980.00        | $5091074.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $5450000.00        | $4935288.30        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $5029207.00        | $4645326.16        | Agency Mortgage-Backed Securities |

### Security 165: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP. 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10276785
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY BILL | 2025-10-21      | 0.0000%  | 0.0000% | $4846400.00        | $4816836.96        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2043-05-15      | 2.8750%  | 0.0000% | $10300000.00       | $8028480.53        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2047-08-15      | 2.7500%  | 0.0000% | $3165900.00        | $2245624.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2050-02-15      | 2.0000%  | 0.0000% | $26800000.00       | $15620410.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2044-08-15      | 4.1250%  | 0.0000% | $6425300.00        | $5873317.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2054-11-15      | 4.5000%  | 0.0000% | $74400000.00       | $70964762.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2044-11-15      | 4.6250%  | 0.0000% | $39400000.00       | $38924346.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2055-08-15      | 4.7500%  | 0.0000% | $5999600.00        | $5894679.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2029-10-31      | 4.0000%  | 0.0000% | $5173900.00        | $5309964.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-06-30      | 3.7500%  | 0.0000% | $51100000.00       | $51412235.17       | U.S. Treasuries (including strips) |

### Security 166: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10276795
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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     | 2050-05-15      | 0.0000%  | 0.0000% | $4557800.00        | $1338981.37        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-11-15      | 0.0000%  | 0.0000% | $553000000.00      | $156000000.00      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 3.8750%  | 0.0000% | $7485800.00        | $16411400.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $16800.00          | $15173.15          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $152000000.00      | $159195891.85      | U.S. Treasuries (including strips) |
| STRIPS          | 2053-11-15      | 0.0000%  | 0.0000% | $92100000.00       | $22400000.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2044-05-15      | 0.0000%  | 0.0000% | $138000000.00      | $53000000.00       | U.S. Treasuries (including strips) |

### Security 167: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10277245
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 FARM CREDIT BANK                 | 2030-02-25      | 4.5300%  | 0.0000% | $1529000.00        | $1527641.23        | Agency Debentures and Agency Strips |
| Fannie Mae                               | 2042-07-01      | 3.5000%  | 0.0000% | $237000000.00      | $34599478.88       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2042-08-01      | 3.5000%  | 0.0000% | $157000000.00      | $22063685.36       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2045-10-01      | 3.5000%  | 0.0000% | $145000000.00      | $22666125.18       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-10-01      | 5.5000%  | 0.0000% | $21900000.00       | $21992802.60       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-12-01      | 5.0000%  | 0.0000% | $34600000.00       | $32728292.34       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-05-01      | 4.5000%  | 0.0000% | $27200000.00       | $21979605.53       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2057-01-01      | 3.5000%  | 0.0000% | $66000000.00       | $22968760.90       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1000.00           | $654.97            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $31900000.00       | $30519614.05       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5004.00           | $5213.34           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $108263.00         | $112424.79         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1025.00           | $1042.87           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $6341048.00        | $6432291.12        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1012.82           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1024.52           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1001.00           | $1045.01           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4621832.00        | $4839380.09        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-02-01      | 5.0000%  | 0.0000% | $30800000.00       | $25500189.54       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-02-01      | 4.5000%  | 0.0000% | $32000000.00       | $30109166.61       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-08-01      | 6.0000%  | 0.0000% | $30200000.00       | $21999570.87       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2047-08-01      | 4.0000%  | 0.0000% | $125000000.00      | $28793384.34       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2049-05-01      | 3.5000%  | 0.0000% | $175000000.00      | $32796967.18       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-10-01      | 2.5000%  | 0.0000% | $61100000.00       | $25559013.65       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-10-01      | 2.0000%  | 0.0000% | $59800000.00       | $32362598.37       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-07-01      | 2.5000%  | 0.0000% | $52300000.00       | $31973765.46       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-07-01      | 2.0000%  | 0.0000% | $4595151.00        | $2776912.20        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $416703.00         | $412644.87         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $4478633.00        | $4495649.52        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1000.00           | $989.15            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2060-07-15      | 5.7100%  | 0.0000% | $1000.00           | $1055.08           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $210529.00         | $218580.97         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1318724.00        | $1343891.07        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.04           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $17100000.00       | $152692.47         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2039-04-20      | 6.0000%  | 0.0000% | $1000.00           | $30.51             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $1022972.00        | $35887.11          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $1000.00           | $42.98             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2041-06-20      | 4.0000%  | 0.0000% | $1000.00           | $44.55             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $224655.00         | $9796.51           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $1000.00           | $56.13             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-04-15      | 6.0000%  | 0.0000% | $1000.00           | $898.98            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2044-09-20      | 4.5000%  | 0.0000% | $1000.00           | $174.81            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2027-07-15      | 3.5000%  | 0.0000% | $438100.00         | $4953.58           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $1000.00           | $70.94             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $1008.00           | $469.91            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $1000.00           | $468.73            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $602.17            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2049-07-15      | 4.0000%  | 0.0000% | $1000.00           | $133.84            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2038-06-15      | 5.5000%  | 0.0000% | $1008.00           | $11.00             | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2043-03-01      | 3.5000%  | 0.0000% | $8486028.00        | $1565663.77        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-06-01      | 5.5000%  | 0.0000% | $34500000.00       | $29323893.87       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-02-01      | 7.0000%  | 0.0000% | $27600000.00       | $21409246.55       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-06-01      | 5.5000%  | 0.0000% | $22700000.00       | $21690729.20       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-05-01      | 4.0000%  | 0.0000% | $34000000.00       | $25282801.24       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-07-01      | 5.5000%  | 0.0000% | $29600000.00       | $24000305.23       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-04-01      | 6.5000%  | 0.0000% | $27700000.00       | $26124772.16       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-05-01      | 5.0000%  | 0.0000% | $25600000.00       | $23391055.53       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-09-01      | 6.0000%  | 0.0000% | $32400000.00       | $31039027.08       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2040-06-01      | 5.5000%  | 0.0000% | $22700000.00       | $22995503.02       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-06-01      | 6.0000%  | 0.0000% | $25400000.00       | $26018068.10       | Agency Mortgage-Backed Securities   |

### Security 168: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10277265
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2029-05-31      | 2.7500%  | 0.0000% | $53000000.00       | $51758401.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $21000000.00       | $21614910.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $24800000.00       | $25261864.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $51000000.00       | $53203498.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51578158.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $50900000.00       | $51704175.22       | U.S. Treasuries (including strips) |

### Security 169: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10277285
- **C.18 - Value (incl. sponsor support):** $440000000.00
- **C.18.a - Value (excl. sponsor support):** $440000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2055-03-01      | 5.0000%  | 0.0000% | $20500000.00       | $19777777.71       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-08-01      | 1.5000%  | 0.0000% | $56000000.00       | $20826995.33       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-04-01      | 6.0000%  | 0.0000% | $30800000.00       | $20994744.01       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $17800000.00       | $18182623.88       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 7.0000%  | 0.0000% | $20600000.00       | $21912247.03       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $31400000.00       | $30829621.20       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.5000%  | 0.0000% | $30900000.00       | $30528302.16       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.5000%  | 0.0000% | $20900000.00       | $19192481.52       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $18800000.00       | $19287569.75       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $19800000.00       | $16765741.34       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $29500000.00       | $24905230.63       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-12-01      | 3.5000%  | 0.0000% | $73900000.00       | $18253344.26       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 3.5000%  | 0.0000% | $65600000.00       | $19757673.83       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 1.5000%  | 0.0000% | $58900000.00       | $31748895.67       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 3.5000%  | 0.0000% | $79400000.00       | $17351392.66       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 2.5000%  | 0.0000% | $21600000.00       | $12027431.62       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.5000%  | 0.0000% | $24500000.00       | $19192100.04       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.5000%  | 0.0000% | $10300000.00       | $9978956.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $17600000.00       | $16379256.44       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.5000%  | 0.0000% | $30000000.00       | $22810008.10       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 5.0000%  | 0.0000% | $19300000.00       | $18673103.42       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 5.0000%  | 0.0000% | $20900000.00       | $19475997.47       | Agency Mortgage-Backed Securities |

### Security 170: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: LMRP10277295
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-02-15      | 6.0000%  | 0.0000% | $78200.00          | $79050.24          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 6.7500%  | 0.0000% | $7499100.00        | $7725632.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $316.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $49700.00          | $53232.81          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $278900.00         | $296671.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 5.2500%  | 0.0000% | $634800.00         | $671011.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 6.1250%  | 0.0000% | $5078900.00        | $5549862.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $319100.00         | $344836.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.5000%  | 0.0000% | $394200.00         | $405222.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2037-02-15      | 4.7500%  | 0.0000% | $18200.00          | $18995.01          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-05-15      | 4.5000%  | 0.0000% | $99600.00          | $102104.94         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-02-15      | 3.5000%  | 0.0000% | $2041400.00        | $1847633.42        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-08-15      | 4.5000%  | 0.0000% | $8205100.00        | $8181969.47        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 4.2500%  | 0.0000% | $195400.00         | $189439.49         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $265300.00         | $268854.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $585200.00         | $573400.56         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 3.1250%  | 0.0000% | $3255500.00        | $2692693.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $4586200.00        | $3740288.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $34000.00          | $27369.60          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $2999600.00        | $2291362.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $94600.00          | $72551.41          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $24400.00          | $18944.43          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 3.6250%  | 0.0000% | $10300000.00       | $8778205.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $4318000.00        | $3576126.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $3627100.00        | $2851930.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $7326200.00        | $5137403.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $1974200.00        | $1521291.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $6477800.00        | $4820880.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $4680000.00        | $3230201.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $2829700.00        | $2094966.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $10600000.00       | $7933996.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $1556900.00        | $1172528.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $11000000.00       | $8167515.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $9059200.00        | $5640312.08        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $1576900.00        | $1016099.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $266400.00         | $167280.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $3912800.00        | $2701817.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $1913700.00        | $1404123.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $1045100.00        | $595687.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $74200.00          | $44800.92          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $5586800.00        | $4065187.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $7900700.00        | $6627636.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $5409600.00        | $4981926.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $9723300.00        | $8691893.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $7093500.00        | $7155852.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $3822200.00        | $3451809.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $2945300.00        | $2916830.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $79400.00          | $71711.21          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $2239700.00        | $2135600.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $1042500.00        | $1036080.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $65700000.00       | $66815692.44       | U.S. Treasuries (including strips) |

### Security 171: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10279365
- **C.18 - Value (incl. sponsor support):** $245375000.00
- **C.18.a - Value (excl. sponsor support):** $245375000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2027-06-30      | 3.2500%  | 0.0000% | $154000000.00      | $153815613.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $95100000.00       | $96664258.51       | U.S. Treasuries (including strips) |

### Security 172: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10279375
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2034-02-01      | 5.5000%  | 0.0000% | $25875.00          | $225.02            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-12-01      | 4.5000%  | 0.0000% | $8000.00           | $144.60            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 5.5000%  | 0.0000% | $250000.00         | $25624.33          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-09-01      | 4.5000%  | 0.0000% | $2582000.00        | $81867.48          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-05-01      | 4.0000%  | 0.0000% | $47000.00          | $118.15            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-02-01      | 3.5000%  | 0.0000% | $22000.00          | $111.92            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-07-01      | 2.5000%  | 0.0000% | $106000.00         | $11346.54          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-04-01      | 3.5000%  | 0.0000% | $139986.00         | $10581.80          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-02-01      | 3.0000%  | 0.0000% | $100000.00         | $18434.83          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-02-01      | 2.5000%  | 0.0000% | $47212.00          | $8484.31           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-08-01      | 3.5000%  | 0.0000% | $24972.00          | $2540.69           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-01-01      | 3.5000%  | 0.0000% | $43000.00          | $8340.27           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-01-01      | 3.0000%  | 0.0000% | $400000.00         | $114811.86         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-06-01      | 4.5000%  | 0.0000% | $136000.00         | $26974.67          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-11-01      | 3.5000%  | 0.0000% | $337000.00         | $93002.34          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-02-01      | 3.5000%  | 0.0000% | $23000.00          | $2028.47           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-03-01      | 5.0000%  | 0.0000% | $786020.00         | $112908.41         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-04-01      | 6.0000%  | 0.0000% | $7487488.00        | $5859.81           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-07-01      | 3.5000%  | 0.0000% | $117605.00         | $13766.26          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-10-01      | 3.5000%  | 0.0000% | $5000000.00        | $640991.73         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-04-01      | 4.0000%  | 0.0000% | $53000.00          | $8744.53           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-05-01      | 3.0000%  | 0.0000% | $125000.00         | $17697.47          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-07-01      | 4.0000%  | 0.0000% | $1017000.00        | $139172.16         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-12-01      | 4.0000%  | 0.0000% | $415000.00         | $74458.15          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-05-01      | 4.0000%  | 0.0000% | $7000.00           | $586.61            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-06-01      | 5.5000%  | 0.0000% | $21000000.00       | $170483.02         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-07-01      | 5.5000%  | 0.0000% | $529000.00         | $2742.73           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-08-01      | 5.5000%  | 0.0000% | $192280.00         | $4081.20           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-10-01      | 6.0000%  | 0.0000% | $249597.00         | $2685.51           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 6.0000%  | 0.0000% | $2155128.00        | $27474.34          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-10-01      | 4.5000%  | 0.0000% | $1867000.00        | $107091.72         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-11-01      | 3.5000%  | 0.0000% | $6500.00           | $496.35            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-12-01      | 3.0000%  | 0.0000% | $18000.00          | $2073.34           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-01-01      | 3.5000%  | 0.0000% | $74000.00          | $6414.00           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-03-01      | 3.5000%  | 0.0000% | $166000.00         | $17623.57          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-12-01      | 3.0000%  | 0.0000% | $45000.00          | $6404.06           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-09-01      | 3.5000%  | 0.0000% | $103000.00         | $12537.69          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.5000%  | 0.0000% | $167000.00         | $15046.97          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-04-01      | 3.0000%  | 0.0000% | $22000.00          | $3348.43           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-03-01      | 2.5000%  | 0.0000% | $50000.00          | $4620.43           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-06-01      | 4.5000%  | 0.0000% | $1439000.00        | $4129.37           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-11-01      | 4.0000%  | 0.0000% | $44000.00          | $128.19            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-07-01      | 4.0000%  | 0.0000% | $26000.00          | $1.40              | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-06-01      | 4.5000%  | 0.0000% | $524282.00         | $88.94             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-05-01      | 4.0000%  | 0.0000% | $35999.00          | $98.61             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-11-01      | 3.0000%  | 0.0000% | $35000.00          | $3994.62           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-08-01      | 3.5000%  | 0.0000% | $45000.00          | $4982.75           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-07-01      | 3.5000%  | 0.0000% | $11000.00          | $965.48            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-04-01      | 3.0000%  | 0.0000% | $88500.00          | $10421.96          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-08-01      | 5.0000%  | 0.0000% | $180222.00         | $119.21            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-11-01      | 5.0000%  | 0.0000% | $1280812.00        | $24911.27          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-06-01      | 3.0000%  | 0.0000% | $850000.00         | $104159.47         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-04-01      | 5.5000%  | 0.0000% | $4412176.00        | $192273.74         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-03-01      | 4.0000%  | 0.0000% | $15000.00          | $1481.01           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-01-01      | 3.5000%  | 0.0000% | $18000.00          | $4161.07           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-09-01      | 5.0000%  | 0.0000% | $1064960.00        | $845.08            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-11-01      | 3.5000%  | 0.0000% | $62000.00          | $17745.19          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.0000%  | 0.0000% | $4000.00           | $869.12            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-01-01      | 2.5000%  | 0.0000% | $8000.00           | $2581.15           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-06-01      | 3.5000%  | 0.0000% | $42000.00          | $9138.61           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-09-01      | 5.0000%  | 0.0000% | $27000.00          | $19578.54          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-09-01      | 5.0000%  | 0.0000% | $72000.00          | $51866.62          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-01-01      | 2.5000%  | 0.0000% | $248000.00         | $178356.47         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-03-01      | 3.5000%  | 0.0000% | $10000.00          | $2140.07           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-09-01      | 2.5000%  | 0.0000% | $3075000.00        | $984971.45         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-06-01      | 2.5000%  | 0.0000% | $67000.00          | $30848.48          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-02-01      | 5.5000%  | 0.0000% | $20000.00          | $11707.72          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-09-01      | 5.5000%  | 0.0000% | $36000.00          | $22213.19          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-02-01      | 5.0000%  | 0.0000% | $104000.00         | $68770.85          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-02-01      | 6.0000%  | 0.0000% | $78000.00          | $46210.33          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-05-01      | 5.5000%  | 0.0000% | $79000.00          | $56794.65          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-05-01      | 6.0000%  | 0.0000% | $25000.00          | $16462.82          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-07-01      | 5.5000%  | 0.0000% | $66000.00          | $46991.07          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1685.18           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-02-01      | 3.5000%  | 0.0000% | $43000.00          | $12701.46          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $500000.00         | $332760.35         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $900000.00         | $629684.26         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $53800000.00       | $55971589.74       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.5000%  | 0.0000% | $1159847.00        | $1172532.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $59200000.00       | $58846775.06       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 3.0000%  | 0.0000% | $15700000.00       | $13135278.41       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $16500000.00       | $16977139.93       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 5.0000%  | 0.0000% | $31100000.00       | $31121132.73       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $225000.00         | $224663.53         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 6.5000%  | 0.0000% | $14700000.00       | $14569722.90       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.0000%  | 0.0000% | $9000.00           | $5994.24           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1414.53           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.5000%  | 0.0000% | $405000.00         | $280664.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $1035000.00        | $741753.29         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $9123072.00        | $6308322.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 6.0000%  | 0.0000% | $32000.00          | $23539.41          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 4.0000%  | 0.0000% | $1365000.00        | $1108964.25        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.0000%  | 0.0000% | $181000.00         | $124712.38         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $82514.01          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.0000%  | 0.0000% | $60000.00          | $54685.76          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $100000.00         | $84495.03          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 3.0000%  | 0.0000% | $11300000.00       | $8617381.94        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $181124.79         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.0000%  | 0.0000% | $10000000.00       | $8400234.57        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 1.5000%  | 0.0000% | $41400000.00       | $28343646.55       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 5.5000%  | 0.0000% | $745000.00         | $629854.21         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 5.0000%  | 0.0000% | $324000.00         | $289510.60         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-07-01      | 6.0000%  | 0.0000% | $100000.00         | $83919.65          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 3.0000%  | 0.0000% | $8366480.00        | $6785354.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.0000%  | 0.0000% | $105000.00         | $94942.88          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $1988836.00        | $1816628.13        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.0000%  | 0.0000% | $3312436.00        | $2978013.97        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 5.0000%  | 0.0000% | $86000.00          | $78728.48          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-09-01      | 4.5000%  | 0.0000% | $450000.00         | $60423.88          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-01-01      | 3.5000%  | 0.0000% | $2063000.00        | $303630.64         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 3.0000%  | 0.0000% | $101000.00         | $27756.82          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-10-01      | 2.0000%  | 0.0000% | $1515000.00        | $773502.16         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $8366000.00        | $6734911.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $5785600.00        | $4708558.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 4.5000%  | 0.0000% | $1155636.00        | $1007639.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $14400000.00       | $14264328.53       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.0000%  | 0.0000% | $400000.00         | $137322.52         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.5000%  | 0.0000% | $8173000.00        | $5234134.08        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-08-01      | 2.5000%  | 0.0000% | $1890000.00        | $898277.57         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $809000.00         | $633787.59         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.5000%  | 0.0000% | $9000.00           | $3295.65           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 2.5000%  | 0.0000% | $5435000.00        | $3319993.01        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 3.0000%  | 0.0000% | $25000.00          | $14163.66          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 3.0000%  | 0.0000% | $7000.00           | $4161.56           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 3.5000%  | 0.0000% | $20000.00          | $12259.70          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $28000.00          | $20727.01          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $159000.00         | $110940.39         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 2.5000%  | 0.0000% | $15400000.00       | $10624780.80       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.5000%  | 0.0000% | $26000.00          | $20030.00          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 5.0000%  | 0.0000% | $184000.00         | $136163.99         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $3350000.00        | $2510506.56        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $454000.00         | $345064.03         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 6.0000%  | 0.0000% | $783331.00         | $580470.74         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $9695000.00        | $7940568.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $69000.00          | $58659.31          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 4.5000%  | 0.0000% | $124000.00         | $107797.15         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.5000%  | 0.0000% | $200000.00         | $135101.10         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 5.0000%  | 0.0000% | $216000.00         | $196855.63         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1751.69           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 6.0000%  | 0.0000% | $1497266.00        | $1196465.59        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $47000.00          | $38817.30          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 5.5000%  | 0.0000% | $1213000.00        | $1077089.41        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.0000%  | 0.0000% | $25000.00          | $23673.15          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $10000000.00       | $9772315.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-06-01      | 3.0000%  | 0.0000% | $1134424.00        | $854180.92         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.0000%  | 0.0000% | $8800000.00        | $7028760.09        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $587000.00         | $522477.29         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-07-01      | 3.0000%  | 0.0000% | $10000.00          | $1401.87           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-05-01      | 3.0000%  | 0.0000% | $75000.00          | $22177.53          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 2.5000%  | 0.0000% | $60900000.00       | $37086170.14       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-06-01      | 3.5000%  | 0.0000% | $565000.00         | $132978.13         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-06-01      | 2.5000%  | 0.0000% | $9128848.00        | $3816461.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 3.0000%  | 0.0000% | $2060000.00        | $778153.87         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 2.5000%  | 0.0000% | $3275000.00        | $1823942.43        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $664000.00         | $414111.31         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $1690980.00        | $1067468.26        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-01-01      | 5.0000%  | 0.0000% | $250000.00         | $40581.89          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-11-01      | 5.0000%  | 0.0000% | $615000.00         | $51854.83          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-04-01      | 4.0000%  | 0.0000% | $20000.00          | $1486.61           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-11-01      | 2.5000%  | 0.0000% | $15000.00          | $4336.28           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $305000.00         | $233136.81         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.0000%  | 0.0000% | $30000.00          | $22874.25          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $950000.00         | $786869.74         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-05-01      | 3.5000%  | 0.0000% | $242000.00         | $168026.26         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-03-01      | 5.0000%  | 0.0000% | $100000.00         | $56840.32          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.5000%  | 0.0000% | $23500000.00       | $14333320.80       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.5000%  | 0.0000% | $95000.00          | $63673.03          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 5.5000%  | 0.0000% | $280000.00         | $236573.74         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 6.0000%  | 0.0000% | $200000.00         | $119314.87         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 6.5000%  | 0.0000% | $100000.00         | $61471.62          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $50390.00          | $42686.54          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $39964.00          | $30899.06          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.0000%  | 0.0000% | $1217300.00        | $1192506.05        | Agency Mortgage-Backed Securities |

### Security 173: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10279385
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY BILL               | 2025-09-04      | 0.0000%  | 0.0000% | $483600.00         | $483256.64         | U.S. Treasuries (including strips) |
| TREASURY BILL                             | 2025-10-30      | 0.0000%  | 0.0000% | $11800000.00       | $11800000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL               | 2026-01-22      | 0.0000%  | 0.0000% | $17200000.00       | $16900000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL               | 2025-09-02      | 0.0000%  | 0.0000% | $14500000.00       | $14500000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL               | 2026-01-15      | 0.0000%  | 0.0000% | $10800000.00       | $10700000.00       | U.S. Treasuries (including strips) |
| TREASURY BILL                             | 2026-01-29      | 0.0000%  | 0.0000% | $1524500.00        | $1499025.60        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2026-05-31      | 2.1250%  | 0.0000% | $477000.00         | $472907.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY FLOATING RATE NOTE | 2025-10-31      | 4.3134%  | 0.0000% | $13500000.00       | $13547411.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-05-31      | 4.5000%  | 0.0000% | $86700000.00       | $90259659.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-05-31      | 4.5000%  | 0.0000% | $29300000.00       | $30423929.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2031-05-31      | 4.6250%  | 0.0000% | $1000600.00        | $1054425.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2035-05-15      | 4.2500%  | 0.0000% | $12200000.00       | $12349121.62       | U.S. Treasuries (including strips) |

### Security 174: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10279395
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  | 2027-11-15      | 2.2500%  | 0.0000% | $8619200.00        | $8426207.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-02-15      | 2.6250%  | 0.0000% | $41900000.00       | $40541810.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-06-30      | 0.8750%  | 0.0000% | $200.00            | $195.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-11-30      | 1.5000%  | 0.0000% | $33500000.00       | $31523566.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-12-15      | 4.0000%  | 0.0000% | $600.00            | $604.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-01-15      | 4.0000%  | 0.0000% | $1596600.00        | $1609199.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-02-28      | 4.2500%  | 0.0000% | $15700000.00       | $16329052.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-06-30      | 4.2500%  | 0.0000% | $21600000.00       | $22249707.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-06-30      | 3.8750%  | 0.0000% | $14600000.00       | $14792160.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-06-30      | 3.7500%  | 0.0000% | $42800000.00       | $43061512.96       | U.S. Treasuries (including strips) |

### Security 175: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP10279405
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                               | 2033-12-25      | 6.0000%  | 0.0000% | $1217.00           | $304.74            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2041-08-15      | 3.5000%  | 0.0000% | $5000000.00        | $2589867.66        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2045-05-15      | 3.0000%  | 0.0000% | $154374.00         | $131587.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3450%  | 0.0000% | $9964210.00        | $6696839.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3750%  | 0.0000% | $8590719.00        | $6109342.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.2950%  | 0.0000% | $8525041.00        | $6804292.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.4050%  | 0.0000% | $24200000.00       | $11615720.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3450%  | 0.0000% | $11700000.00       | $5642318.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6450%  | 0.0000% | $47300000.00       | $18826286.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4050%  | 0.0000% | $61900000.00       | $52771045.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4450%  | 0.0000% | $10600000.00       | $8759120.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.4450%  | 0.0000% | $2285985.00        | $1965599.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.2950%  | 0.0000% | $1000.00           | $917.12            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2046-03-25      | 3.0000%  | 0.0000% | $8558353.00        | $7103324.58        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2034-05-01      | 5.0000%  | 0.0000% | $6346263.00        | $175127.65         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2037-06-01      | 5.0000%  | 0.0000% | $1504393.00        | $15890.08          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-11-01      | 4.0000%  | 0.0000% | $1335000.00        | $107071.17         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-06-01      | 4.0000%  | 0.0000% | $68693.00          | $11314.11          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-06-01      | 4.0000%  | 0.0000% | $136000.00         | $18660.44          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-07-01      | 4.0000%  | 0.0000% | $1376000.00        | $254231.31         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2044-04-01      | 4.5000%  | 0.0000% | $182973.00         | $25609.48          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-04-01      | 5.5000%  | 0.0000% | $99657.00          | $92807.12          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2038-02-01      | 3.5600%  | 0.0000% | $459633.00         | $361757.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2027-06-01      | 3.0000%  | 0.0000% | $398867.00         | $10520.45          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-01-01      | 3.0000%  | 0.0000% | $225000.00         | $49244.74          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-03-01      | 2.5000%  | 0.0000% | $102916.00         | $28028.52          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-03-01      | 3.0000%  | 0.0000% | $1550000.00        | $274510.17         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-02-01      | 4.0000%  | 0.0000% | $1811630.00        | $202275.46         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-12-01      | 4.0000%  | 0.0000% | $8295000.00        | $1126180.12        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-07-01      | 4.0000%  | 0.0000% | $174000.00         | $23228.17          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-12-01      | 3.0000%  | 0.0000% | $514000.00         | $150833.60         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-02-01      | 4.0000%  | 0.0000% | $493334.00         | $151843.19         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-08-01      | 4.5000%  | 0.0000% | $3999600.00        | $15959.71          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-10-01      | 4.5000%  | 0.0000% | $10300000.00       | $73653.83          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-11-01      | 5.0000%  | 0.0000% | $1008.00           | $28.43             | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2035-11-01      | 6.1280%  | 0.0000% | $928894.00         | $7421.25           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 7.5000%  | 0.0000% | $1423666.00        | $1514808.45        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 5.0000%  | 0.0000% | $53152.00          | $51681.35          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-01-01      | 6.0000%  | 0.0000% | $91656.00          | $92594.07          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $8016.00           | $8002.42           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $536156.00         | $522770.53         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $2575397.00        | $2638203.76        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 4.5000%  | 0.0000% | $1125871.00        | $1064978.58        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-10-01      | 6.0000%  | 0.0000% | $1014655.00        | $1033133.15        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $2018627.00        | $2031190.02        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $1389412.00        | $718943.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 4.5000%  | 0.0000% | $61000.00          | $57259.31          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.0000%  | 0.0000% | $33000.00          | $31647.72          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $144173.00         | $141746.35         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 4.0000%  | 0.0000% | $85000.00          | $78804.77          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 4.5000%  | 0.0000% | $2267813.00        | $2190730.04        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 4.5000%  | 0.0000% | $1627600.00        | $115850.47         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 4.5000%  | 0.0000% | $368000.00         | $33620.17          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 6.5000%  | 0.0000% | $2468188.00        | $2575834.30        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 6.0000%  | 0.0000% | $1168692.00        | $906723.92         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $2527000.00        | $2519077.46        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $509356.00         | $518278.72         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.5000%  | 0.0000% | $323496.00         | $337025.77         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 6.5000%  | 0.0000% | $2175903.00        | $2257750.11        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $2487334.00        | $2533016.98        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 4.5000%  | 0.0000% | $503635.00         | $484387.66         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 5.5000%  | 0.0000% | $3431561.00        | $3486657.06        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 5.0000%  | 0.0000% | $1014024.00        | $1003229.81        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $178671.00         | $176405.52         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1301450.00        | $1248909.97        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.5000%  | 0.0000% | $1013542.00        | $1062289.23        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.0000%  | 0.0000% | $527677.00         | $541891.57         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $3731772.00        | $3640586.85        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $499210.00         | $504747.81         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $3802516.00        | $3575578.36        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.0000%  | 0.0000% | $1162710.00        | $1153566.47        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.0000%  | 0.0000% | $54000.00          | $53388.28          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $4357042.00        | $4410585.17        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.80           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $5820032.00        | $5777702.09        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1058.25           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 6.0000%  | 0.0000% | $496386.00         | $501569.33         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2035-12-01      | 5.0000%  | 0.0000% | $179000.00         | $6834.52           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2038-09-01      | 7.0000%  | 0.0000% | $2122167.00        | $26295.56          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-09-01      | 6.5000%  | 0.0000% | $13800000.00       | $426641.09         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-03-01      | 3.0000%  | 0.0000% | $285000.00         | $33588.33          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-05-01      | 3.0000%  | 0.0000% | $1714410.00        | $235422.29         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-10-01      | 3.5000%  | 0.0000% | $726995.00         | $90634.06          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2037-04-01      | 2.5000%  | 0.0000% | $157000.00         | $96059.87          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-10-01      | 2.5000%  | 0.0000% | $2184000.00        | $985426.71         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-01      | 3.0000%  | 0.0000% | $2696936.00        | $1470377.03        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-12-01      | 3.5000%  | 0.0000% | $2302400.00        | $651462.20         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-03-01      | 4.0000%  | 0.0000% | $4868352.00        | $990394.78         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $500000.00         | $341611.25         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.0000%  | 0.0000% | $429047.00         | $374695.11         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $36070.00          | $37365.59          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1133218.00        | $1185588.47        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 7.0000%  | 0.0000% | $1463547.00        | $1564056.87        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 7.0000%  | 0.0000% | $355048.00         | $330653.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $792012.00         | $763576.10         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-11-01      | 5.0000%  | 0.0000% | $214884.00         | $210433.87         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $692899.00         | $691429.10         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.5000%  | 0.0000% | $9222.00           | $8202.16           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $1091236.00        | $1094674.26        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $3435672.00        | $3454185.47        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 6.0000%  | 0.0000% | $6563674.00        | $6739383.00        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $3306229.00        | $3384344.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $237770.00         | $248309.00         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $4552.00           | $4570.29           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $1408095.00        | $1435894.68        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $1215999.00        | $1226450.39        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.0000%  | 0.0000% | $1121818.00        | $1108549.44        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $2399073.00        | $2487468.41        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $1425137.00        | $1457707.93        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1032746.00        | $1018225.10        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $1153564.00        | $1183457.78        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $1009481.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $676917.00         | $686640.53         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-08-01      | 6.0000%  | 0.0000% | $9532320.00        | $9711789.16        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-08-01      | 6.5000%  | 0.0000% | $2619124.00        | $2732468.05        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-09-01      | 6.0000%  | 0.0000% | $3885140.00        | $3991350.66        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1798016.00        | $1713245.68        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 4.5000%  | 0.0000% | $1365340.00        | $1288795.31        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 4.5000%  | 0.0000% | $22742.00          | $21782.26          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $1612064.00        | $1502219.33        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.0000%  | 0.0000% | $3129555.00        | $3178073.15        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 6.5000%  | 0.0000% | $2204933.00        | $2177091.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $597241.00         | $48562.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-09-20      | 5.5000%  | 0.0000% | $581655.00         | $45785.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $7786100.00        | $1148863.66        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-09-20      | 4.0000%  | 0.0000% | $2794504.00        | $159571.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-01-20      | 4.5000%  | 0.0000% | $425000.00         | $32209.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-01-20      | 3.0000%  | 0.0000% | $1590000.00        | $141113.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-20      | 4.5000%  | 0.0000% | $449522.00         | $35700.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $784000.00         | $62346.81          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 5.5000%  | 0.0000% | $111000.00         | $9037.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-05-20      | 5.5000%  | 0.0000% | $99000.00          | $9317.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $99.70             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $48314.00          | $6805.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-20      | 6.5000%  | 0.0000% | $180000.00         | $30525.85          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $12400000.00       | $1499881.14        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $2317.00           | $214.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $1170968.00        | $96150.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $946787.00         | $102619.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 6.0000%  | 0.0000% | $1403000.00        | $183409.16         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $35998.00          | $13086.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $306832.00         | $39940.26          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-10-20      | 6.5000%  | 0.0000% | $62001.00          | $11010.53          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $9997360.00        | $1660283.51        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $253205.00         | $52095.40          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $189500.00         | $32057.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $51860.00          | $14167.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 6.0000%  | 0.0000% | $138000.00         | $29015.48          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 4.5000%  | 0.0000% | $1394734.00        | $848747.32         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $38491.00          | $20727.06          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $174860.00         | $155660.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $5323008.00        | $3281774.21        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $25000.00          | $16013.69          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $64900000.00       | $54898070.18       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-01      | 3.0000%  | 0.0000% | $3465561.00        | $2230963.39        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $2151843.00        | $1563575.06        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-06-01      | 2.5000%  | 0.0000% | $420237.00         | $292068.35         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-12-01      | 4.5000%  | 0.0000% | $360793.00         | $287345.83         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 3.5000%  | 0.0000% | $54000.00          | $41471.97          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-02-01      | 5.5000%  | 0.0000% | $34580.00          | $26419.45          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $82354.99          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $1796164.00        | $1299634.78        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-09-01      | 2.5000%  | 0.0000% | $1449314.00        | $1064279.74        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 2.5000%  | 0.0000% | $200000.00         | $142560.62         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-06-01      | 5.5000%  | 0.0000% | $200000.00         | $168990.06         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-06-01      | 5.0000%  | 0.0000% | $738480.00         | $613443.72         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-04-01      | 5.5000%  | 0.0000% | $500000.00         | $457512.99         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-01-01      | 6.5000%  | 0.0000% | $208230.00         | $187083.22         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.5000%  | 0.0000% | $1072020.00        | $905686.48         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $1964590.00        | $1818603.58        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-10-01      | 3.0000%  | 0.0000% | $743989.00         | $110821.57         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-02-01      | 2.5000%  | 0.0000% | $906880.00         | $222095.14         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-05-01      | 3.5000%  | 0.0000% | $2998990.00        | $670755.04         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $621.66            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-07-01      | 2.0000%  | 0.0000% | $618568.00         | $377027.12         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-02-01      | 2.0000%  | 0.0000% | $876202.00         | $572973.22         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-12-01      | 2.5000%  | 0.0000% | $1465680.00        | $935804.55         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $1411488.00        | $1430169.06        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $23000000.00       | $23506230.19       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $318657.00         | $327395.41         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 6.5000%  | 0.0000% | $12500000.00       | $12963029.58       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-11-01      | 4.0000%  | 0.0000% | $184943.00         | $82593.62          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-09-01      | 3.0000%  | 0.0000% | $1424549.00        | $320222.97         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-10-01      | 3.0000%  | 0.0000% | $555816.00         | $158588.03         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-11-01      | 3.0000%  | 0.0000% | $225816.00         | $44574.40          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-07-01      | 3.5000%  | 0.0000% | $640000.00         | $196144.46         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-02-01      | 4.0000%  | 0.0000% | $1800700.00        | $540385.68         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-11-01      | 3.0000%  | 0.0000% | $540000.00         | $170457.76         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-07-01      | 5.0000%  | 0.0000% | $4161701.00        | $1206414.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $6928816.00        | $5217065.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $424201.00         | $258159.62         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $10000.00          | $7691.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $133043.00         | $78525.01          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 3.0000%  | 0.0000% | $200000.00         | $135523.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $3240000.00        | $2125793.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $337568.00         | $288218.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $676291.00         | $373165.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $7310137.00        | $4328723.20        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $492958.00         | $455932.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-15      | 4.5000%  | 0.0000% | $104388.00         | $10989.84          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $200099.00         | $11107.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-15      | 4.0000%  | 0.0000% | $2374000.00        | $283484.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-15      | 3.0000%  | 0.0000% | $88171.00          | $41290.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $1053896.00        | $181932.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-09-15      | 3.5000%  | 0.0000% | $1965000.00        | $394278.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-15      | 3.5000%  | 0.0000% | $2248040.00        | $243911.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $6315898.00        | $5999606.85        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $5913456.00        | $6083886.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2703611.00        | $2748020.23        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1109226.00        | $1127440.26        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1565265.00        | $1624586.71        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $350642.00         | $361549.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $629474.00         | $647195.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $4015016.00        | $4128102.80        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $976677.00         | $1006827.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $3557248.00        | $3470076.16        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-06-01      | 3.0000%  | 0.0000% | $36000.00          | $25969.01          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-10-01      | 5.5000%  | 0.0000% | $745045.00         | $578490.38         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-03-01      | 6.0000%  | 0.0000% | $1467904.00        | $1070690.82        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-12-01      | 6.0000%  | 0.0000% | $368646.00         | $283121.82         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 4.0000%  | 0.0000% | $9000.00           | $8143.56           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 5.5000%  | 0.0000% | $465000.00         | $438123.06         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 5.5000%  | 0.0000% | $150000.00         | $142213.59         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $395040.00         | $387244.52         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-09-01      | 6.0000%  | 0.0000% | $96993.00          | $82256.03          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-09-01      | 5.0000%  | 0.0000% | $676681.00         | $582604.75         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 5.5000%  | 0.0000% | $5038520.00        | $4495018.25        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2042-08-01      | 4.5000%  | 0.0000% | $880461.00         | $39634.34          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-06-01      | 4.0000%  | 0.0000% | $1973000.00        | $263710.71         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-02-01      | 7.0000%  | 0.0000% | $1000.00           | $130.74            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-10-01      | 2.5000%  | 0.0000% | $2303713.00        | $1133018.53        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.5000%  | 0.0000% | $1424393.00        | $882130.73         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 5.0000%  | 0.0000% | $1777000.00        | $1168752.82        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.5000%  | 0.0000% | $176895.00         | $133075.08         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.5000%  | 0.0000% | $1188354.00        | $987735.89         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $131360.14         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 6.0000%  | 0.0000% | $336257.00         | $185873.24         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 6.5000%  | 0.0000% | $1175066.00        | $1197522.74        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 7.0000%  | 0.0000% | $1030418.00        | $1096460.73        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 7.0000%  | 0.0000% | $1319549.00        | $1424080.07        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 7.0000%  | 0.0000% | $1365584.00        | $1397442.13        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 6.5000%  | 0.0000% | $1134362.00        | $880053.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 6.0000%  | 0.0000% | $167011.00         | $164704.74         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-04-01      | 5.1300%  | 0.0000% | $1000.00           | $983.47            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2030-05-01      | 4.3000%  | 0.0000% | $1133702.00        | $1135258.40        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-04-01      | 4.4000%  | 0.0000% | $198454.00         | $200095.66         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-09-01      | 5.2500%  | 0.0000% | $5266930.00        | $5501663.02        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2030-08-01      | 4.5100%  | 0.0000% | $37728.00          | $38468.52          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-08-01      | 4.5000%  | 0.0000% | $296000.00         | $48624.25          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-09-01      | 4.0000%  | 0.0000% | $204000.00         | $15615.04          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-09-01      | 4.5000%  | 0.0000% | $81000.00          | $17561.59          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-10-01      | 3.5000%  | 0.0000% | $225000.00         | $58691.52          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 5.0000%  | 0.0000% | $897777.00         | $142961.50         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-02-01      | 3.0000%  | 0.0000% | $150000.00         | $57942.38          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-09-01      | 2.0000%  | 0.0000% | $1370000.00        | $687277.64         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-11-01      | 2.5000%  | 0.0000% | $1868465.00        | $1006973.22        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-01-01      | 4.5000%  | 0.0000% | $1167477.00        | $275463.28         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 3.0000%  | 0.0000% | $977999.00         | $611393.51         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $1241062.11        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $23480.00          | $15261.06          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-05-01      | 3.0000%  | 0.0000% | $4787090.00        | $1986118.77        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-11-01      | 2.5000%  | 0.0000% | $364085.00         | $187681.55         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-02-01      | 2.0000%  | 0.0000% | $1052552.00        | $582768.28         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $386669.00         | $230070.17         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-03-01      | 2.0000%  | 0.0000% | $1373071.00        | $851843.20         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 4.0000%  | 0.0000% | $1301000.00        | $922910.81         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-02-01      | 3.0000%  | 0.0000% | $48941.00          | $34505.76          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-06-01      | 4.0000%  | 0.0000% | $429136.00         | $307893.41         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $808996.00         | $642660.65         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2029-09-01      | 6.0000%  | 0.0000% | $748339.00         | $31482.96          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-06-01      | 5.5000%  | 0.0000% | $1191056.00        | $310946.47         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-11-01      | 4.5000%  | 0.0000% | $5000000.00        | $920451.35         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-02-01      | 4.0000%  | 0.0000% | $2301740.00        | $735779.36         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-03-01      | 3.0000%  | 0.0000% | $2234558.00        | $904182.84         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-07-01      | 3.5000%  | 0.0000% | $85000.00          | $36248.53          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-12-01      | 2.5000%  | 0.0000% | $283000.00         | $131489.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2038-11-01      | 7.5000%  | 0.0000% | $1000.00           | $462.51            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-01-01      | 4.0000%  | 0.0000% | $2151652.00        | $892536.69         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-07-01      | 2.5000%  | 0.0000% | $98000.00          | $58883.60          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $375000.00         | $233129.18         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-04-01      | 5.0000%  | 0.0000% | $1000.00           | $401.62            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 3.0000%  | 0.0000% | $15000.00          | $9545.43           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.0000%  | 0.0000% | $563388.00         | $351294.56         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 3.5000%  | 0.0000% | $58001.00          | $36996.47          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.5000%  | 0.0000% | $355000.00         | $239553.89         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $140524.19         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $212482.00         | $136346.00         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-08-01      | 4.0000%  | 0.0000% | $47997.00          | $31501.11          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $75438.08          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 3.5000%  | 0.0000% | $110000.00         | $79574.29          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 5.0000%  | 0.0000% | $55000.00          | $42915.71          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 2.5000%  | 0.0000% | $330000.00         | $225497.39         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 6.0000%  | 0.0000% | $197277.00         | $146004.53         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 4.5000%  | 0.0000% | $2498340.00        | $1929215.35        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 4.0000%  | 0.0000% | $230000.00         | $174919.44         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 2.5000%  | 0.0000% | $264165.00         | $189680.87         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.0000%  | 0.0000% | $260573.00         | $214717.83         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 6.0000%  | 0.0000% | $1960000.00        | $1484624.10        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $719.59            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $85219.76          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $6189110.00        | $5101589.28        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $613634.00         | $448933.29         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 5.0000%  | 0.0000% | $100000.00         | $80906.49          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-06-01      | 5.5000%  | 0.0000% | $200000.00         | $139515.55         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-09-01      | 5.0000%  | 0.0000% | $33156.00          | $6459.73           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $203.93            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-02-01      | 4.0000%  | 0.0000% | $77436.00          | $16368.21          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-05-01      | 3.5000%  | 0.0000% | $1110000.00        | $86951.03          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $287.87            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $242.68            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-04-01      | 4.5000%  | 0.0000% | $650000.00         | $190212.82         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-09-01      | 6.7380%  | 0.0000% | $177000.00         | $33246.18          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-11-01      | 5.0000%  | 0.0000% | $1043000.00        | $222741.09         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 4.8960%  | 0.0000% | $2540256.00        | $2399497.62        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-04-01      | 6.7570%  | 0.0000% | $11400000.00       | $10854134.31       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-01-01      | 5.0000%  | 0.0000% | $2002501.00        | $600946.46         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-06-01      | 3.5000%  | 0.0000% | $425000.00         | $52863.57          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-10-01      | 3.0000%  | 0.0000% | $100000.00         | $33705.72          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $2600000.00        | $1530022.29        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $55156.02          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 2.5900%  | 0.0000% | $1112.00           | $773.86            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-01-01      | 2.2600%  | 0.0000% | $2000000.00        | $1525094.09        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.9400%  | 0.0000% | $299046.00         | $217615.33         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-03-01      | 2.9700%  | 0.0000% | $3267896.00        | $2554167.06        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 2.5000%  | 0.0000% | $200000.00         | $114034.27         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-08-01      | 2.5000%  | 0.0000% | $494379.00         | $276378.73         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.0000%  | 0.0000% | $918608.00         | $824664.20         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.5000%  | 0.0000% | $1828807.00        | $1895723.19        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-06-01      | 6.0000%  | 0.0000% | $1220057.00        | $1011313.33        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.5000%  | 0.0000% | $1001633.00        | $713158.07         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $883873.00         | $588480.20         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 2.5000%  | 0.0000% | $102717.00         | $71212.35          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $73000.00          | $51605.33          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 4.0000%  | 0.0000% | $100000.00         | $69644.07          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2417547.00        | $2394469.80        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $5672199.00        | $5628117.10        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $511117.00         | $525405.40         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2565632.00        | $2625150.93        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $32508.00          | $33788.45          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $347993.00         | $12378.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $5055909.00        | $127393.08         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-01-20      | 6.6250%  | 0.0000% | $929532.00         | $25120.59          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $13400000.00       | $3804270.82        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-04-01      | 3.5000%  | 0.0000% | $945000.00         | $181913.53         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-06-01      | 4.0000%  | 0.0000% | $273000.00         | $50555.77          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-07-01      | 4.0000%  | 0.0000% | $280356.00         | $45506.61          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-08-01      | 3.5000%  | 0.0000% | $137000.00         | $19249.58          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-10-01      | 5.0000%  | 0.0000% | $1695535.00        | $417320.58         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $12500000.00       | $11552612.54       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 4.5000%  | 0.0000% | $224630.00         | $216406.05         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1908243.00        | $2013800.79        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 7.0000%  | 0.0000% | $23678.00          | $25154.25          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $1522023.00        | $1536830.03        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $79587.00          | $81419.07          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-06-01      | 4.5000%  | 0.0000% | $8000000.00        | $1131746.44        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2044-10-01      | 3.5000%  | 0.0000% | $100981.00         | $15886.89          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-09-01      | 3.7800%  | 0.0000% | $210131.00         | $197711.21         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2029-07-01      | 5.8600%  | 0.0000% | $1000000.00        | $783533.16         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2032-03-01      | 7.0000%  | 0.0000% | $1220191.00        | $38379.44          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.5000%  | 0.0000% | $250000.00         | $33652.48          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.5000%  | 0.0000% | $250000.00         | $31241.83          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-11-01      | 4.0000%  | 0.0000% | $720000.00         | $51540.36          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-11-01      | 3.5000%  | 0.0000% | $6109573.00        | $687974.34         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-09-01      | 3.5000%  | 0.0000% | $28000000.00       | $2375005.96        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-10-01      | 6.0000%  | 0.0000% | $51500000.00       | $2588805.51        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-10-01      | 5.6110%  | 0.0000% | $8000000.00        | $1450015.39        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $2144484.00        | $2129889.44        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-11-01      | 6.5000%  | 0.0000% | $3406049.00        | $42830.07          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-10-01      | 6.5000%  | 0.0000% | $5225000.00        | $36917.83          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 3.0000%  | 0.0000% | $449000.00         | $139461.93         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-08-01      | 6.5000%  | 0.0000% | $4034700.00        | $30614.94          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2027-08-01      | 6.0000%  | 0.0000% | $3300000.00        | $9241.94           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2038-12-01      | 6.0000%  | 0.0000% | $25600000.00       | $170433.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2034-09-01      | 5.5000%  | 0.0000% | $1000.00           | $20.00             | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-02-01      | 4.5000%  | 0.0000% | $115000.00         | $10032.54          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-07-01      | 4.5000%  | 0.0000% | $1450004.00        | $89917.07          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-03-01      | 4.0000%  | 0.0000% | $1700000.00        | $199104.71         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2039-10-01      | 5.0000%  | 0.0000% | $285000.00         | $11669.79          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-10-01      | 3.0000%  | 0.0000% | $250000.00         | $38264.91          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-06-01      | 3.0000%  | 0.0000% | $6000000.00        | $671708.85         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-02-01      | 4.5000%  | 0.0000% | $663991.00         | $43846.09          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-02-01      | 3.5000%  | 0.0000% | $354437.00         | $50199.22          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-10-01      | 3.0000%  | 0.0000% | $356000.00         | $48698.91          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-07-01      | 4.5000%  | 0.0000% | $5245361.00        | $417665.31         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-09-01      | 2.5000%  | 0.0000% | $87000.00          | $52834.65          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-08-01      | 2.5000%  | 0.0000% | $7216359.00        | $2705376.86        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-03-01      | 2.0000%  | 0.0000% | $38000.00          | $21493.13          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 2.5000%  | 0.0000% | $471000.00         | $261082.95         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-05-01      | 2.5000%  | 0.0000% | $220208.00         | $122128.34         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 3.5000%  | 0.0000% | $20000.00          | $7960.07           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 6.0000%  | 0.0000% | $2480740.00        | $1928991.66        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-12-01      | 2.0000%  | 0.0000% | $1784784.00        | $1118545.38        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $264999.00         | $172080.39         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.5000%  | 0.0000% | $23000.00          | $15897.79          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-04-01      | 2.5000%  | 0.0000% | $791560.00         | $496919.09         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.0000%  | 0.0000% | $58239.00          | $44370.77          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-06-01      | 3.0000%  | 0.0000% | $100000.00         | $71494.61          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 4.0000%  | 0.0000% | $180760.00         | $129426.48         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-08-01      | 3.0000%  | 0.0000% | $4006890.00        | $2944279.36        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-09-01      | 4.5000%  | 0.0000% | $35000.00          | $27198.07          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-11-01      | 4.0000%  | 0.0000% | $30000.00          | $19607.59          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 5.5000%  | 0.0000% | $58998.00          | $46660.06          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 6.5000%  | 0.0000% | $247830.00         | $167311.51         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 3.0000%  | 0.0000% | $9000.00           | $6706.29           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 5.0000%  | 0.0000% | $344000.00         | $278518.36         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-03-01      | 4.0000%  | 0.0000% | $9176800.00        | $7528452.74        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 5.5000%  | 0.0000% | $3950624.00        | $3278464.33        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-12-01      | 3.5000%  | 0.0000% | $186000.00         | $45801.87          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-01-01      | 5.0000%  | 0.0000% | $1360000.00        | $121191.74         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2048-11-01      | 4.5000%  | 0.0000% | $107000.00         | $75821.61          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $283567.00         | $208703.52         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $99000.00          | $78468.86          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2039-07-01      | 2.5000%  | 0.0000% | $500000.00         | $55785.12          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-05-01      | 5.5000%  | 0.0000% | $5811.00           | $5408.64           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-06-01      | 6.0000%  | 0.0000% | $1957097.00        | $1907435.37        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-06-01      | 4.5000%  | 0.0000% | $2619740.00        | $1708192.01        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2032-09-01      | 3.0000%  | 0.0000% | $1015894.00        | $124914.36         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-08-01      | 4.0000%  | 0.0000% | $1061448.00        | $890863.02         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-10-01      | 2.5000%  | 0.0000% | $47999.00          | $30320.66          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $167262.00         | $95042.77          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-03-01      | 2.5000%  | 0.0000% | $1438433.00        | $940689.99         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 4.5000%  | 0.0000% | $86000.00          | $61183.66          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 2.5000%  | 0.0000% | $3691672.00        | $2722468.57        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 6.0000%  | 0.0000% | $1106500.00        | $811274.44         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-09-01      | 5.0000%  | 0.0000% | $65195.00          | $44462.31          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-09-01      | 5.5000%  | 0.0000% | $650369.00         | $638310.28         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 6.0000%  | 0.0000% | $1112266.00        | $984945.56         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $200000.00         | $155554.17         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 5.5000%  | 0.0000% | $1026816.00        | $864267.66         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 5.0000%  | 0.0000% | $99103.00          | $88609.33          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-07-01      | 5.5000%  | 0.0000% | $3076688.00        | $3038141.18        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-11-01      | 6.5000%  | 0.0000% | $12000.00          | $8069.96           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $998000.00         | $941585.12         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $1252797.00        | $1065597.76        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $1702275.00        | $1741298.00        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 3.0000%  | 0.0000% | $2116050.00        | $1506070.31        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $1149000.00        | $777107.60         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 5.0000%  | 0.0000% | $2751924.00        | $1918222.94        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $57600.00          | $40980.79          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-09-01      | 5.0000%  | 0.0000% | $1353000.00        | $743975.39         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-09-01      | 5.0000%  | 0.0000% | $1555000.00        | $838320.11         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 5.0000%  | 0.0000% | $5148000.00        | $4302008.62        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-10-01      | 5.5000%  | 0.0000% | $401006.00         | $331104.00         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 4.5000%  | 0.0000% | $130000.00         | $110062.68         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $2088676.00        | $1769119.77        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $586611.00         | $437832.79         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $19600000.00       | $16267655.85       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-11-01      | 5.5000%  | 0.0000% | $140050.00         | $122602.31         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $258000.00         | $193122.06         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.5000%  | 0.0000% | $6361664.00        | $5998333.22        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 6.0000%  | 0.0000% | $163053.00         | $165910.94         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 7.0000%  | 0.0000% | $2653122.00        | $2591574.67        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $1505538.00        | $1166184.50        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $1178502.00        | $1185958.05        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $3306511.00        | $3334887.14        | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10280155
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 4.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                   | 2028-09-07      | 1.2000%  | 0.0000% | $375000.00         | $346769.38         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2031-09-30      | 1.6700%  | 0.0000% | $985000.00         | $865078.17         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2036-10-27      | 2.4000%  | 0.0000% | $2700000.00        | $2171322.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2036-10-21      | 2.3500%  | 0.0000% | $3000000.00        | $2402242.67        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2036-11-05      | 2.5000%  | 0.0000% | $1310000.00        | $1064069.33        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2027-03-04      | 2.2000%  | 0.0000% | $250000.00         | $246766.86         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2042-08-15      | 5.1100%  | 0.0000% | $2000000.00        | $1912198.44        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2026-03-16      | 4.0000%  | 0.0000% | $4490000.00        | $4568777.55        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2044-10-21      | 5.8750%  | 0.0000% | $5380000.00        | $5474057.94        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2044-11-07      | 5.7500%  | 0.0000% | $2500000.00        | $2527387.22        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2044-11-25      | 5.8000%  | 0.0000% | $6460000.00        | $6532393.63        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2040-06-08      | 2.1700%  | 0.0000% | $4975000.00        | $3469458.04        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2040-06-29      | 2.0700%  | 0.0000% | $3120000.00        | $2146357.20        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2026-02-25      | 0.7900%  | 0.0000% | $5045000.00        | $4963501.95        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2028-02-25      | 1.1500%  | 0.0000% | $200000.00         | $186929.56         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2036-03-03      | 2.1100%  | 0.0000% | $565000.00         | $447590.49         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2036-08-18      | 2.3000%  | 0.0000% | $10000000.00       | $7898827.78        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2037-04-28      | 3.3300%  | 0.0000% | $15000000.00       | $13167719.61       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2032-08-25      | 2.9400%  | 0.0000% | $941000.00         | $871908.64         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2028-07-05      | 3.2700%  | 0.0000% | $531000.00         | $528290.84         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2038-08-13      | 3.6500%  | 0.0000% | $4826000.00        | $4310415.36        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2039-02-28      | 3.5000%  | 0.0000% | $1810000.00        | $1573279.55        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2048-08-05      | 3.1100%  | 0.0000% | $405000.00         | $286815.87         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2040-06-25      | 1.9500%  | 0.0000% | $2998000.00        | $2025300.90        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2040-07-30      | 1.9900%  | 0.0000% | $2000000.00        | $1352380.11        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2036-08-12      | 2.2200%  | 0.0000% | $67000.00          | $52663.50          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2036-09-29      | 2.1500%  | 0.0000% | $999000.00         | $778469.08         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2035-09-17      | 1.6800%  | 0.0000% | $1505000.00        | $1158549.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2040-11-19      | 2.1000%  | 0.0000% | $1000.00           | $686.84            | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2036-06-16      | 2.3500%  | 0.0000% | $1998000.00        | $1602626.32        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2033-04-14      | 2.0000%  | 0.0000% | $17700000.00       | $15232480.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2028-03-10      | 1.4000%  | 0.0000% | $798000.00         | $759452.79         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2027-11-29      | 4.0000%  | 0.0000% | $14500000.00       | $14745120.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2032-08-02      | 4.7300%  | 0.0000% | $2000000.00        | $1992395.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2037-03-16      | 2.7700%  | 0.0000% | $4022000.00        | $3391237.56        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2042-06-27      | 5.4800%  | 0.0000% | $6718000.00        | $6662010.70        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2040-02-10      | 5.7000%  | 0.0000% | $18300000.00       | $18355112.67       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2039-11-14      | 5.7500%  | 0.0000% | $25000.00          | $25311.52          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2044-11-29      | 5.9500%  | 0.0000% | $4999000.00        | $5066821.43        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2025-09-04      | 5.9900%  | 0.0000% | $10000000.00       | $10096505.56       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2039-08-05      | 5.6000%  | 0.0000% | $10000000.00       | $9959083.33        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2038-08-26      | 5.8400%  | 0.0000% | $10000000.00       | $9960496.67        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2039-08-26      | 5.6400%  | 0.0000% | $10000000.00       | $9912260.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2044-09-12      | 5.6700%  | 0.0000% | $20000000.00       | $20325971.09       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2035-09-25      | 5.3100%  | 0.0000% | $9899000.00        | $10064778.55       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2045-05-01      | 5.9300%  | 0.0000% | $5398000.00        | $5500730.54        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2029-08-13      | 4.4900%  | 0.0000% | $9332000.00        | $9338565.58        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2030-02-12      | 4.6200%  | 0.0000% | $5848000.00        | $5857360.70        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2030-02-25      | 4.5300%  | 0.0000% | $2211000.00        | $2209035.16        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2030-02-25      | 4.4500%  | 0.0000% | $5424000.00        | $5421691.79        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2030-05-20      | 4.4900%  | 0.0000% | $26000.00          | $25994.60          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2029-05-25      | 4.1600%  | 0.0000% | $8577000.00        | $8572962.14        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2029-08-27      | 4.2100%  | 0.0000% | $33600000.00       | $33607863.34       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                   | 2040-07-16      | 5.8700%  | 0.0000% | $7325000.00        | $7376358.42        | Agency Debentures and Agency Strips |
| Freddie Mac                              | 2038-08-01      | 6.0000%  | 0.0000% | $1997.00           | $19.80             | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2042-04-01      | 3.5000%  | 0.0000% | $2000.00           | $324.26            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2043-06-01      | 3.5000%  | 0.0000% | $255000.00         | $31531.61          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $106.26            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2047-05-01      | 4.5000%  | 0.0000% | $118257.00         | $26087.39          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $88.20             | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2047-12-01      | 3.5000%  | 0.0000% | $2000.00           | $288.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2048-02-01      | 3.5000%  | 0.0000% | $2000.00           | $337.49            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2048-11-01      | 4.5000%  | 0.0000% | $2639260.00        | $349626.88         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $102.09            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2042-07-01      | 3.5000%  | 0.0000% | $19400000.00       | $2336970.18        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2027-12-01      | 2.5000%  | 0.0000% | $1304528.00        | $46481.20          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2031-01-01      | 2.5000%  | 0.0000% | $2000.00           | $212.25            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2046-07-01      | 3.5000%  | 0.0000% | $9245000.00        | $2388900.31        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $479.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2032-02-01      | 3.5000%  | 0.0000% | $1000.00           | $162.48            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2032-04-01      | 3.0000%  | 0.0000% | $1000.00           | $129.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2034-10-01      | 6.0000%  | 0.0000% | $1000.00           | $26.88             | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2036-04-01      | 6.0000%  | 0.0000% | $1000.00           | $40.70             | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $893.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $994.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $784.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $878.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $761.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $449.20            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $601.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $508.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $809.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $883.27            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $435.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $701.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $560.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-03-01      | 5.5000%  | 0.0000% | $6653546.00        | $5532483.94        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-05-01      | 5.5000%  | 0.0000% | $2305955.00        | $2308284.92        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $897.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $955.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-06-01      | 6.5000%  | 0.0000% | $286078.00         | $250124.01         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1098967.00        | $1138322.81        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.56           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-07-01      | 6.0000%  | 0.0000% | $2590056.00        | $2478139.27        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2031-03-01      | 4.5000%  | 0.0000% | $1000.00           | $31.93             | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2036-11-01      | 2.5000%  | 0.0000% | $1000.00           | $184.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $154.41            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $155.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2046-01-01      | 3.0000%  | 0.0000% | $2000.00           | $301.78            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $188.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2047-10-01      | 3.5000%  | 0.0000% | $2000.00           | $249.34            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2028-04-01      | 2.5000%  | 0.0000% | $2000.00           | $63.34             | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2031-05-01      | 3.0000%  | 0.0000% | $2000.00           | $248.93            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2033-08-01      | 4.0000%  | 0.0000% | $1000000.00        | $83329.23          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2034-04-01      | 4.0000%  | 0.0000% | $1000.00           | $125.52            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $433.33            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $206.93            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2040-09-01      | 5.0000%  | 0.0000% | $1024.00           | $1043.68           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2034-07-01      | 3.0000%  | 0.0000% | $1000.00           | $105.07            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2034-12-01      | 2.5000%  | 0.0000% | $1000.00           | $182.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2036-08-01      | 2.0000%  | 0.0000% | $1000.00           | $553.98            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2037-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1226.76           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $515.99            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $423.19            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2041-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1191.95           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2045-08-01      | 5.0000%  | 0.0000% | $2001.00           | $2028.03           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $609.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2047-11-01      | 3.5000%  | 0.0000% | $755000.00         | $223746.08         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $261.72            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2048-02-01      | 3.5000%  | 0.0000% | $31600000.00       | $12636812.94       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $411.36            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1120.29           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-05-01      | 3.0000%  | 0.0000% | $5369.00           | $2913.70           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1056.78           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1165.87           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1554.29           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-10-01      | 2.0000%  | 0.0000% | $673716.00         | $462203.86         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-11-01      | 5.5000%  | 0.0000% | $311418.00         | $248502.15         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $2019999.00        | $1346873.26        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1366.45           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-06-01      | 3.5000%  | 0.0000% | $345000.00         | $257473.30         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $966.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $954.89            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.48           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-11-01      | 6.5000%  | 0.0000% | $1021188.00        | $734113.52         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $973.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $934.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-01-01      | 5.5000%  | 0.0000% | $2336604.00        | $2364348.76        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $10000.00          | $10158.38          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-01-01      | 5.5000%  | 0.0000% | $5168836.00        | $5201632.42        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-02-01      | 6.0000%  | 0.0000% | $1500564.00        | $1535654.12        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $2163216.00        | $2188215.62        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-04-01      | 7.0000%  | 0.0000% | $1385569.00        | $1473029.23        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $2579592.00        | $2607889.87        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $986.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-03-01      | 6.5000%  | 0.0000% | $1248824.00        | $1301333.86        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $6697025.00        | $6163191.79        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.58           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1050034.00        | $1067488.21        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $1958631.00        | $1997199.82        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.35           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $1890506.00        | $1955706.01        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-03-01      | 6.0000%  | 0.0000% | $1026782.00        | $1061569.79        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1105956.00        | $1124619.40        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $2048.00           | $2053.98           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1484966.00        | $1516075.14        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-06-01      | 6.5000%  | 0.0000% | $1232278.00        | $1286312.82        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $970.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1164444.00        | $1185830.61        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2043-04-15      | 3.0000%  | 0.0000% | $1026.00           | $166.61            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2043-01-20      | 3.0000%  | 0.0000% | $1000.00           | $151.15            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $1000.00           | $109.14            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2043-01-20      | 3.0000%  | 0.0000% | $1000.00           | $108.18            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $2000.00           | $220.09            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2046-11-20      | 2.5000%  | 0.0000% | $1000.00           | $168.91            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $1000.00           | $166.54            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $2000.00           | $332.14            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $1023.00           | $480.31            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $43261.00          | $21943.86          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $1000.00           | $585.24            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2938.68           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-01-01      | 2.5000%  | 0.0000% | $3000.00           | $2038.84           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-01-01      | 3.0000%  | 0.0000% | $485000.00         | $329945.53         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $756.96            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1424.72           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1470.74           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $11000.00          | $8313.03           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-05-01      | 3.0000%  | 0.0000% | $9000.00           | $6415.87           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $772.64            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-01-01      | 2.5000%  | 0.0000% | $3000.00           | $2141.13           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-06-01      | 4.0000%  | 0.0000% | $7000.00           | $4994.95           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $865.30            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1542.53           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $787.89            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-05-01      | 5.5000%  | 0.0000% | $27900000.00       | $21490495.69       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $709.53            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1668.14           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-10-01      | 5.0000%  | 0.0000% | $31000.00          | $27140.34          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-12-01      | 3.0000%  | 0.0000% | $11000.00          | $8388.60           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $757.72            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $876.72            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-10-01      | 4.0000%  | 0.0000% | $10000.00          | $8167.62           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1930.22           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $867.88            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $893.36            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-03-01      | 4.5000%  | 0.0000% | $18700000.00       | $17362475.32       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1803.59           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1716.59           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $919.85            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-08-01      | 5.0000%  | 0.0000% | $8564267.00        | $8210656.89        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-03-01      | 2.0000%  | 0.0000% | $8086835.00        | $6121333.28        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $997.13            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-01-01      | 4.5000%  | 0.0000% | $14066.00          | $12870.36          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-10-01      | 6.5000%  | 0.0000% | $6062465.00        | $5621630.21        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $110.20            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-01-01      | 3.5000%  | 0.0000% | $2996.00           | $440.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $144.98            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-05-01      | 3.5000%  | 0.0000% | $225000.00         | $50323.57          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $210.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $993.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $938.98            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $523.12            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-02-01      | 5.0000%  | 0.0000% | $2075.00           | $1626.76           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $850.68            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $433.60            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-12-01      | 2.0000%  | 0.0000% | $166259.00         | $90473.54          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $617.04            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $366.18            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $590.25            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $638.48            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1561.71           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $740.25            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $697.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $13104.00          | $13462.32          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.62           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $1143504.00        | $1162402.44        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1022.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-06-01      | 6.5000%  | 0.0000% | $1650112.00        | $1723114.63        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 7.0000%  | 0.0000% | $2000.00           | $2116.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2067.96           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $1174388.00        | $1216448.48        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $1451674.00        | $1515285.10        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $1694568.00        | $1770886.87        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $6048.00           | $6171.57           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $3591212.00        | $3637358.02        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2082.58           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.32           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $1376256.00        | $1409405.57        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1058.35           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1059.41           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-09-01      | 6.0000%  | 0.0000% | $19143.00          | $19785.11          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $2119160.00        | $2154574.93        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-09-01      | 5.5000%  | 0.0000% | $2016.00           | $2037.05           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-08-01      | 6.5000%  | 0.0000% | $3874481.00        | $4125092.33        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.41           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.62           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $144.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2046-07-01      | 4.0000%  | 0.0000% | $1000.00           | $190.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $210.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2032-07-01      | 3.0000%  | 0.0000% | $1000.00           | $135.89            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2047-03-01      | 3.0000%  | 0.0000% | $1000.00           | $266.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2061-07-01      | 3.0000%  | 0.0000% | $3676522.00        | $2009717.37        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2048-02-01      | 3.5000%  | 0.0000% | $7242990.00        | $898188.80         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1280.00           | $981.30            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $1000.00           | $129.30            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2067-03-15      | 5.5800%  | 0.0000% | $416710.00         | $434110.98         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2043-06-15      | 3.0000%  | 0.0000% | $1000.00           | $122.14            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1001.00           | $1059.42           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1058.19           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1000.00           | $1038.22           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1000.00           | $546.65            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $829.75            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $741.83            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1000.00           | $1027.52           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1008.00           | $997.67            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2059-12-15      | 5.4000%  | 0.0000% | $4349960.00        | $4480971.94        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $930.38            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2060-02-15      | 5.8800%  | 0.0000% | $1000.00           | $1059.55           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2060-03-15      | 5.7700%  | 0.0000% | $1000.00           | $1055.68           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.07           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.77           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1039.09           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1040.68           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2060-03-15      | 4.9600%  | 0.0000% | $1000.00           | $1002.83           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.98           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2247460.00        | $2350536.28        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1006.00           | $1035.53           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $963.62            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1002.00           | $1068.71           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $981.15            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.80           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2060-09-15      | 4.5300%  | 0.0000% | $1000.00           | $970.46            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $530238.00         | $544911.30         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2060-06-15      | 5.9400%  | 0.0000% | $1000.00           | $1058.78           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.50           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1002.00           | $1017.29           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $383576.00         | $391562.03         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1003.00           | $1056.02           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $6037.00           | $6216.53           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $29600000.00       | $30537827.91       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2004.00           | $2048.22           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $9444481.00        | $9812546.85        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $8524137.00        | $8845742.64        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.95           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1058.64           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1008.00           | $1055.93           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $4322984.00        | $4564164.40        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $2000.00           | $2109.14           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $5005064.00        | $5244692.64        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1047.79           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1001.00           | $1056.71           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1002.00           | $1046.31           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1378702.00        | $1432555.02        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.54           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.91           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $1020.00           | $1050.43           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $7057500.00        | $7397724.83        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1001.00           | $1062.72           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.69           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $201511.00         | $207523.60         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $19300000.00       | $18165733.23       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1484.93           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $711.51            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $770.38            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-08-01      | 3.0000%  | 0.0000% | $6000.00           | $4397.18           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-08-01      | 4.0000%  | 0.0000% | $22000.00          | $17126.83          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-09-01      | 3.5000%  | 0.0000% | $4000.00           | $3063.35           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1529.47           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $4304737.00        | $3483657.30        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1478.82           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1594.75           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $807.98            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-07-01      | 5.0000%  | 0.0000% | $6024.00           | $5164.52           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 5.0000%  | 0.0000% | $319116.00         | $290588.84         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $869.33            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-09-01      | 5.5000%  | 0.0000% | $2269960.00        | $1950293.59        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1822.74           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-10-01      | 5.5000%  | 0.0000% | $13000.00          | $12004.64          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-10-01      | 6.0000%  | 0.0000% | $42165.00          | $37846.57          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $11460.00          | $10699.31          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $904.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-12-01      | 4.5000%  | 0.0000% | $1017.00           | $950.28            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-01-01      | 4.5000%  | 0.0000% | $1024.00           | $953.24            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-01-01      | 5.5000%  | 0.0000% | $3072.00           | $2912.53           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $950.46            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-04-01      | 4.5000%  | 0.0000% | $1024.00           | $964.05            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-09-01      | 5.0000%  | 0.0000% | $1916272.00        | $1677287.29        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-11-01      | 6.0000%  | 0.0000% | $2000000.00        | $1776000.07        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2045-04-01      | 3.0000%  | 0.0000% | $2988000.00        | $635171.31         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2030-07-01      | 2.5000%  | 0.0000% | $1000.00           | $112.00            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2048-06-01      | 4.0000%  | 0.0000% | $2000.00           | $390.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $219.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $240.66            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $273.82            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-05-01      | 2.5000%  | 0.0000% | $14000.00          | $6574.17           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $559.48            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $581.02            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $480.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1068.93           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-03-01      | 2.0000%  | 0.0000% | $8000.00           | $4335.61           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1051.31           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1174.66           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-07-01      | 2.5000%  | 0.0000% | $3000.00           | $1609.47           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $648.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $565.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1480.98           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $920.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $821.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-06-01      | 6.0000%  | 0.0000% | $2079196.00        | $1684323.44        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-10-01      | 7.0000%  | 0.0000% | $3459645.00        | $2106004.30        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2047-09-01      | 4.0000%  | 0.0000% | $2000.00           | $493.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $190.09            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $180.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $287.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2048-08-01      | 4.5000%  | 0.0000% | $563000.00         | $115914.94         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2048-10-01      | 4.0000%  | 0.0000% | $98800000.00       | $22372916.88       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2049-06-01      | 4.0000%  | 0.0000% | $2000.00           | $514.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2034-08-01      | 3.5000%  | 0.0000% | $1000.00           | $262.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $243.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $241.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-07-01      | 3.0000%  | 0.0000% | $4100000.00        | $1387448.50        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $515.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2035-09-01      | 2.0000%  | 0.0000% | $1000.00           | $413.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $566.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-11-01      | 3.0000%  | 0.0000% | $1982.00           | $1121.96           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-11-01      | 2.0000%  | 0.0000% | $2515170.00        | $1386642.77        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $564.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-01-01      | 2.5000%  | 0.0000% | $599000.00         | $297960.02         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-01-01      | 2.5000%  | 0.0000% | $129936.00         | $85819.83          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-01-01      | 4.0000%  | 0.0000% | $5949760.00        | $1843472.41        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $572.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $582.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $625.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-05-01      | 2.5000%  | 0.0000% | $2728377.00        | $1619670.29        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-05-01      | 2.0000%  | 0.0000% | $219000.00         | $129602.96         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-05-01      | 3.0000%  | 0.0000% | $1300000.00        | $766421.43         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1218.87           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-08-01      | 2.0000%  | 0.0000% | $209000.00         | $126206.83         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $232005.00         | $150762.16         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-10-01      | 2.5000%  | 0.0000% | $49000.00          | $32802.40          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-11-01      | 3.0000%  | 0.0000% | $287000.00         | $186686.56         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $616.45            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2034-11-01      | 2.5000%  | 0.0000% | $2000.00           | $670.74            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-07-01      | 2.5000%  | 0.0000% | $10000.00          | $6094.68           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $224.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2049-09-01      | 3.0000%  | 0.0000% | $2000.00           | $560.26            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-05-01      | 3.5000%  | 0.0000% | $2000.00           | $659.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2049-12-01      | 3.0000%  | 0.0000% | $170000.00         | $35028.45          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-08-01      | 3.0000%  | 0.0000% | $1676443.00        | $809203.11         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $470.20            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-10-01      | 1.5000%  | 0.0000% | $2000.00           | $956.63            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-10-01      | 2.5000%  | 0.0000% | $1699000.00        | $850780.59         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-10-01      | 2.0000%  | 0.0000% | $642000.00         | $319402.14         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-11-01      | 1.5000%  | 0.0000% | $158000.00         | $81717.50          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-11-01      | 2.5000%  | 0.0000% | $514828.00         | $228582.56         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $478.19            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-01-01      | 2.5000%  | 0.0000% | $375000.00         | $178527.10         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-05-01      | 2.5000%  | 0.0000% | $175748.00         | $102419.14         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $701.46            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1151.52           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $523.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $610.62            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $597.49            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $695.08            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1349.89           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $861.15            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-05-01      | 3.5000%  | 0.0000% | $88990.00          | $67755.13          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1491.00           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-05-01      | 3.5000%  | 0.0000% | $1040.00           | $708.38            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $715.07            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $751.31            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $2041586.00        | $1571997.67        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-09-01      | 6.5000%  | 0.0000% | $15800000.00       | $16479573.15       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $7998807.00        | $8305102.65        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2049-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1812.21           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2038-08-01      | 3.5000%  | 0.0000% | $470000.00         | $68616.52          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2034-05-01      | 4.0000%  | 0.0000% | $179000.00         | $30823.90          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $285.62            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2048-09-01      | 3.0000%  | 0.0000% | $149000.00         | $38487.62          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2048-11-01      | 4.0000%  | 0.0000% | $101997.00         | $10105.54          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $270.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-02-01      | 3.0000%  | 0.0000% | $149000.00         | $33817.94          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-02-01      | 3.0000%  | 0.0000% | $65000.00          | $27458.76          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-03-01      | 3.0000%  | 0.0000% | $159000.00         | $47984.72          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-02-01      | 3.0000%  | 0.0000% | $154000.00         | $49675.98          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2045-09-01      | 3.5000%  | 0.0000% | $10900000.00       | $4671967.82        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1003.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2034-12-01      | 3.0000%  | 0.0000% | $1000.00           | $270.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $385.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-02-01      | 3.5000%  | 0.0000% | $1827469.00        | $851397.38         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-09-01      | 3.0000%  | 0.0000% | $8355000.00        | $2016451.23        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-10-01      | 2.5000%  | 0.0000% | $150000.00         | $90153.83          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2037-08-01      | 3.0000%  | 0.0000% | $122000.00         | $37222.03          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $405.84            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $287.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $597.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-11-01      | 2.0000%  | 0.0000% | $3619509.00        | $2280160.94        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-11-01      | 3.5000%  | 0.0000% | $3600000.00        | $1240433.28        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $234.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-01-01      | 2.5000%  | 0.0000% | $1277396.00        | $623888.89         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-04-01      | 2.0000%  | 0.0000% | $447000.00         | $245128.74         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-04-01      | 2.0000%  | 0.0000% | $11600000.00       | $6437285.10        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $625.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $402.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-07-01      | 3.0000%  | 0.0000% | $10100000.00       | $5487967.29        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2036-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $479562.10         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2036-06-01      | 2.0000%  | 0.0000% | $104376.00         | $62194.99          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-02-01      | 3.5000%  | 0.0000% | $2000.00           | $969.58            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $600.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2036-09-01      | 2.0000%  | 0.0000% | $9163976.00        | $4935882.94        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1187.04           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $439.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $599.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $621.89            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2036-08-01      | 3.0000%  | 0.0000% | $17000.00          | $9509.06           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-07-01      | 3.0000%  | 0.0000% | $9999000.00        | $5950776.35        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-09-01      | 3.0000%  | 0.0000% | $200000.00         | $114384.07         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $609.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $631.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-09-01      | 3.5000%  | 0.0000% | $260000.00         | $132289.44         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $595.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $638.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2031-11-01      | 1.5000%  | 0.0000% | $1000.00           | $464.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2040-06-01      | 6.5000%  | 0.0000% | $4780784.00        | $2315389.94        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-10-01      | 2.5000%  | 0.0000% | $43000.00          | $25250.61          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-11-01      | 2.0000%  | 0.0000% | $57778.00          | $36317.44          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-03-01      | 3.0000%  | 0.0000% | $7268580.00        | $5315688.06        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $997000.00         | $656619.49         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $544.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $625.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2035-08-01      | 3.0000%  | 0.0000% | $5000.00           | $2280.16           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2037-01-01      | 2.0000%  | 0.0000% | $131309.00         | $72471.63          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-01-01      | 3.0000%  | 0.0000% | $65000.00          | $42082.30          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $2724398.00        | $1750709.49        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2048-11-01      | 4.0000%  | 0.0000% | $4178864.00        | $1184654.96        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2048-09-01      | 4.0000%  | 0.0000% | $17900000.00       | $1585468.37        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2048-06-01      | 4.0000%  | 0.0000% | $1008.00           | $277.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $341.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $319.26            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2048-01-01      | 4.0000%  | 0.0000% | $240000.00         | $35162.32          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $394.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $296.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2049-08-01      | 3.5000%  | 0.0000% | $2000.00           | $335.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2049-12-01      | 3.0000%  | 0.0000% | $3001.00           | $1094.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $433.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $229.53            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-08-01      | 3.0000%  | 0.0000% | $3030000.00        | $1138838.52        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2050-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1182.56           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-03-01      | 2.5000%  | 0.0000% | $556056.00         | $365584.49         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1047.96           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1055.27           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-04-01      | 2.0000%  | 0.0000% | $584631.00         | $373545.79         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $562.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $565.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $648.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-11-01      | 4.0000%  | 0.0000% | $2726232.00        | $1658706.50        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $916.20            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1505.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $691.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1036.34           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $7168.00           | $7253.53           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $759.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $611.81            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $975.49            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1008.00           | $977.10            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $4578700.00        | $4465853.51        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $7854.00           | $7779.03           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $53200000.00       | $52723071.65       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1063.00           | $1045.85           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $2048.00           | $2016.88           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $140315.00         | $138493.29         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $100000000.00      | $99288881.12       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $200000000.00      | $202855555.60      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $58000000.00       | $60315672.70       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $993.12            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.65           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $3964047.00        | $4035256.61        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1038.31           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2685436.00        | $2788660.34        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1008.00           | $1038.01           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $1000.00           | $12.66             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $1400000.00        | $47499.56          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2040-10-20      | 4.0000%  | 0.0000% | $1000.00           | $48.61             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $2000.00           | $85.96             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $3000.00           | $76.65             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $74970.00          | $3269.21           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2034-12-15      | 4.0000%  | 0.0000% | $1000.00           | $271.15            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2041-09-15      | 4.0000%  | 0.0000% | $2002.00           | $177.98            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2035-09-15      | 5.5000%  | 0.0000% | $427603.00         | $25446.10          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2044-12-20      | 4.2500%  | 0.0000% | $996999.00         | $309214.02         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1999.00           | $78.37             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2043-03-15      | 3.0000%  | 0.0000% | $1218214.00        | $600626.54         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $400000.00         | $254616.13         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $24740.00          | $21749.29          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2032-11-15      | 7.0000%  | 0.0000% | $1000.00           | $24.82             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2041-12-20      | 5.5000%  | 0.0000% | $3000.00           | $108.79            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2035-12-20      | 6.0000%  | 0.0000% | $1000.00           | $54.63             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $1807295.00        | $48172.82          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2034-03-15      | 5.5000%  | 0.0000% | $25006.00          | $365.91            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2046-06-15      | 3.0000%  | 0.0000% | $1000.00           | $376.72            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2038-07-15      | 5.5000%  | 0.0000% | $1000.00           | $16.52             | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2043-05-01      | 3.0000%  | 0.0000% | $1000.00           | $168.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2043-07-01      | 3.5000%  | 0.0000% | $2448808.00        | $498481.02         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2043-10-01      | 4.0000%  | 0.0000% | $1000.00           | $101.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2030-01-01      | 3.0000%  | 0.0000% | $1994.00           | $135.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $142.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2045-07-01      | 3.0000%  | 0.0000% | $1008.00           | $253.07            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK                   | 2027-03-10      | 4.0000%  | 0.0000% | $1340000.00        | $1369003.41        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK                   | 2028-06-09      | 4.3750%  | 0.0000% | $50000.00          | $51478.11          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK                   | 2027-04-09      | 4.7500%  | 0.0000% | $390000.00         | $403350.57         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2030-08-05      | 0.8750%  | 0.0000% | $95000.00          | $82910.14          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2035-08-24      | 1.6250%  | 0.0000% | $534000.00         | $406478.50         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2031-02-01      | 4.0000%  | 0.0000% | $1000.00           | $36.79             | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2041-05-01      | 5.0000%  | 0.0000% | $4626170.00        | $286890.33         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2041-12-01      | 3.5000%  | 0.0000% | $10000000.00       | $465121.83         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $142.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2027-09-01      | 3.0000%  | 0.0000% | $1000.00           | $14.91             | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2034-01-01      | 3.5000%  | 0.0000% | $1000.00           | $72.98             | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2045-03-01      | 4.0000%  | 0.0000% | $1000.00           | $193.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2030-04-01      | 3.5000%  | 0.0000% | $1000.00           | $74.73             | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2035-01-01      | 4.0000%  | 0.0000% | $592000.00         | $86994.97          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2042-09-01      | 4.5000%  | 0.0000% | $1000.00           | $130.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2046-01-01      | 3.5000%  | 0.0000% | $14100000.00       | $3009678.32        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2029-04-01      | 3.5000%  | 0.0000% | $1000.00           | $84.83             | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2031-10-01      | 3.5000%  | 0.0000% | $1000.00           | $76.33             | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $274.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2031-04-01      | 3.5000%  | 0.0000% | $1000.00           | $115.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2041-05-01      | 3.0000%  | 0.0000% | $4000.00           | $552.36            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2034-01-01      | 3.5000%  | 0.0000% | $1000.00           | $129.45            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2049-01-01      | 5.0000%  | 0.0000% | $2000.00           | $324.66            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2034-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $94247.27          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $93.23             | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $423.85            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2034-11-01      | 3.5000%  | 0.0000% | $1000.00           | $246.96            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $322.64            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-02-01      | 4.5000%  | 0.0000% | $209351.00         | $174189.97         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $824.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $924.82            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $918.48            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $907.99            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2041-04-01      | 2.0000%  | 0.0000% | $1000.00           | $576.05            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2040-11-01      | 2.0000%  | 0.0000% | $1000.00           | $506.61            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2041-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1227.36           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2042-07-01      | 3.0000%  | 0.0000% | $200000.00         | $144560.07         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $385.25            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2031-09-01      | 1.5000%  | 0.0000% | $1000.00           | $444.76            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2035-08-01      | 4.5000%  | 0.0000% | $1000.00           | $1008.62           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2035-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.29           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $886.27            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $920.01            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $938.22            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $922.17            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $879.92            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-06-01      | 7.5000%  | 0.0000% | $2450897.00        | $2190654.67        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $950.09            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-07-01      | 7.0000%  | 0.0000% | $1065990.00        | $1107068.13        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $1630988.00        | $1452457.52        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2040-09-01      | 4.5000%  | 0.0000% | $1962893.00        | $1965189.58        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2031-03-15      | 6.7500%  | 0.0000% | $1998000.00        | $2352625.02        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2032-07-15      | 6.2500%  | 0.0000% | $12600000.00       | $14396234.72       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2025-09-30      | 0.6000%  | 0.0000% | $4000.00           | $3996.73           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2030-11-15      | 6.6250%  | 0.0000% | $18000.00          | $20731.17          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2031-05-01      | 3.5000%  | 0.0000% | $1000.00           | $116.61            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2046-02-01      | 3.0000%  | 0.0000% | $2000.00           | $286.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $180.04            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $77.50             | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2032-02-01      | 2.5000%  | 0.0000% | $1000.00           | $171.44            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2032-04-01      | 3.5000%  | 0.0000% | $2000.00           | $207.51            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2031-03-01      | 4.5000%  | 0.0000% | $1997.00           | $63.84             | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2031-04-01      | 4.5000%  | 0.0000% | $1999.00           | $68.13             | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2043-11-01      | 4.0000%  | 0.0000% | $1998.00           | $213.37            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2031-03-01      | 3.5000%  | 0.0000% | $1000.00           | $109.76            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-08-01      | 3.0000%  | 0.0000% | $1021.00           | $662.52            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $674.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1254.79           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-11-01      | 4.0000%  | 0.0000% | $2999.00           | $1792.89           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $652.02            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $611.16            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $2016.00           | $1421.64           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $729.13            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-08-01      | 5.0000%  | 0.0000% | $8045216.00        | $6800226.46        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1308.50           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $520.48            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-11-01      | 4.5000%  | 0.0000% | $15000.00          | $11639.12          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-11-01      | 5.5000%  | 0.0000% | $2566203.00        | $2309795.72        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $758.48            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $679.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $829.20            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-05-01      | 6.0000%  | 0.0000% | $15100000.00       | $9766319.21        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-04-01      | 5.0000%  | 0.0000% | $562511.00         | $485057.04         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $715.10            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $826.74            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-07-01      | 5.5000%  | 0.0000% | $20800000.00       | $16067980.10       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $744.08            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $888.56            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-11-01      | 7.0000%  | 0.0000% | $987024.00         | $524223.75         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $720.05            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $679.56            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $762.16            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $401.03            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $950.37            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $770.69            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $859.81            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $776.80            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $980.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $798.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $877.76            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $673.50            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $625.67            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $510.04            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $743.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $528.07            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $540.83            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $869.44            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $601.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $584.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $995.69            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $944.31            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $882.47            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $830.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $860.38            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $957.65            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $948.36            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-08-01      | 4.5000%  | 0.0000% | $1000.00           | $932.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $946.55            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $869.42            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $881.13            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $145000.00         | $98304.73          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $649.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1459.22           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $622.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $678.53            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $623.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $181000.00         | $127389.21         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1354.64           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $655.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-03-01      | 4.0000%  | 0.0000% | $3289044.00        | $2094833.28        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $673.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $679.25            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $761.01            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1422.94           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-06-01      | 5.0000%  | 0.0000% | $84000.00          | $58718.70          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-06-01      | 4.0000%  | 0.0000% | $26700000.00       | $16354325.83       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-07-01      | 4.5000%  | 0.0000% | $43600.00          | $34338.48          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-11-01      | 5.0000%  | 0.0000% | $69000.00          | $54813.97          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $798.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $779.01            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-10-01      | 5.0000%  | 0.0000% | $2032.00           | $1616.98           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-10-01      | 4.5000%  | 0.0000% | $9120000.00        | $7088601.80        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $797.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-05-01      | 5.5000%  | 0.0000% | $22400000.00       | $19682608.99       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-02-01      | 4.0000%  | 0.0000% | $154000.00         | $127295.91         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-07-01      | 6.0000%  | 0.0000% | $527860.00         | $432420.47         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-08-01      | 6.0000%  | 0.0000% | $13300000.00       | $11351448.06       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-11-01      | 5.0000%  | 0.0000% | $13200000.00       | $12649259.53       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-12-01      | 6.0000%  | 0.0000% | $51000.00          | $47693.17          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $836.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $904.73            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $892.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $2048.00           | $2006.17           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-06-01      | 5.5000%  | 0.0000% | $12000000.00       | $11548512.32       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $988.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $963.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-10-01      | 6.0000%  | 0.0000% | $7595606.00        | $7261019.84        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1002.78           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-11-01      | 4.5000%  | 0.0000% | $10900000.00       | $9959662.44        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-11-01      | 5.0000%  | 0.0000% | $7391024.00        | $6882750.82        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-12-01      | 4.5000%  | 0.0000% | $73000.00          | $68458.76          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-12-01      | 5.0000%  | 0.0000% | $76240.00          | $72925.10          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $970.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $957.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-09-01      | 3.5000%  | 0.0000% | $13000.00          | $11250.38          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-01-01      | 4.5000%  | 0.0000% | $3048.00           | $2853.09           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-01-01      | 5.0000%  | 0.0000% | $695175.00         | $668911.33         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-11-01      | 3.0000%  | 0.0000% | $11600000.00       | $10002773.41       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1030.49           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.36           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $984.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1726.08           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $895.58            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-11-01      | 6.0000%  | 0.0000% | $14000000.00       | $13963044.27       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $9929041.00        | $9579316.41        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-12-01      | 4.5000%  | 0.0000% | $16100000.00       | $15154769.71       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $967.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-12-01      | 5.0000%  | 0.0000% | $2048.00           | $1972.81           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $988.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-11-01      | 5.5000%  | 0.0000% | $18500000.00       | $17875348.68       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-05-01      | 5.0000%  | 0.0000% | $10600000.00       | $10440752.06       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1031.81           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2040-08-01      | 5.0000%  | 0.0000% | $2008.00           | $2037.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2035-09-01      | 5.0000%  | 0.0000% | $1024.00           | $1042.71           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1024.68           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2049-07-01      | 6.0000%  | 0.0000% | $7229572.00        | $7253278.36        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-09-01      | 3.5000%  | 0.0000% | $12900000.00       | $11634409.46       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2040-06-01      | 5.5000%  | 0.0000% | $1977400.00        | $2001148.66        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $18700000.00       | $19487119.59       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $11000.00          | $11010.07          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.93           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $14848.00          | $15030.45          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-09-01      | 5.5000%  | 0.0000% | $1093619.00        | $978703.88         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $929.27            | Agency Mortgage-Backed Securities   |

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10280165
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                              | 2049-04-01      | 4.5000%  | 0.0000% | $1010.00           | $154.22            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-12-01      | 3.4000%  | 0.0000% | $1000.00           | $724.34            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-11-01      | 7.0000%  | 0.0000% | $1155048.00        | $913509.81         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $715.09            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $902.88            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2044-12-01      | 6.0000%  | 0.0000% | $1006.00           | $831.08            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-01-01      | 5.5000%  | 0.0000% | $677052.00         | $658151.82         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $918.31            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $3824676.00        | $3930781.52        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-06-01      | 7.0000%  | 0.0000% | $330990.00         | $352458.64         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $7078568.00        | $7084980.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $968.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.42           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $672532.00         | $675719.26         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-01-01      | 6.0000%  | 0.0000% | $19520.00          | $19459.57          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $847.06            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $980.49            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-07-01      | 5.5000%  | 0.0000% | $612416.00         | $585871.69         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-05-01      | 6.0000%  | 0.0000% | $7407130.00        | $6966126.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $1000.00           | $705.37            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-12-01      | 6.0000%  | 0.0000% | $3984216.00        | $2982394.99        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-02-01      | 7.0000%  | 0.0000% | $1684.00           | $1446.89           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2047-11-01      | 4.0000%  | 0.0000% | $739725.00         | $111731.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1020642.00        | $268336.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $758984.00         | $62825.81          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-15      | 2.5000%  | 0.0000% | $807393.00         | $545609.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $2000.00           | $1042.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1073386.00        | $870321.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $914680.00         | $409261.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-01-20      | 5.8660%  | 0.0000% | $1000.00           | $928.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $1012700.00        | $1075419.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1007998.00        | $1062784.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1087658.00        | $1027425.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1076410.00        | $512239.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4740336.00        | $3953663.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $884.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1017670.00        | $931797.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $1137722.00        | $1235685.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $3024.00           | $3260.09           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2075-04-20      | 6.6400%  | 0.0000% | $1000.00           | $1063.65           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-12-01      | 6.5000%  | 0.0000% | $13008.00          | $10721.95          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-10-01      | 6.5000%  | 0.0000% | $81200.00          | $65643.05          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-02-01      | 4.5000%  | 0.0000% | $923019.00         | $697620.96         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-08-01      | 6.0000%  | 0.0000% | $6629072.00        | $5959381.44        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-12-01      | 4.4000%  | 0.0000% | $3480364.00        | $3503509.24        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-11-01      | 4.4900%  | 0.0000% | $1000.00           | $1017.77           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-11-01      | 4.9350%  | 0.0000% | $7082380.00        | $7285484.81        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-04-01      | 4.2300%  | 0.0000% | $88320.00          | $88806.64          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2035-05-01      | 5.1200%  | 0.0000% | $2884000.00        | $3002126.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-08-01      | 4.1500%  | 0.0000% | $1180.00           | $1184.40           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-02-01      | 3.0000%  | 0.0000% | $15100000.00       | $7454157.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-07-01      | 3.0000%  | 0.0000% | $4945000.00        | $2030918.64        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $592.78            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-12-01      | 2.0000%  | 0.0000% | $57900000.00       | $35769133.22       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2050-06-01      | 2.5000%  | 0.0000% | $18000000.00       | $6833332.39        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2051-02-01      | 2.5000%  | 0.0000% | $1056.00           | $588.12            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2048-11-01      | 3.0000%  | 0.0000% | $45600000.00       | $21455917.15       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-10-01      | 5.0000%  | 0.0000% | $86600.00          | $70518.03          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $798.58            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $783.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2044-04-01      | 4.0000%  | 0.0000% | $8432624.00        | $4318295.60        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2046-11-01      | 3.0000%  | 0.0000% | $13700000.00       | $3010864.57        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-09-01      | 2.5000%  | 0.0000% | $41600000.00       | $17941698.78       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $713.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1419061.00        | $1459116.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1037867.00        | $1070130.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-01-20      | 4.5000%  | 0.0000% | $133000000.00      | $6768752.78        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2039-03-01      | 5.4100%  | 0.0000% | $1000.00           | $721.59            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2040-06-01      | 6.0000%  | 0.0000% | $1024.00           | $17.63             | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $873.64            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.09           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 6.5000%  | 0.0000% | $58500000.00       | $59989614.78       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2036-01-01      | 6.0000%  | 0.0000% | $1019.00           | $16.94             | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $534.51            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2044-04-01      | 6.0000%  | 0.0000% | $1001.00           | $618.10            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2052-09-01      | 4.5000%  | 0.0000% | $90079.00          | $68462.90          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $842.95            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2044-11-01      | 6.0000%  | 0.0000% | $1000.00           | $865.02            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2051-06-01      | 2.5000%  | 0.0000% | $11000000.00       | $7592585.12        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $793.36            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-01-01      | 7.0000%  | 0.0000% | $49900000.00       | $41610992.92       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-08-01      | 5.5000%  | 0.0000% | $1193537.00        | $914927.23         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.25           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-09-01      | 5.5000%  | 0.0000% | $20000.00          | $18915.67          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-04-01      | 4.0000%  | 0.0000% | $59029.00          | $42513.66          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $794.36            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-11-01      | 5.5000%  | 0.0000% | $3956928.00        | $3364542.35        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-12-01      | 7.0000%  | 0.0000% | $5770899.00        | $4681542.61        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $102594.00         | $94715.33          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $968.28            | Agency Mortgage-Backed Securities  |
| TREASURY BILL                            | 2025-12-18      | 0.0000%  | 0.0000% | $200.00            | $197.62            | U.S. Treasuries (including strips) |
| STRIP PRINC                              | 2026-11-15      | 0.0000%  | 0.0000% | $268000.00         | $257247.30         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2050-05-15      | 1.2500%  | 0.0000% | $1029200.00        | $487960.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2050-08-15      | 1.3750%  | 0.0000% | $2740500.00        | $1324182.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2050-11-15      | 1.6250%  | 0.0000% | $15000000.00       | $7810261.11        | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2043-05-15      | 3.8750%  | 0.0000% | $419500.00         | $376103.43         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2027-07-15      | 0.3750%  | 0.0000% | $181400.00         | $238008.92         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2031-01-15      | 0.1250%  | 0.0000% | $157700.00         | $184234.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2028-03-31      | 3.6250%  | 0.0000% | $1000.00           | $1015.69           | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2028-05-31      | 3.6250%  | 0.0000% | $36500.00          | $36846.35          | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2028-05-31      | 3.6250%  | 0.0000% | $3744800.00        | $3780334.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2030-12-31      | 3.7500%  | 0.0000% | $7974600.00        | $8022735.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2030-01-31      | 4.2500%  | 0.0000% | $213700.00         | $219380.40         | U.S. Treasuries (including strips) |

### Security 178: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: LMRP10281265
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2027-08-15      | 2.2500%  | 0.0000% | $17400000.00       | $17014927.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $183000000.00      | $187173769.28      | U.S. Treasuries (including strips) |

### Security 179: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10281285
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 3.7900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $23292700.00       | $24277257.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-02      | 4.2500%  | 0.0000% | $50000000.00       | $52113447.59       | U.S. Treasuries (including strips) |

### Security 180: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10281295
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 3.3400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $30777400.00       | $24207669.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $55687500.00       | $55152472.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $256919600.00      | $254451262.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $750000000.00      | $685639860.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $14097800.00       | $13933831.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $77780400.00       | $79763282.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $8695900.00        | $8851802.10        | U.S. Treasuries (including strips) |

### Security 181: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10281305
- **C.18 - Value (incl. sponsor support):** $790000000.00
- **C.18.a - Value (excl. sponsor support):** $790000000.00
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $157000000.00      | $207095794.70      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2025-10-15      | 0.1250%  | 0.0000% | $30000000.00       | $37217315.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $38500000.00       | $38935497.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $74500000.00       | $78132936.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $25000000.00       | $25448199.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $400000000.00      | $400982240.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $17000000.00       | $17145478.15       | U.S. Treasuries (including strips) |

### Security 182: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10281315
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2033-09-01      | 5.5000%  | 0.0000% | $1002350.00        | $6941.15           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-01-01      | 3.0000%  | 0.0000% | $573106.00         | $13442.54          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-02-01      | 4.0000%  | 0.0000% | $57924.00          | $8719.52           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-10-01      | 2.5000%  | 0.0000% | $12200000.00       | $1692277.69        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 7.0000%  | 0.0000% | $411000000.00      | $380963198.65      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 7.0000%  | 0.0000% | $8845824.00        | $8398126.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 7.0000%  | 0.0000% | $1807658.00        | $1862035.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $53400000.00       | $55167229.85       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $1589250.00        | $1629083.17        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-09-01      | 4.0000%  | 0.0000% | $789443.00         | $35216.20          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-09-01      | 4.0000%  | 0.0000% | $7600000.00        | $548898.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-02-01      | 7.0000%  | 0.0000% | $34900000.00       | $34577995.58       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $950000.00         | $957404.17         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.5000%  | 0.0000% | $2100630.00        | $1504079.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 7.0000%  | 0.0000% | $6770784.00        | $6986350.39        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 7.0000%  | 0.0000% | $10300000.00       | $10855992.93       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 3.0000%  | 0.0000% | $149873.00         | $101160.87         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 7.0000%  | 0.0000% | $3529300.00        | $3758673.59        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 7.0000%  | 0.0000% | $1234116.00        | $1317331.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-10-01      | 4.5000%  | 0.0000% | $226907.00         | $58258.27          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 7.0000%  | 0.0000% | $97200000.00       | $68552461.10       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 3.0000%  | 0.0000% | $1034990.00        | $708179.26         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-05-01      | 3.0000%  | 0.0000% | $33900000.00       | $1437877.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $4950000.00        | $3352678.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 5.5000%  | 0.0000% | $281487.00         | $4797.82           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.5000%  | 0.0000% | $169565.00         | $5375.24           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-05-01      | 3.0000%  | 0.0000% | $355857.00         | $20378.60          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 4.5000%  | 0.0000% | $64000.00          | $1283.02           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-08-01      | 4.0000%  | 0.0000% | $49200000.00       | $8299520.35        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-11-01      | 2.5000%  | 0.0000% | $3133000.00        | $1124691.19        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 7.0000%  | 0.0000% | $1603120.00        | $599157.10         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-05-01      | 2.5000%  | 0.0000% | $443854.00         | $9085.81           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-08-01      | 3.0000%  | 0.0000% | $22245.00          | $304.65            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 6.5000%  | 0.0000% | $269443.00         | $275058.07         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 7.5000%  | 0.0000% | $1018376.00        | $275255.37         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $33399.00          | $23207.40          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 6.0000%  | 0.0000% | $799830.00         | $603400.88         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.5000%  | 0.0000% | $198050.00         | $145391.14         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 7.0000%  | 0.0000% | $9809660.00        | $5652149.01        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 4.0000%  | 0.0000% | $10900000.00       | $10132869.19       | Agency Mortgage-Backed Securities |

### Security 183: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10281325
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $205000000.00      | $203863878.67      | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2025-09-08

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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